STY PPE8 fixes.

quantopian · Apr 18, 2016 · 124cc0d · 124cc0d
1 parent 7613137
commit 124cc0d
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Showing 3 changed files with 15 additions and 11 deletions.
diff --git a/pyfolio/round_trips.py b/pyfolio/round_trips.py
@@ -15,7 +15,7 @@
 from __future__ import division
 from math import copysign
 import warnings
-from collections import deque, defaultdict, OrderedDict
+from collections import deque, OrderedDict
 
 import pandas as pd
 import numpy as np
@@ -197,7 +197,8 @@ def extract_round_trips(transactions,
         dt_stack = deque()
         for dt, t in trans_sym.iterrows():
             if t.price < 0:
-                warnings.warn('Negative price detected, ignoring for round-trip.')
+                warnings.warn('Negative price detected, ignoring for'
+                              'round-trip.')
                 continue
             signed_price = t.price * np.sign(t.amount)
             abs_amount = int(abs(t.amount))
@@ -246,7 +247,10 @@ def extract_round_trips(transactions,
         pv = pd.DataFrame(portfolio_value,
                           columns=['portfolio_value'])\
             .assign(date=portfolio_value.index)
-        roundtrips['date'] = roundtrips.close_dt.apply(lambda x: x.replace(hour=0, minute=0, second=0))
+        roundtrips['date'] = roundtrips.close_dt.apply(lambda x:
+                                                       x.replace(hour=0,
+                                                                 minute=0,
+                                                                 second=0))
 
         tmp = roundtrips.assign(date=roundtrips.close_dt)\
                         .join(pv, on='date', lsuffix='_')

diff --git a/pyfolio/tears.py b/pyfolio/tears.py
@@ -545,7 +545,7 @@ def create_round_trip_tear_sheet(positions, transactions,
     transactions_closed = round_trips.add_closing_transactions(positions,
                                                                transactions)
     trades = round_trips.extract_round_trips(transactions_closed,
-        portfolio_value=positions.sum(axis='columns'))
+                                             portfolio_value=positions.sum(axis='columns'))
 
     if len(trades) < 5:
         warnings.warn(
@@ -744,16 +744,16 @@ def create_capacity_tear_sheet(returns, positions, transactions,
 
     llt = capacity.get_low_liquidity_transactions(transactions, market_data)
     print('Tickers with daily transactions consuming >{}% of daily bar \n'
-          'all backtest:'.format(trade_daily_vol_limit*100))
+          'all backtest:'.format(trade_daily_vol_limit * 100))
     utils.print_table(
-        llt[llt['max_pct_bar_consumed'] > trade_daily_vol_limit*100])
+        llt[llt['max_pct_bar_consumed'] > trade_daily_vol_limit * 100])
 
     llt = capacity.get_low_liquidity_transactions(
         transactions, market_data, last_n_days=last_n_days)
 
     print("last {} trading days:".format(last_n_days))
     utils.print_table(
-        llt[llt['max_pct_bar_consumed'] > trade_daily_vol_limit*100])
+        llt[llt['max_pct_bar_consumed'] > trade_daily_vol_limit * 100])
 
     bt_starting_capital = positions.iloc[0].sum() / (1 + returns.iloc[0])
     fig, ax_capacity_sweep = plt.subplots(figsize=(14, 6))

diff --git a/pyfolio/tests/test_round_trips.py b/pyfolio/tests/test_round_trips.py
@@ -18,7 +18,7 @@
 from pyfolio.round_trips import (extract_round_trips,
                                  add_closing_transactions,
                                  _groupby_consecutive,
-)
+                                 )
 
 
 class RoundTripTestCase(TestCase):
@@ -46,8 +46,8 @@ class RoundTripTestCase(TestCase):
                          [2, 20., 'A'],
                          [2, 10., 'A'],
                          ],
-                    columns=['amount', 'price', 'symbol'],
-                    index=dates_intraday[[0, 1, 4, 5]]),
+                   columns=['amount', 'price', 'symbol'],
+                   index=dates_intraday[[0, 1, 4, 5]]),
          DataFrame(data=[[4, 15., 'A'],
                          [4, 15., 'A'],
                          ],
@@ -159,7 +159,7 @@ def test_add_closing_trades(self):
                               index=[dates[:3]])
 
         expected_ix = dates[:3].append(DatetimeIndex([dates[2] +
-                                       Timedelta(seconds=1)]))
+                                                      Timedelta(seconds=1)]))
         expected = DataFrame(data=[[2, 10, 'A'],
                                    [-5, 10, 'A'],
                                    [-1, 10., 'B'],