QuantConnect Algorithm Code Quality

Apply these rules to main.py and custom data classes. The goal is compiling code that does not hide real failures.

Imports

Use AlgorithmImports for LEAN APIs and common algorithm types. Do not add redundant imports for datetime, timedelta, date, pandas, numpy, or math. Put required standard library imports before AlgorithmImports, separated by one blank line.

Start every Python file in the project, not only main.py, with from AlgorithmImports import *. The algorithm class inherits only from QCAlgorithm; hold shared logic in helper objects such as self._risk = RiskHelper(self).

Subscription Variables

Store the Security returned by add_data, add_equity, or add_crypto. Pass that Security directly anywhere a Symbol is expected; do not store or use .symbol.

# Bad
self._custom_symbol = self.add_data(MyData, "TICKER").symbol
data[self._custom_btc.symbol]
# Good
self._custom_btc = self.add_data(MyData, "TICKER")
if self._custom_btc not in data:
    return
bar = data[self._custom_btc]

Use x in data and x not in data, not data.contains_key(x).

Comments

Follow PEP 8: block comments start with # , use complete sentences, start sentences with capitals, and end sentences with periods. Inline comments are rare, separated from code by at least two spaces, and start with # .

# Bad
# add equity
x = price*quantity #calculate value
# Good
# Add the equity subscription.
x = price * quantity  # Calculate the order value.

Multi-Line Boolean Expressions

Put and/or at the end of each continued line.

# Bad
if (
    close > ema_fast
    and open_ > ema_fast
    and rsi > 50):
    return
# Good
if (close > ema_fast and
    open_ > ema_fast and
    rsi > 50):
    return

Blank Lines

Use two blank lines before top-level classes, one blank line before methods inside classes, and no blank lines inside method bodies.

Error Handling

Do not wrap algorithm logic in try / except blocks. Exceptions reveal invalid state, missing data, and incorrect assumptions; catch-all handlers make bugs invisible.

# Bad
try:
    self.set_holdings(self._spy, target_weight)
except Exception:
    pass
# Good
if target_weight:
    self.set_holdings(self._spy, target_weight)

Dictionary Keys and Values

LEAN dictionaries such as self.portfolio, self.securities, and the Slice collections expose keys(), values(), and items() as methods. Call them with parentheses to iterate the collection.

for holding in self.portfolio.values():
    pass
for symbol, bar in slice.bars.items():
    pass

Checklist

1. Standard library imports precede AlgorithmImports.
2. Stored subscription variables are Security objects, not .symbol values.
3. Comments follow language-specific rules.
4. Multi-line boolean expressions follow language-specific continuation style.
5. Blank lines match language rules.
6. Algorithm code has no try / except; it uses explicit guards for expected conditions.