Fix flake8 warnings

Author: MDUYN

investing_algorithm_framework/app/app.py

@@ -498,9 +498,6 @@ def _initialize_algorithm_for_backtest(self, algorithm):
         if portfolio_configuration_service.count() == 0:
             raise OperationalException("No portfolios configured")
 
-        # Initialize all portfolios that are registered
-
-
         strategy_orchestrator_service = \
             self.container.strategy_orchestrator_service()
         market_credential_service = self.container.market_credential_service()

investing_algorithm_framework/domain/models/backtesting/backtest_report.py

@@ -9,7 +9,6 @@
 from investing_algorithm_framework.domain.models \
     .backtesting.backtest_date_range import BacktestDateRange
 from investing_algorithm_framework.domain.models.base_model import BaseModel
-from investing_algorithm_framework.domain.models.time_unit import TimeUnit
 from investing_algorithm_framework.domain.models.position import Position
 from investing_algorithm_framework.domain.models.trade import Trade
 from investing_algorithm_framework.domain.models.order import Order

investing_algorithm_framework/domain/models/portfolio/portfolio.py

@@ -12,15 +12,17 @@ class Portfolio(BaseModel):
     * trading_symbol: str, trading symbol of the portfolio
     * unallocated: float, the size of the trading symbol that is not
       allocated. For example, if the trading symbol is USDT and the unallocated
-      is 1000, it means that the portfolio has 1000 USDT that is not allocated to any position.
+      is 1000, it means that the portfolio has 1000 USDT that is not
+        allocated to any position.
     * net_size: float, net size of the portfolio is the initial balance of the
         portfolio plus the all the net gains of the trades. The
     * realized: float, the realized gain of the portfolio is the sum of all the
         realized gains of the trades.
     * total_revenue: float, the total revenue of the portfolio is the sum
         of all the orders (price * size)
     * total_cost: float, the total cost of the portfolio is the sum of all the
-        costs of the trades (price * size (for buy orders) or -price * size (for sell orders))
+        costs of the trades (price * size (for buy orders)
+        or -price * size (for sell orders))
     * total_net_gain: float, the total net gain of the portfolio is the sum of
         all the net gains of the trades
     * total_trade_volume: float, the total trade volume of the

investing_algorithm_framework/domain/models/portfolio/portfolio_configuration.py

@@ -20,7 +20,8 @@ class PortfolioConfiguration(BaseModel):
     For backtesting, a portfolio configuration is used to create a
     portfolio that will be used to simulate the trading of the algorithm. if
     the user does not provide an initial balance, the portfolio will be created
-    with a balance of according to the initial balanace of the PortfolioConfiguration class.
+    with a balance of according to the initial balanace of
+        the PortfolioConfiguration class.
     """
 
     def __init__(

investing_algorithm_framework/services/portfolios/backtest_portfolio_service.py

@@ -11,7 +11,7 @@ class BacktestPortfolioService(PortfolioService):
     """
     def create_portfolio_from_configuration(
         self, portfolio_configuration: PortfolioConfiguration,
-        initial_amount = None
+        initial_amount=None
     ):
         """
         Wil create a portfolio from a portfolio configuration for backtesting.

investing_algorithm_framework/services/portfolios/portfolio_configuration_service.py

@@ -22,10 +22,11 @@ def add(self, portfolio_configuration):
 
     def get(self, identifier):
         portfolio_configuration = next(
-            (portfolio_configuration for portfolio_configuration in
-                self.portfolio_configurations if
-                portfolio_configuration.identifier.upper() \
-                == identifier.upper()),
+            (
+                portfolio_configuration for portfolio_configuration in
+                self.portfolio_configurations
+                if portfolio_configuration.identifier.upper() ==
+                identifier.upper()),
             None
         )
 
@@ -48,8 +49,8 @@ def find(self, query_params):
         elif identifier is not None:
             return next(
                 (portfolio_configuration for portfolio_configuration in
-                 self.portfolio_configurations if
-                 portfolio_configuration.identifier.upper() \
+                    self.portfolio_configurations if
+                    portfolio_configuration.identifier.upper()
                     == identifier.upper()),
                 None
             )