Update auto-generated code

03 Writing Algorithms/14 Datasets/02 QuantConnect/13 Fama French/98 Example Applications.html

@@ -31,11 +31,11 @@ <h4>Classic Algorithm Example</h4>
         if momentum is None:
             return
 
-        # Hold the market while the momentum factor is positive
+        # Invest the whole portfolio in SPY while the momentum factor is positive
         if momentum &gt; 0:
             self.set_holdings(self.spy, 1)
 
-        # Step aside while it is negative
+        # Liquidate SPY while the momentum factor is zero or negative
         else:
             self.liquidate(self.spy)</pre>
 <pre class="csharp">public class FamaFrenchFactorsAlgorithm : QCAlgorithm
@@ -68,12 +68,12 @@ <h4>Classic Algorithm Example</h4>
             return;
         }
 
-        // Hold the market while the momentum factor is positive
+        // Invest the whole portfolio in SPY while the momentum factor is positive
         if (momentum &gt; 0)
         {
             SetHoldings(_spy, 1);
         }
-        // Step aside while it is negative
+        // Liquidate SPY while the momentum factor is zero or negative
         else
         {
             Liquidate(_spy);

03 Writing Algorithms/14 Datasets/02 QuantConnect/26 US Index Option Universe/05 Specification Over Time.html

@@ -10,4 +10,4 @@
 
 <p><code>Sources</code>:
 <br>- <a href='https://www.prnewswire.com/news-releases/cboe-options-exchange-to-list-three-long-dated-spx-options-expirations-beginning-november-1-2021-301410178.html'>Cboe Options Exchange to List Three Long-Dated SPX Options Expirations, Beginning November 1, 2021</a>
-<br>- <a href='https://www.prnewswire.com/news-releases/cboe-plans-to-list-spx-tuesday-thursday-expiring-weeklys-options-301474986.html'>Cboe Plans to List SPX Tuesday, Thursday-Expiring Weeklys Options</a>
+<br>- <a href='https://www.indexologyblog.com/2022/05/12/sp-500-weekly-options-now-expire-five-days-a-week/'>S&P 500 Weekly Options Now Expire Five Days a Week</a>

03 Writing Algorithms/14 Datasets/03 AlgoSeek/05 US Index Options/05 Specification Over Time.html

@@ -10,4 +10,4 @@
 
 <p><code>Sources</code>:
 <br>- <a href='https://www.prnewswire.com/news-releases/cboe-options-exchange-to-list-three-long-dated-spx-options-expirations-beginning-november-1-2021-301410178.html'>Cboe Options Exchange to List Three Long-Dated SPX Options Expirations, Beginning November 1, 2021</a>
-<br>- <a href='https://www.prnewswire.com/news-releases/cboe-plans-to-list-spx-tuesday-thursday-expiring-weeklys-options-301474986.html'>Cboe Plans to List SPX Tuesday, Thursday-Expiring Weeklys Options</a>
+<br>- <a href='https://www.indexologyblog.com/2022/05/12/sp-500-weekly-options-now-expire-five-days-a-week/'>S&P 500 Weekly Options Now Expire Five Days a Week</a>

03 Writing Algorithms/14 Datasets/11 Commodity Futures Trading Commission/01 Commitments of Traders/09 Supported Markets.html

@@ -1,4 +1,4 @@
-<p>The following table shows the accessor code you need to add some of the markets to your algorithm. The <code>CFTC.Markets</code> helper covers every market in the reports.</p>
+<p>The <code>CFTC.Markets</code> helper covers every market in the reports. The following table shows the accessor code you need to add some of the markets to your algorithm:</p>
 
 <table class="table qc-table">
 <thead>

03 Writing Algorithms/14 Datasets/11 Commodity Futures Trading Commission/01 Commitments of Traders/98 Example Applications.html

@@ -1,12 +1,12 @@
 <p>The Commitments of Traders dataset enables you to follow how different types of traders are positioned in the futures markets. Examples include the following strategies:</p>
 
 <ul>
-    <li>Trading with large speculators when their net position turns from short to long</li>
+    <li>Trading with non-commercial traders when their net position turns from short to long</li>
     <li>Fading a market when speculator positioning reaches a multi-year extreme</li>
     <li>Ranking commodities by the weekly change in speculator positions</li>
 </ul>
 <h4>Classic Algorithm Example</h4>
-<p>The following example algorithm buys SPY when the non-commercial traders are net long the E-mini S&amp;P 500 in the Legacy report. When they are net short, it short sells SPY.</p>
+<p>The following example algorithm buys SPY when non-commercial traders are net long the E-mini S&amp;P 500. When they are net short, it short sells SPY.</p>
 
 <div class="section-example-container testable">
 <pre class="python">from AlgorithmImports import *
@@ -32,7 +32,7 @@ <h4>Classic Algorithm Example</h4>
         if net is None:
             return
 
-        # Go long when the large speculators are net long the E-mini S&amp;P 500
+        # Go long when the non-commercial traders are net long the E-mini S&amp;P 500
         if net &gt; 0:
             self.set_holdings(self._spy, 1)
 
@@ -71,7 +71,7 @@ <h4>Classic Algorithm Example</h4>
             return;
         }
 
-        // Go long when the large speculators are net long the E-mini S&amp;P 500
+        // Go long when the non-commercial traders are net long the E-mini S&amp;P 500
         if (net &gt; 0)
         {
             SetHoldings(_spy, 1);
@@ -86,7 +86,7 @@ <h4>Classic Algorithm Example</h4>
 }</pre>
 </div>
 <h4>Framework Algorithm Example</h4>
-<p>The following example algorithm buys SPY when the large speculators are net long the E-mini S&amp;P 500 futures. When they turn net short, it short sells SPY.</p>
+<p>The following example algorithm buys SPY when non-commercial traders are net long the E-mini S&amp;P 500. When they are net short, it short sells SPY.</p>
 
 <div class="section-example-container testable">
 <pre class="python">from AlgorithmImports import *
@@ -100,7 +100,7 @@ <h4>Framework Algorithm Example</h4>
         self.set_cash(100000)
 
         self.universe_settings.resolution = Resolution.DAILY
-        # We trade SPY as the proxy of the E-mini S&amp;P 500 futures the report covers
+        # Trade SPY as the proxy of the E-mini S&amp;P 500 futures the report covers
         symbols = [Symbol.create("SPY", SecurityType.EQUITY, Market.USA)]
         self.add_universe_selection(ManualUniverseSelectionModel(symbols))
         # A custom alpha model that emits trade insights based on CFTC positioning data
@@ -135,11 +135,11 @@ <h4>Framework Algorithm Example</h4>
         insights = []
 
         for symbol in self.tradable_symbols:
-            # Buy when the large speculators are net long
+            # Emit an up insight when the non-commercial traders are net long
             if net &gt; 0:
                 insights += [Insight.price(symbol, timedelta(days=7), InsightDirection.UP)]
 
-            # Short sell when they are net short
+            # Emit a down insight when they are net short
             elif net &lt; 0:
                 insights += [Insight.price(symbol, timedelta(days=7), InsightDirection.DOWN)]
 
@@ -157,7 +157,7 @@ <h4>Framework Algorithm Example</h4>
         SetCash(100000);
 
         UniverseSettings.Resolution = Resolution.Daily;
-        // We trade SPY as the proxy of the E-mini S&amp;P 500 futures the report covers
+        // Trade SPY as the proxy of the E-mini S&amp;P 500 futures the report covers
         var symbols = new[] {QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA)};
         AddUniverseSelection(new ManualUniverseSelectionModel(symbols));
         // A custom alpha model that emits trade insights based on CFTC positioning data
@@ -203,13 +203,13 @@ <h4>Framework Algorithm Example</h4>
 
         foreach (var symbol in tradableSymbols)
         {
-            // Buy when the large speculators are net long
+            // Emit an up insight when the non-commercial traders are net long
             if (net &gt; 0)
             {
                 insights.Add(Insight.Price(symbol, TimeSpan.FromDays(7), InsightDirection.Up));
             }
 
-            // Short sell when they are net short
+            // Emit a down insight when they are net short
             if (net &lt; 0)
             {
                 insights.Add(Insight.Price(symbol, TimeSpan.FromDays(7), InsightDirection.Down));

03 Writing Algorithms/14 Datasets/13 Energy Information Administration/00.json

@@ -2,7 +2,7 @@
     "type": "landing",
     "heading": "Energy Information Administration",
     "subHeading": "",
-    "content": "<p>The U.S. Energy Information Administration (EIA) is the statistical agency of the US Department of Energy, created by Congress in 1977. It collects and publishes energy data that is independent of policy. Policymakers, markets and the public use its data to understand energy in the United States.</p>",
+    "content": "<p>The U.S. Energy Information Administration (EIA) is the statistical agency of the US Department of Energy, created by Congress in 1977. It collects and publishes energy data that is independent of policy. Policymakers, markets, and the public use its data to understand energy in the United States.</p>",
     "alsoLinks": [],
     "featureShortDescription": {}
 }

03 Writing Algorithms/14 Datasets/13 Energy Information Administration/01 US Electricity/02 About the Provider.html

@@ -1 +1 @@
-<p>The U.S. Energy Information Administration (EIA) is the statistical agency of the US Department of Energy, created by Congress in 1977. It collects and publishes energy data that is independent of policy. Policymakers, markets and the public use its data to understand energy in the United States.</p>
+<p>The U.S. Energy Information Administration (EIA) is the statistical agency of the US Department of Energy, created by Congress in 1977. It collects and publishes energy data that is independent of policy. Policymakers, markets, and the public use its data to understand energy in the United States.</p>

03 Writing Algorithms/14 Datasets/13 Energy Information Administration/01 US Electricity/09 Supported Balancing Authorities.html

@@ -3,7 +3,7 @@
 <table class="table qc-table"><thead><tr><th>Constant</th>
             <th>Balancing Authority</th>
         </tr></thead><tbody><tr><td><code>EIA.BalancingAuthorities.PJM</code></td>
-            <td>PJM Interconnection, the largest grid operator in the country</td>
+            <td>PJM Interconnection, the largest balancing authority in the country</td>
         </tr><tr><td><code>EIA.BalancingAuthorities.ERCOT</code></td>
             <td>Electric Reliability Council of Texas</td>
         </tr><tr><td><code>EIA.BalancingAuthorities.CAISO</code></td>

03 Writing Algorithms/14 Datasets/13 Energy Information Administration/01 US Electricity/98 Example Applications.html

@@ -89,7 +89,7 @@ <h4>Classic Algorithm Example</h4>
 }</pre>
 </div>
 <h4>Framework Algorithm Example</h4>
-<p>The following example algorithm emits up insights for SPY when PJM demand runs more than 2% above the day-ahead forecast and down insights when it runs more than 2% below.</p>
+<p>The following example algorithm emits up insights for SPY when PJM demand runs more than 2% above the day-ahead forecast. When demand runs more than 2% below the forecast, it emits down insights.</p>
 
 <div class="section-example-container testable  testable">
 <pre class="python">from AlgorithmImports import *

03 Writing Algorithms/14 Datasets/14 European Central Bank/00.json

@@ -2,7 +2,7 @@
     "type": "landing",
     "heading": "European Central Bank",
     "subHeading": "",
-    "content": "<p>The European Central Bank is the central bank of the euro area, established in 1998 and based in Frankfurt. Its main task is to keep prices stable in the countries that use the euro, and it sets the interest rates for the euro area. It also publishes statistics on the euro area economy and its financial markets.</p>",
+    "content": "<p>The European Central Bank is the central bank of the euro area, established in 1998 and based in Frankfurt. Its main task is to keep prices stable in the countries that use the euro, and it sets the interest rates for the euro area. It also publishes statistics on the euro area economy and its financial markets.</p>\n\n<p>Source: ECB statistics.</p>",
     "alsoLinks": [],
     "featureShortDescription": {}
 }

03 Writing Algorithms/14 Datasets/14 European Central Bank/01 Euro Yield Curve/02 About the Provider.html

@@ -1 +1,3 @@
-<p>The European Central Bank is the central bank of the euro area, established in 1998 and based in Frankfurt. Its main task is to keep prices stable in the countries that use the euro, and it sets the interest rates for the euro area. It also publishes statistics on the euro area economy and its financial markets.</p>
+<p>The European Central Bank is the central bank of the euro area, established in 1998 and based in Frankfurt. Its main task is to keep prices stable in the countries that use the euro, and it sets the interest rates for the euro area. It also publishes statistics on the euro area economy and its financial markets.</p>
+
+<p>Source: ECB statistics.</p>

03 Writing Algorithms/14 Datasets/14 European Central Bank/01 Euro Yield Curve/04 Data Summary.html

@@ -5,7 +5,7 @@
         </tr></thead><tbody><tr><td>Start Date</td>
             <td>September 2004</td>
         </tr><tr><td>Asset Coverage</td>
-            <td>6 yield curves</td>
+            <td>6 Yield Curves</td>
         </tr><tr><td>Data Density</td>
             <td>Sparse</td>
         </tr><tr><td>Resolution</td>

03 Writing Algorithms/14 Datasets/14 European Central Bank/01 Euro Yield Curve/98 Example Applications.html

@@ -6,7 +6,7 @@
     <li>Comparing the euro area and US yield curves for cross-market positioning</li>
 </ul>
 <h4>Classic Algorithm Example</h4>
-<p>The following example algorithm buys SPY when the 10-year rate of the all issuers spot curve is at most 60 basis points above the 10-year rate of the triple A spot curve. Otherwise, it holds cash.</p>
+<p>The following example algorithm buys SPY when the all issuers 10-year spot rate is at most 60 basis points above the AAA rate. Otherwise, it holds cash.</p>
 
 <div class="section-example-container testable">
 <pre class="python">from AlgorithmImports import *
@@ -114,7 +114,7 @@ <h4>Classic Algorithm Example</h4>
 }</pre>
 </div>
 <h4>Framework Algorithm Example</h4>
-<p>The following example algorithm emits up insights for SPY when the 10-year rate of the triple A spot curve is above its 2-year rate. Otherwise, it emits flat insights.</p>
+<p>The following example algorithm emits up insights for SPY when the 10-year rate of the AAA spot curve is above its 2-year rate. Otherwise, it emits flat insights.</p>
 
 <div class="section-example-container testable">
 <pre class="python">from AlgorithmImports import *
@@ -159,7 +159,7 @@ <h4>Framework Algorithm Example</h4>
         if self._slope is None:
             return []
 
-        # Go long while the curve slopes upward, and step aside once it inverts.
+        # Emit up insights while the curve slopes upward and flat insights otherwise.
         direction = InsightDirection.UP if self._slope &gt; 0 else InsightDirection.FLAT
 
         # Emit insights only for the securities that have a bar in this slice.
@@ -225,7 +225,7 @@ <h4>Framework Algorithm Example</h4>
             return new List&lt;Insight&gt;();
         }
 
-        // Go long while the curve slopes upward, and step aside once it inverts.
+        // Emit up insights while the curve slopes upward and flat insights otherwise.
         var direction = _slope &gt; 0m ? InsightDirection.Up : InsightDirection.Flat;
 
         // Emit insights only for the securities that have a bar in this slice.

03 Writing Algorithms/14 Datasets/14 European Central Bank/02 Policy Rates/02 About the Provider.html

@@ -1 +1,3 @@
-<p>The European Central Bank is the central bank of the euro area, established in 1998 and based in Frankfurt. Its main task is to keep prices stable in the countries that use the euro, and it sets the interest rates for the euro area. It also publishes statistics on the euro area economy and its financial markets.</p>
+<p>The European Central Bank is the central bank of the euro area, established in 1998 and based in Frankfurt. Its main task is to keep prices stable in the countries that use the euro, and it sets the interest rates for the euro area. It also publishes statistics on the euro area economy and its financial markets.</p>
+
+<p>Source: ECB statistics.</p>

03 Writing Algorithms/14 Datasets/14 European Central Bank/02 Policy Rates/09 Supported Rates.html

@@ -4,15 +4,15 @@
             <th>Property</th>
             <th>Coverage</th>
         </tr></thead><tbody><tr><td>Main refinancing operations</td>
-            <td><code>MainRefinancingRate</code></td>
+            <td><code class="csharp">MainRefinancingRate</code><code class="python">main_refinancing_rate</code></td>
             <td>January 1999 onward</td>
         </tr><tr><td>Deposit facility</td>
-            <td><code>DepositFacilityRate</code></td>
+            <td><code class="csharp">DepositFacilityRate</code><code class="python">deposit_facility_rate</code></td>
             <td>January 1999 onward</td>
         </tr><tr><td>Marginal lending facility</td>
-            <td><code>MarginalLendingRate</code></td>
+            <td><code class="csharp">MarginalLendingRate</code><code class="python">marginal_lending_rate</code></td>
             <td>January 1999 onward</td>
         </tr><tr><td>Euro short-term rate</td>
-            <td><code>EuroShortTermRate</code></td>
+            <td><code class="csharp">EuroShortTermRate</code><code class="python">euro_short_term_rate</code></td>
             <td>October 2019 onward</td>
         </tr></tbody></table>

03 Writing Algorithms/14 Datasets/14 European Central Bank/02 Policy Rates/98 Example Applications.html

@@ -156,7 +156,7 @@ <h4>Framework Algorithm Example</h4>
         if self._spread is None:
             return []
 
-        # Go long while the gap is wide, and step aside once it closes.
+        # Emit up insights while the gap is wide and flat insights once it closes.
         direction = InsightDirection.UP if self._spread &lt;= -0.05 else InsightDirection.FLAT
 
         # Emit insights only for the securities that have a bar in this slice.
@@ -223,7 +223,7 @@ <h4>Framework Algorithm Example</h4>
             return Enumerable.Empty&lt;Insight&gt;();
         }
 
-        // Go long while the gap is wide, and step aside once it closes.
+        // Emit up insights while the gap is wide and flat insights once it closes.
         var direction = _spread &lt;= -0.05m ? InsightDirection.Up : InsightDirection.Flat;
 
         // Emit insights only for the securities that have a bar in this slice.

03 Writing Algorithms/14 Datasets/14 European Central Bank/03 Systemic Stress/02 About the Provider.html

@@ -1 +1,3 @@
-<p>The European Central Bank is the central bank of the euro area, established in 1998 and based in Frankfurt. Its main task is to keep prices stable in the countries that use the euro, and it sets the interest rates for the euro area. It also publishes statistics on the euro area economy and its financial markets.</p>
+<p>The European Central Bank is the central bank of the euro area, established in 1998 and based in Frankfurt. Its main task is to keep prices stable in the countries that use the euro, and it sets the interest rates for the euro area. It also publishes statistics on the euro area economy and its financial markets.</p>
+
+<p>Source: ECB statistics.</p>

03 Writing Algorithms/14 Datasets/14 European Central Bank/03 Systemic Stress/04 Data Summary.html

@@ -9,7 +9,9 @@
         </tr><tr><td>Data Density</td>
             <td>Sparse</td>
         </tr><tr><td>Resolution</td>
-            <td>Daily</td>
+            <td>Daily*</td>
         </tr><tr><td>Timezone</td>
             <td>Berlin</td>
-        </tr></tbody></table>
+        </tr></tbody></table>
+
+<p>* Weekly data we fetch daily.</p>