Fix snake_case error messages for Python algorithms

AlgorithmFactory/Python/Wrappers/AlgorithmPythonWrapper.cs

@@ -177,6 +177,8 @@ public AlgorithmPythonWrapper(string moduleName)
                     {
                         throw new Exception("Please ensure that one class inherits from QCAlgorithm.");
                     }
+
+                    Messages.SetAlgorithmLanguage(Language.Python);
                 }
             }
             catch (Exception e)

Common/Messages/Messages.Algorithm.Framework.Portfolio.cs

@@ -39,8 +39,8 @@ public static class PortfolioTarget
             public static string InvalidTargetPercent(IAlgorithm algorithm, decimal percent)
             {
                 return Invariant($@"The portfolio target percent: {
-                    percent}, does not comply with the current 'Algorithm.Settings' 'MaxAbsolutePortfolioTargetPercentage': {
-                    algorithm.Settings.MaxAbsolutePortfolioTargetPercentage} or 'MinAbsolutePortfolioTargetPercentage': {
+                    percent}, does not comply with the current 'Algorithm.Settings' '{FormatCode("MaxAbsolutePortfolioTargetPercentage")}': {
+                    algorithm.Settings.MaxAbsolutePortfolioTargetPercentage} or '{FormatCode("MinAbsolutePortfolioTargetPercentage")}': {
                     algorithm.Settings.MinAbsolutePortfolioTargetPercentage}. Skipping");
             }
 

Common/Messages/Messages.Brokerages.cs

@@ -411,7 +411,7 @@ public static class FxcmBrokerageModel
             [MethodImpl(MethodImplOptions.AggressiveInlining)]
             public static string InvalidOrderQuantityForLotSize(Securities.Security security)
             {
-                return Invariant($"The order quantity must be a multiple of LotSize: [{security.SymbolProperties.LotSize}].");
+                return Invariant($"The order quantity must be a multiple of {FormatCode("LotSize")}: [{security.SymbolProperties.LotSize}].");
             }
 
             /// <summary>

Common/Messages/Messages.Orders.cs

@@ -354,7 +354,7 @@ public static string ZeroQuantity(Orders.OrderRequest request)
             [MethodImpl(MethodImplOptions.AggressiveInlining)]
             public static string MissingSecurity(Orders.SubmitOrderRequest request)
             {
-                return Invariant($"You haven't requested {request.Symbol} data. Add this with AddSecurity() in the Initialize() Method.");
+                return Invariant($"You haven't requested {request.Symbol} data. Add this with {FormatCode("AddSecurity")}() in the {FormatCode("Initialize")}() method.");
             }
 
             /// <summary>
@@ -365,8 +365,8 @@ public static string MissingSecurity(Orders.SubmitOrderRequest request)
             [MethodImpl(MethodImplOptions.AggressiveInlining)]
             public static string WarmingUp(Orders.OrderRequest request)
             {
-                return Invariant($@"This operation is not allowed in Initialize or during warm up: OrderRequest.{
-                    request.OrderRequestType}. Please move this code to the OnWarmupFinished() method.");
+                return Invariant($@"This operation is not allowed in {FormatCode("Initialize")} or during warm up: OrderRequest.{
+                    FormatCode(request.OrderRequestType.ToString())}. Please move this code to the {FormatCode("OnWarmupFinished")}() method.");
             }
         }
 

Common/Messages/Messages.QuantConnect.cs

@@ -30,6 +30,29 @@ namespace QuantConnect
     /// </summary>
     public static partial class Messages
     {
+        private static Language _algorithmLanguage = Language.CSharp;
+
+        /// <summary>
+        /// Sets the algorithm language used to format code identifiers in error messages.
+        /// </summary>
+        public static void SetAlgorithmLanguage(Language language)
+        {
+            _algorithmLanguage = language;
+        }
+
+        /// <summary>
+        /// Returns the code identifier formatted for the current algorithm language.
+        /// For Python, converts PascalCase/camelCase to snake_case.
+        /// </summary>
+        private static string FormatCode(string code)
+        {
+            return _algorithmLanguage switch
+            {
+                Language.Python => code.ToSnakeCase(),
+                _ => code
+            };
+        }
+
         /// <summary>
         /// Provides user-facing messages for the <see cref="AlphaRuntimeStatistics"/> class and its consumers or related classes
         /// </summary>
@@ -113,8 +136,7 @@ public static class Candlestick
             [MethodImpl(MethodImplOptions.AggressiveInlining)]
             public static string ToString(QuantConnect.Candlestick instance)
             {
-                return Invariant($@"{instance.Time:o} - (O:{instance.Open} H: {instance.High} L: {
-                    instance.Low} C: {instance.Close})");
+                return Invariant($@"{instance.Time:o} - (O:{instance.Open} H: {instance.High} L: {instance.Low} C: {instance.Close})");
             }
         }
 
@@ -183,8 +205,8 @@ public static string RemoveInvalidOperation<TKey, TValue>(ExtendedDictionary<TKe
             public static string TickerNotFoundInSymbolCache(string ticker)
             {
                 return $"The ticker {ticker} was not found in the SymbolCache. Use the Symbol object as key instead. " +
-                    "Accessing the securities collection/slice object by string ticker is only available for securities added with " +
-                    "the AddSecurity-family methods. For more details, please check out the documentation.";
+                    $"Accessing the securities collection/slice object by string ticker is only available for securities added with " +
+                    $"the {FormatCode("AddSecurity")}-family methods. For more details, please check out the documentation.";
             }
 
             /// <summary>
@@ -278,7 +300,7 @@ public static string DownloadDataFailed(string url)
             public static string ZeroPriceForSecurity(QuantConnect.Symbol symbol)
             {
                 return $"{symbol}: The security does not have an accurate price as it has not yet received a bar of data. " +
-                    "Before placing a trade (or using SetHoldings) warm up your algorithm with SetWarmup, or use slice.Contains(symbol) " +
+                    $"Before placing a trade (or using {FormatCode("SetHoldings")}) warm up your algorithm with {FormatCode("SetWarmup")}, or use slice.Contains(symbol) " +
                     "to confirm the Slice object has price before using the data. Data does not necessarily all arrive at the same " +
                     "time so your algorithm should confirm the data is ready before using it. In live trading this can mean you do " +
                     "not have an active subscription to the asset class you're trying to trade. If using custom data make sure you've " +
@@ -338,8 +360,7 @@ public static string TypeIsNotBaseData(Type type)
             [MethodImpl(MethodImplOptions.AggressiveInlining)]
             public static string CannotCastNonFiniteFloatingPointValueToDecimal(double input)
             {
-                return Invariant($@"It is not possible to cast a non-finite floating-point value ({
-                    input}) as decimal. Please review math operations and verify the result is valid.");
+                return Invariant($@"It is not possible to cast a non-finite floating-point value ({input}) as decimal. Please review math operations and verify the result is valid.");
             }
 
             /// <summary>
@@ -471,8 +492,7 @@ public static string ToString(QuantConnect.Holding instance)
                 {
                     currencySymbol = "$";
                 }
-                var value = Invariant($@"{instance.Symbol?.Value}: {instance.Quantity} @ {
-                    currencySymbol}{instance.AveragePrice} - Market: {currencySymbol}{instance.MarketPrice}");
+                var value = Invariant($@"{instance.Symbol?.Value}: {instance.Quantity} @ {currencySymbol}{instance.AveragePrice} - Market: {currencySymbol}{instance.MarketPrice}");
 
                 if (instance.ConversionRate.HasValue && instance.ConversionRate != 1m)
                 {
@@ -526,8 +546,7 @@ public static string MemoryUsageOver80Percent(double lastSample)
             public static string MemoryUsageInfo(string memoryUsed, string lastSample, string memoryUsedByApp, TimeSpan currentTimeStepElapsed,
                 int cpuUsage)
             {
-                return Invariant($@"Used: {memoryUsed}, Sample: {lastSample}, App: {memoryUsedByApp}, CurrentTimeStepElapsed: {
-                    currentTimeStepElapsed:mm':'ss'.'fff}. CPU: {cpuUsage}%");
+                return Invariant($@"Used: {memoryUsed}, Sample: {lastSample}, App: {memoryUsedByApp}, CurrentTimeStepElapsed: {currentTimeStepElapsed:mm':'ss'.'fff}. CPU: {cpuUsage}%");
             }
 
             /// <summary>
@@ -537,8 +556,7 @@ public static string MemoryUsageInfo(string memoryUsed, string lastSample, strin
             [MethodImpl(MethodImplOptions.AggressiveInlining)]
             public static string MemoryUsageMonitorTaskTimedOut(TimeSpan timeout)
             {
-                return $@"Execution Security Error: Operation timed out - {
-                    timeout.TotalMinutes.ToStringInvariant()} minutes max. Check for recursive loops.";
+                return $@"Execution Security Error: Operation timed out - {timeout.TotalMinutes.ToStringInvariant()} minutes max. Check for recursive loops.";
             }
         }
 
@@ -724,8 +742,7 @@ public static string ErrorParsingSecurityIdentifier(string value, Exception exce
             [MethodImpl(MethodImplOptions.AggressiveInlining)]
             public static string MarketNotFound(string market)
             {
-                return $@"The specified market wasn't found in the markets lookup. Requested: {
-                    market}. You can add markets by calling QuantConnect.Market.Add(string,int)";
+                return $@"The specified market wasn't found in the markets lookup. Requested: {market}. You can add markets by calling QuantConnect.Market.Add(string,int)";
             }
         }
 
@@ -940,9 +957,7 @@ public static class TradingCalendar
             [MethodImpl(MethodImplOptions.AggressiveInlining)]
             public static string InvalidTotalDays(int totalDays)
             {
-                return Invariant($@"Total days is negative ({
-                    totalDays
-                    }), indicating reverse start and end times. Check your usage of TradingCalendar to ensure proper arrangement of variables");
+                return Invariant($@"Total days is negative ({totalDays}), indicating reverse start and end times. Check your usage of TradingCalendar to ensure proper arrangement of variables");
             }
         }
     }

Common/Messages/Messages.Securities.cs

@@ -110,7 +110,7 @@ public static string TargetOrderMarginNotAboveMinimum(decimal absDifferenceOfMar
             public static string TargetOrderMarginNotAboveMinimum()
             {
                 return "Warning: Portfolio rebalance result ignored as it resulted in a single share trade recommendation which can generate high fees." +
-                    " To disable minimum order size checks please set Settings.MinimumOrderMarginPortfolioPercentage = 0.";
+                    $" To disable minimum order size checks please set {FormatCode("Settings")}.{FormatCode("MinimumOrderMarginPortfolioPercentage")} = 0.";
             }
 
             /// <summary>
@@ -886,15 +886,19 @@ public static class SecurityPortfolioManager
             /// Returns a string message saying the AccountCurrency cannot be changed after adding a Security and that the method
             /// SetAccountCurrency() should be moved before AddSecurity()
             /// </summary>
-            public static string CannotChangeAccountCurrencyAfterAddingSecurity =
-                "Cannot change AccountCurrency after adding a Security. Please move SetAccountCurrency() before AddSecurity().";
+            public static string CannotChangeAccountCurrencyAfterAddingSecurity()
+            {
+                return $"Cannot change AccountCurrency after adding a Security. Please move {FormatCode("SetAccountCurrency")}() before {FormatCode("AddSecurity")}().";
+            }
 
             /// <summary>
             /// Returns a string message saying the AccountCurrency cannot be changed after setting cash and that the method
             /// SetAccountCurrency() should be moved before SetCash()
             /// </summary>
-            public static string CannotChangeAccountCurrencyAfterSettingCash =
-                "Cannot change AccountCurrency after setting cash. Please move SetAccountCurrency() before SetCash().";
+            public static string CannotChangeAccountCurrencyAfterSettingCash()
+            {
+                return $"Cannot change AccountCurrency after setting cash. Please move {FormatCode("SetAccountCurrency")}() before {FormatCode("SetCash")}().";
+            }
 
             /// <summary>
             /// Returns a string message saying the AccountCurrency has already been set and that the new value for this property
@@ -958,8 +962,10 @@ public static class SecurityTransactionManager
             /// <summary>
             /// Returns a string message saying CancelOpenOrders operation is not allowed in Initialize or during warm up
             /// </summary>
-            public static string CancelOpenOrdersNotAllowedOnInitializeOrWarmUp =
-                "This operation is not allowed in Initialize or during warm up: CancelOpenOrders. Please move this code to the OnWarmupFinished() method.";
+            public static string CancelOpenOrdersNotAllowedOnInitializeOrWarmUp()
+            {
+                return $"This operation is not allowed in {FormatCode("Initialize")} or during warm up: {FormatCode("CancelOpenOrders")}. Please move this code to the {FormatCode("OnWarmupFinished")}() method.";
+            }
 
             /// <summary>
             /// Returns a string message saying the order was canceled by the CancelOpenOrders() at the given time
@@ -997,17 +1003,26 @@ public static class SymbolProperties
             /// <summary>
             /// String message saying the SymbolProperties LotSize can not be less than or equal to 0
             /// </summary>
-            public static string InvalidLotSize = "SymbolProperties LotSize can not be less than or equal to 0";
+            public static string InvalidLotSize()
+            {
+                return $"{FormatCode("SymbolProperties")} {FormatCode("LotSize")} can not be less than or equal to 0";
+            }
 
             /// <summary>
             /// String message saying the SymbolProperties PriceMagnifier can not be less than or equal to 0
             /// </summary>
-            public static string InvalidPriceMagnifier = "SymbolProprties PriceMagnifier can not be less than or equal to 0";
+            public static string InvalidPriceMagnifier()
+            {
+                return $"{FormatCode("SymbolProperties")} {FormatCode("PriceMagnifier")} can not be less than or equal to 0";
+            }
 
             /// <summary>
             /// String message saying the SymbolProperties StrikeMultiplier can not be less than or equal to 0
             /// </summary>
-            public static string InvalidStrikeMultiplier = "SymbolProperties StrikeMultiplier can not be less than or equal to 0";
+            public static string InvalidStrikeMultiplier()
+            {
+                return $"{FormatCode("SymbolProperties")} {FormatCode("StrikeMultiplier")} can not be less than or equal to 0";
+            }
 
             /// <summary>
             /// Parses a given SymbolProperties object into a string message

Common/Securities/SecurityPortfolioManager.cs

@@ -642,13 +642,13 @@ public void SetAccountCurrency(string accountCurrency, decimal? startingCash = n
             if (Securities.Count > 0)
             {
                 throw new InvalidOperationException("SecurityPortfolioManager.SetAccountCurrency(): " +
-                    Messages.SecurityPortfolioManager.CannotChangeAccountCurrencyAfterAddingSecurity);
+                    Messages.SecurityPortfolioManager.CannotChangeAccountCurrencyAfterAddingSecurity());
             }
 
             if (_setCashWasCalled)
             {
                 throw new InvalidOperationException("SecurityPortfolioManager.SetAccountCurrency(): " +
-                    Messages.SecurityPortfolioManager.CannotChangeAccountCurrencyAfterSettingCash);
+                    Messages.SecurityPortfolioManager.CannotChangeAccountCurrencyAfterSettingCash());
             }
 
             Log.Trace("SecurityPortfolioManager.SetAccountCurrency(): " +

Common/Securities/SecurityTransactionManager.cs

@@ -251,7 +251,7 @@ public List<OrderTicket> CancelOpenOrders()
         {
             if (_algorithm != null && _algorithm.IsWarmingUp)
             {
-                throw new InvalidOperationException(Messages.SecurityTransactionManager.CancelOpenOrdersNotAllowedOnInitializeOrWarmUp);
+                throw new InvalidOperationException(Messages.SecurityTransactionManager.CancelOpenOrdersNotAllowedOnInitializeOrWarmUp());
             }
 
             var cancelledOrders = new List<OrderTicket>();
@@ -273,7 +273,7 @@ public List<OrderTicket> CancelOpenOrders(Symbol symbol, string tag = null)
         {
             if (_algorithm != null && _algorithm.IsWarmingUp)
             {
-                throw new InvalidOperationException(Messages.SecurityTransactionManager.CancelOpenOrdersNotAllowedOnInitializeOrWarmUp);
+                throw new InvalidOperationException(Messages.SecurityTransactionManager.CancelOpenOrdersNotAllowedOnInitializeOrWarmUp());
             }
 
             var cancelledOrders = new List<OrderTicket>();

Common/Securities/SymbolProperties.cs

@@ -171,7 +171,7 @@ public SymbolPropertiesHolder(string description, string quoteCurrency, decimal
 
                 if (LotSize <= 0)
                 {
-                    throw new ArgumentException(Messages.SymbolProperties.InvalidLotSize);
+                    throw new ArgumentException(Messages.SymbolProperties.InvalidLotSize());
                 }
 
                 MarketTicker = marketTicker;
@@ -180,13 +180,13 @@ public SymbolPropertiesHolder(string description, string quoteCurrency, decimal
                 PriceMagnifier = priceMagnifier;
                 if (PriceMagnifier <= 0)
                 {
-                    throw new ArgumentException(Messages.SymbolProperties.InvalidPriceMagnifier);
+                    throw new ArgumentException(Messages.SymbolProperties.InvalidPriceMagnifier());
                 }
 
                 StrikeMultiplier = strikeMultiplier;
                 if (strikeMultiplier <= 0)
                 {
-                    throw new ArgumentException(Messages.SymbolProperties.InvalidStrikeMultiplier);
+                    throw new ArgumentException(Messages.SymbolProperties.InvalidStrikeMultiplier());
                 }
             }
         }