Fix snake_case error messages for Python algorithms

Algorithm/QCAlgorithm.History.cs

@@ -1474,7 +1474,7 @@ private void SetWarmup(int? barCount, TimeSpan? timeSpan, Resolution? resolution
         {
             if (_locked)
             {
-                throw new InvalidOperationException("QCAlgorithm.SetWarmup(): This method cannot be used after algorithm initialized");
+                throw new InvalidOperationException(Messages.QCAlgorithm.SetWarmupAlreadyInitialized());
             }
 
             _warmupTimeSpan = timeSpan;

Algorithm/QCAlgorithm.cs

@@ -1315,7 +1315,7 @@ public void SetTimeZone(DateTimeZone timeZone)
         {
             if (_locked)
             {
-                throw new InvalidOperationException("Algorithm.SetTimeZone(): Cannot change time zone after algorithm running.");
+                throw new InvalidOperationException(Messages.QCAlgorithm.SetTimeZoneAlreadyRunning());
             }
 
             if (timeZone == null) throw new ArgumentNullException(nameof(timeZone));
@@ -1450,7 +1450,7 @@ public void SetBenchmark(SecurityType securityType, string symbol)
         {
             if (_locked)
             {
-                throw new InvalidOperationException("Algorithm.SetBenchmark(): Cannot change Benchmark after algorithm initialized.");
+                throw new InvalidOperationException(Messages.QCAlgorithm.SetBenchmarkAlreadyInitialized());
             }
 
             var market = GetMarket(null, symbol, securityType, defaultMarket: Market.USA);
@@ -1503,7 +1503,7 @@ public void SetBenchmark(Symbol symbol)
         {
             if (_locked)
             {
-                throw new InvalidOperationException("Algorithm.SetBenchmark(): Cannot change Benchmark after algorithm initialized.");
+                throw new InvalidOperationException(Messages.QCAlgorithm.SetBenchmarkAlreadyInitialized());
             }
 
             // Create our security benchmark
@@ -1522,7 +1522,7 @@ public void SetBenchmark(Func<DateTime, decimal> benchmark)
         {
             if (_locked)
             {
-                throw new InvalidOperationException("Algorithm.SetBenchmark(): Cannot change Benchmark after algorithm initialized.");
+                throw new InvalidOperationException(Messages.QCAlgorithm.SetBenchmarkAlreadyInitialized());
             }
 
             Benchmark = new FuncBenchmark(benchmark);
@@ -1599,8 +1599,7 @@ public void SetAccountCurrency(string accountCurrency, decimal? startingCash = n
         {
             if (_locked)
             {
-                throw new InvalidOperationException("Algorithm.SetAccountCurrency(): " +
-                    "Cannot change AccountCurrency after algorithm initialized.");
+                throw new InvalidOperationException(Messages.QCAlgorithm.SetAccountCurrencyAlreadyInitialized());
             }
 
             if (startingCash == null)
@@ -1653,7 +1652,7 @@ public void SetCash(decimal startingCash)
             }
             else
             {
-                throw new InvalidOperationException("Algorithm.SetCash(): Cannot change cash available after algorithm initialized.");
+                throw new InvalidOperationException(Messages.QCAlgorithm.SetCashAlreadyInitialized());
             }
         }
 
@@ -1672,7 +1671,7 @@ public void SetCash(string symbol, decimal startingCash, decimal conversionRate
             }
             else
             {
-                throw new InvalidOperationException("Algorithm.SetCash(): Cannot change cash available after algorithm initialized.");
+                throw new InvalidOperationException(Messages.QCAlgorithm.SetCashAlreadyInitialized());
             }
         }
 
@@ -1778,7 +1777,7 @@ public void SetStartDate(DateTime start)
             }
             else
             {
-                throw new InvalidOperationException("Algorithm.SetStartDate(): Cannot change start date after algorithm initialized.");
+                throw new InvalidOperationException(Messages.QCAlgorithm.SetStartDateAlreadyInitialized());
             }
         }
 
@@ -1797,7 +1796,7 @@ public void SetEndDate(DateTime end)
             //1. Check not locked already:
             if (_locked)
             {
-                throw new InvalidOperationException("Algorithm.SetEndDate(): Cannot change end date after algorithm initialized.");
+                throw new InvalidOperationException(Messages.QCAlgorithm.SetEndDateAlreadyInitialized());
             }
 
             //Validate:

AlgorithmFactory/Python/Wrappers/AlgorithmPythonWrapper.cs

@@ -901,7 +901,7 @@ public void OnMarginCall(List<SubmitOrderRequest> requests)
                     // If the method does not return or returns a non-iterable PyObject, throw an exception
                     if (result == null || !result.IsIterable())
                     {
-                        throw new Exception("OnMarginCall must return a non-empty list of SubmitOrderRequest");
+                        throw new Exception(Messages.AlgorithmPythonWrapper.OnMarginCallMustReturnNonEmptyList());
                     }
 
                     requests.Clear();
@@ -919,7 +919,7 @@ public void OnMarginCall(List<SubmitOrderRequest> requests)
                     // If the PyObject is an empty list or its items are not SubmitOrderRequest objects, throw an exception
                     if (requests.Count == 0)
                     {
-                        throw new Exception("OnMarginCall must return a non-empty list of SubmitOrderRequest");
+                        throw new Exception(Messages.AlgorithmPythonWrapper.OnMarginCallMustReturnNonEmptyList());
                     }
                 }
             }

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 '{FormatCodeRoot("Settings")}.{FormatCode("MaxAbsolutePortfolioTargetPercentage")}': {
+                    algorithm.Settings.MaxAbsolutePortfolioTargetPercentage} or '{FormatCodeRoot("Settings")}.{FormatCode("MinAbsolutePortfolioTargetPercentage")}': {
                     algorithm.Settings.MinAbsolutePortfolioTargetPercentage}. Skipping");
             }
 

Common/Messages/Messages.Algorithm.cs

@@ -0,0 +1,110 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System.Runtime.CompilerServices;
+
+namespace QuantConnect
+{
+    /// <summary>
+    /// Provides user-facing message construction methods and static messages for the <see cref="Algorithm"/> namespace
+    /// </summary>
+    public static partial class Messages
+    {
+        /// <summary>
+        /// Provides user-facing messages for the <see cref="Algorithm.QCAlgorithm"/> class and its consumers or related classes
+        /// </summary>
+        public static class QCAlgorithm
+        {
+            /// <summary>
+            /// Returns a string message saying the time zone cannot be changed after the algorithm is running
+            /// </summary>
+            [MethodImpl(MethodImplOptions.AggressiveInlining)]
+            public static string SetTimeZoneAlreadyRunning()
+            {
+                return $"{AlgorithmPrefix()}.{FormatCode("SetTimeZone")}(): Cannot change time zone after algorithm running.";
+            }
+
+            /// <summary>
+            /// Returns a string message saying the benchmark cannot be changed after the algorithm is initialized
+            /// </summary>
+            [MethodImpl(MethodImplOptions.AggressiveInlining)]
+            public static string SetBenchmarkAlreadyInitialized()
+            {
+                return $"{AlgorithmPrefix()}.{FormatCode("SetBenchmark")}(): Cannot change Benchmark after algorithm initialized.";
+            }
+
+            /// <summary>
+            /// Returns a string message saying the account currency cannot be changed after the algorithm is initialized
+            /// </summary>
+            [MethodImpl(MethodImplOptions.AggressiveInlining)]
+            public static string SetAccountCurrencyAlreadyInitialized()
+            {
+                return $"{AlgorithmPrefix()}.{FormatCode("SetAccountCurrency")}(): Cannot change AccountCurrency after algorithm initialized.";
+            }
+
+            /// <summary>
+            /// Returns a string message saying the cash cannot be changed after the algorithm is initialized
+            /// </summary>
+            [MethodImpl(MethodImplOptions.AggressiveInlining)]
+            public static string SetCashAlreadyInitialized()
+            {
+                return $"{AlgorithmPrefix()}.{FormatCode("SetCash")}(): Cannot change cash available after algorithm initialized.";
+            }
+
+            /// <summary>
+            /// Returns a string message saying the start date cannot be changed after the algorithm is initialized
+            /// </summary>
+            [MethodImpl(MethodImplOptions.AggressiveInlining)]
+            public static string SetStartDateAlreadyInitialized()
+            {
+                return $"{AlgorithmPrefix()}.{FormatCode("SetStartDate")}(): Cannot change start date after algorithm initialized.";
+            }
+
+            /// <summary>
+            /// Returns a string message saying the end date cannot be changed after the algorithm is initialized
+            /// </summary>
+            [MethodImpl(MethodImplOptions.AggressiveInlining)]
+            public static string SetEndDateAlreadyInitialized()
+            {
+                return $"{AlgorithmPrefix()}.{FormatCode("SetEndDate")}(): Cannot change end date after algorithm initialized.";
+            }
+
+            /// <summary>
+            /// Returns a string message saying SetWarmup cannot be used after the algorithm is initialized
+            /// </summary>
+            [MethodImpl(MethodImplOptions.AggressiveInlining)]
+            public static string SetWarmupAlreadyInitialized()
+            {
+                return $"{AlgorithmPrefix()}.{FormatCode("SetWarmup")}(): This method cannot be used after algorithm initialized";
+            }
+        }
+
+        /// <summary>
+        /// Provides user-facing messages for the <see cref="AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper"/> class
+        /// and its consumers or related classes
+        /// </summary>
+        public static class AlgorithmPythonWrapper
+        {
+            /// <summary>
+            /// Returns a string message saying OnMarginCall must return a non-empty list of SubmitOrderRequest
+            /// </summary>
+            [MethodImpl(MethodImplOptions.AggressiveInlining)]
+            public static string OnMarginCallMustReturnNonEmptyList()
+            {
+                return $"{FormatCode("OnMarginCall")} must return a non-empty list of SubmitOrderRequest";
+            }
+        }
+    }
+}

Common/Messages/Messages.Brokerages.cs

@@ -163,7 +163,7 @@ public static string UnsupportedMarketOnOpenOrderTime(
                 in TimeOnly windowStart,
                 in TimeOnly windowEnd)
             {
-                return Invariant($"MarketOnOpen submission time is invalid. Valid local times are {windowStart: hh\\:mm}–{windowEnd: hh\\:mm}. Consider setting DailyPreciseEndTime = false or using {nameof(Schedule)}.{nameof(Schedule.On)}.");
+                return Invariant($"MarketOnOpen submission time is invalid. Valid local times are {windowStart: hh\\:mm}–{windowEnd: hh\\:mm}. Consider setting {FormatCode(nameof(AlgorithmSettings.DailyPreciseEndTime))} = false or using {FormatCodeRoot(nameof(Schedule))}.{FormatCode(nameof(Schedule.On))}.");
             }
         }
 
@@ -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)}. Please move this code to the {FormatCode("OnWarmupFinished")}() method.");
             }
         }
 

Common/Messages/Messages.QuantConnect.cs

@@ -30,6 +30,48 @@ 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
+            };
+        }
+
+        private static string FormatCodeRoot(string code)
+        {
+            return _algorithmLanguage switch
+            {
+                Language.Python => "self." + code.ToSnakeCase(),
+                _ => code
+            };
+        }
+
+        private static string FormatCode<T>(T value) where T : Enum
+        {
+            return FormatCode(value.ToString());
+        }
+
+        private static string AlgorithmPrefix()
+        {
+            return _algorithmLanguage == Language.Python ? "self" : "QCAlgorithm";
+        }
+
         /// <summary>
         /// Provides user-facing messages for the <see cref="AlphaRuntimeStatistics"/> class and its consumers or related classes
         /// </summary>
@@ -187,8 +229,8 @@ 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>
@@ -282,7 +324,7 @@ 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.{FormatCode("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 " +
@@ -724,7 +766,7 @@ 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.{FormatCode("Add")}(string,int)";
             }
         }