Hi - I am new to QuantConnect, and I am trying to calculate the Simple Moving Average of a stock in the last 1 hour period, however constantly get 0.0 when I set the period to 60 and the resolution to Minute. Am I missing something here?

Any help would be greatly appreciated for this newbie!




import numpy as np import pandas as pd ### <summary> ### Basic template algorithm simply initializes the date range and cash. This is a skeleton ### framework you can use for designing an algorithm. ### </summary> class MyAlgo(QCAlgorithm): def Initialize(self): # Reference to AAPL self.SetStartDate(2017,10,2) self.SetEndDate(2017,10,6) self.SetCash(10000) self.secs = ["AAPL", "IBM", "CAT"] for stock in self.secs: self.stock = self.AddEquity(stock) self.Log("hello") self.secs_df = pd.DataFrame(index=self.secs) def OnData(self, data): ''' Runs every tick defined by resolution in initialize under equity''' # Position 100% of our portfolio to be long in AAPL len_sec = len(self.secs_df) self.Log("total securities to trade " + str(len_sec)) for stock in self.secs_df.index: self.SetHoldings(stock, 1.0/len_sec) #self.SetHoldings("IBM", 0.5) shares_held = self.Portfolio[stock].AbsoluteQuantity self.BuyPrice = self.Portfolio[stock].AveragePrice self.sma = self.SMA(stock, 60, Resolution.Minute) self.Log(str(stock) + ' ' + str(shares_held) + ' ' + str(self.BuyPrice) + ' SMA: ' + str(self.sma))