Joe Bastulli
Hi, so the code above is the wrong one... but the project name is right. I don't know whats going on there but I'm copy and pasting the code below
class TachyonQuantumAutosequencers(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2020, 1, 22) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
# self.AddEquity("SPY", Resolution.Minute)
self.AddCrypto("BTCUSD", Resolution.Hour, Market.GDAX)
consolidator = TradeBarConsolidator(24)
consolidator.DataConsolidated += self.OnDailyData
self.SubscriptionManager.AddConsolidator("BTCUSD", consolidator)
self.daily = RollingWindow[QuoteBar](2)
self.window = RollingWindow[QuoteBar](2)
def OnDailyData(self, sender, bar):
self.daily.Add(bar)
# Accessing requested data
def OnData(self, data):
# via a tradebar dictionary (symbol - bar)
## Problem is over here
self.window.Add(data["BTCUSD"])
if not (self.window.IsReady and self.daily.IsReady): return
currBar = self.window[0].Close
yesterdayc = self.daily[1].Close
data.Bars["BTCUSD"].Close
#self.Log(" BTCUSD price {data.Bars["BTCUSD"].Close}" )
self.Log("BTCUSD price: " + str(data.Bars["BTCUSD"].Close))