class QuantumVentralFlange(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2009, 6, 10) # Set Start Date
self.SetEndDate(2009,6,12)
self.SetCash(100000) # Set Strategy Cash
self.wmt = self.AddEquity("WMT", Resolution.Minute).Symbol
def OnData(self, data):
if self.Time.day == 11 and self.Time.hour == 15 and self.Time.minute >= 31 and self.Time.minute < 32:
self.Debug(f"{self.Time}")
self.Debug(f"Bid Quote | {data.QuoteBars[self.wmt].Bid} ")
# self.Debug(f"BidOpen: {data.QuoteBars[self.wmt].Bid.Open} ")
# self.Debug(f"AskOpen: {data.QuoteBars[self.wmt].Ask.Open} ")
# self.Debug(f"BidClose: {data.QuoteBars[self.wmt].Bid.Close} ")
# self.Debug(f"AskClose: {data.QuoteBars[self.wmt].Ask.Close} ")
# self.Debug(f"BidHigh: {data.QuoteBars[self.wmt].Bid.High} ")
# self.Debug(f"AskHigh: {data.)
if not self.Portfolio.Invested:
self.SetHoldings(self.wmt, 1)