Overall Statistics
Total Trades
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
0
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
 
import numpy as np
import decimal as d
from datetime import timedelta
class BasicAlgorithm(QCAlgorithm):

    def Initialize(self):

        self.SetStartDate(2018,10, 10) 
        self.SetEndDate(2018,10,20)    
        self.SetCash(100000)           
        self.symbol = "EURUSD"
        self.AddForex(self.symbol, Resolution.Daily, Market.Oanda)
    #     self.AddForex(self.symbol, Resolution.Hour, Market.Oanda)
    #     consolidator = QuoteBarConsolidator(timedelta(1))
    #     consolidator.DataConsolidated += self.OnDailyData
    #     self.SubscriptionManager.AddConsolidator(self.symbol, consolidator)
        
    # def OnDailyData(self, sender, quote):
    #     self.Debug(str(quote.EndTime) + " close "+str(quote.Close)
    #                                   + " open "+str(quote.Open)
    #                                   + " high "+str(quote.High)
    #                                   + " low "+str(quote.Low))

     
    def OnData(self, data):
        if data.ContainsKey(self.symbol):
            self.Debug(str(data[self.symbol].EndTime) + " close "+str(data[self.symbol].Close)
                                      + " open "+str(data[self.symbol].Open)
                                      + " high "+str(data[self.symbol].High)
                                      + " low "+str(data[self.symbol].Low))