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
 
class WhatAmIMissing(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2013,1,4)
        self.SetEndDate(2013,3,6)        
        self.SetCash(100000)  # Set Strategy Cash
        self.SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage)
        self.barSize = 60

        self.benchmark = 'SPY'
        self.team = ['PFG', 'DPZ',  'PYPL', 'PROV']
        self.AddEquity( self.benchmark )
        for ticker in self.team :
                self.AddEquity( ticker, Resolution.Minute)


        consolidator = TradeBarConsolidator(self.barSize) 
        consolidator.DataConsolidated += self.OnDataConsolidated
        self.SubscriptionManager.AddConsolidator( self.benchmark, consolidator)
        

    def OnDataConsolidated(self, sender, bar):
        for i, ticker in enumerate( self.team ) :
            self.Debug( str( self.Time ) + " " + ticker+" "+str( self.Securities[ ticker ].Price ) )
            self.Log( str( self.Time ) + " " + ticker+" "+str( self.Securities[ ticker ].Price ) )


    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''

        # if not self.Portfolio.Invested:
        #    self.SetHoldings("SPY", 1)