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
Probabilistic 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
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
from AlgorithmImports import *
from datetime import timedelta


class Testing(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(DateTime(2013, 10, 7, 10, 0, 0))  # Set Start Date
        self.SetEndDate(self.StartDate + timedelta(minutes=10))  # Set End Date
        self.AddEquity("SPY")

        # self.Consolidate("SPY", timedelta(minutes=45),
        #                  self.FortyFiveMinuteBarHandler)

    def OnData(self, data):
        self.Log(data['SPY'].Close)
        # def FortyFiveMinuteBarHandler(self, consolidated):
        #     ''' This is our event handler for our 45 minute consolidated defined using the Consolidate method'''
        #     self.consolidated45Minute = True
        #     self.Log(
        #         f"{consolidated.EndTime} >> FortyFiveMinuteBarHandler >> {consolidated.Close}")