| 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 -1.992 Tracking Error 0.135 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
using Accord.MachineLearning.VectorMachines.Learning;
using QuantConnect.Data;
using QuantConnect.Data.Market;
using System.Collections.Generic;
namespace QuantConnect.Algorithm.CSharp
{
public class LolQuestion : QCAlgorithm
{
Symbol s;
public override void Initialize()
{
SetStartDate(2023, 1, 1); // Set Start Date
SetEndDate(2023, 3, 3);
SetCash(100000); // Set Strategy Cash
s = AddEquity("SPY", Resolution.Daily).Symbol;
Schedule.On(DateRules.EveryDay(s),
TimeRules.AfterMarketOpen(s, -1),
lols);
}
public override void OnData(Slice data)
{
foreach (var d in data)
{
Log($"Time: {Time}\tPrice: {d.Value.Price}"); // Midnight
}
}
private void lols()
{
Log($"EveryDay.SPY 1 min before open: Fired at: {Time} but how do we get the current price?");
}
}
}