Overall Statistics
Total Orders
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Start Equity
100000
End Equity
100000
Net Profit
0%
Sharpe Ratio
0
Sortino 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
-0.773
Tracking Error
0.094
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
 
# region imports
from AlgorithmImports import *
# endregion

class CreativeLightBrownAlligator(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2024, 1, 1)
        self.set_end_date(2024, 1, 14)
        
        self.settings.daily_precise_end_time = True
        self.symbol = self.add_equity("SPY", Resolution.MINUTE, extended_market_hours = True).symbol
        self.consolidator = TradeBarConsolidator(self.custom_daily)
        self.consolidator.data_consolidated += self.consolidation_handler
        self.subscription_manager.add_consolidator(self.symbol, self.consolidator)

    def consolidation_handler(self, indicator, consolidated_bar: TradeBar) -> None:
        self.log(consolidated_bar.end_time)

    def on_data(self, data: Slice):
        pass

    def custom_daily(self, dt: datetime) -> CalendarInfo:
        start = dt.replace(hour=16, minute=30, second=0)
        if dt.hour < 17:
            start -= timedelta(1)
        return CalendarInfo(start, timedelta(1))