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
 
from QuantConnect.Data.Market import TradeBar
from datetime import timedelta



class TachyonQuantumAutosequencers(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 1, 22)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        # self.AddEquity("SPY", Resolution.Minute)

        self.AddCrypto("BTCUSD", Resolution.Hour, Market.GDAX)
        
        consolidator = TradeBarConsolidator(24)
        consolidator.DataConsolidated += self.OnDailyData
        self.SubscriptionManager.AddConsolidator("BTCUSD", consolidator)

        self.daily = RollingWindow[QuoteBar](2)
        self.window = RollingWindow[QuoteBar](2)
        
    def OnDailyData(self, sender, bar):
        self.daily.Add(bar)
    
    # Accessing requested data
    def OnData(self, data):
        # via a tradebar dictionary (symbol - bar)
        
        ## Problem is over here
        self.window.Add(data["BTCUSD"])
        if not (self.window.IsReady and self.daily.IsReady): return
    
        currBar = self.window[0].Close
        yesterdayc = self.daily[1].Close
        
        data.Bars["BTCUSD"].Close
        
        #self.Log(" BTCUSD price {data.Bars["BTCUSD"].Close}" )
        
        self.Log("BTCUSD price: " + str(data.Bars["BTCUSD"].Close))