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
 
# Import datetime library
import datetime

class UpgradedGreenRat(QCAlgorithm):

    def Initialize(self):
        
        # Set Start Date
        self.SetStartDate(2022, 1, 1)
        self.SetEndDate(2022, 1, 2)
        
        # Set Strategy Cash
        self.SetCash(100000) 
            
        # Register 
        symbol = self.AddEquity("AAPL", Resolution.Minute).Symbol
 
        # Create consolidator object to consolidate minute bars to 4-hour bars
        four_hour_consolidator = TradeBarConsolidator(datetime.timedelta(hours=4))
        four_hour_consolidator.DataConsolidated += self.FourHourReceiver
        self.SubscriptionManager.AddConsolidator(symbol, four_hour_consolidator)
        
        # History request hour
        historical_data = self.History(symbol, (20 * 1), Resolution.Hour)
        
        # History request minute
        # historical_data = self.History(symbol, (20 * 60), Resolution.Minute)
        
        # Loc
        historical_data = historical_data.loc[symbol]
        
        # Loop through history
        for time, row in historical_data.iterrows():
            
            # Create bar
            bar = TradeBar(time, symbol, row.open, row.high, row.low, row.close, row.volume)
            
            # Update consolidator
            four_hour_consolidator.Update(bar)

    def OnData(self, data):
        
        # Do nothing
        pass
    
    def FourHourReceiver(self, sender, bar):
        
        # Print
        self.Debug(bar.Close)