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
 
symList = ["AAPL", "MSFT", "AMZN", "FB", "GOOG", "NFLX"]

class VentralParticleFlange(QCAlgorithm):
    def tryMe(self):
        MarketOpen = self.IsMarketOpen(Symbol.Create('SPY', SecurityType.Equity, Market.USA))
        
        if not MarketOpen: return
    
        if len(list(self.ActiveSecurities.Keys)) > 0:
            self.Debug('!')
        
        for x in self.Securities.Keys:
            self.RemoveSecurity(x)
    
        self.AddSecurity(SecurityType.Equity, symList[int(self.Time.minute/10)], Resolution.Minute)
        self.Debug(len(list(self.ActiveSecurities.Keys)))

    def Initialize(self):
        self.SetStartDate(2020, 12, 28)
        self.SetCash(100000)
        self.Started = False
        self.Schedule.On(self.DateRules.EveryDay(),
                 self.TimeRules.Every(timedelta(minutes=10)),
                 self.tryMe)

    def OnData(self, data):
        self.Debug(len(list(self.ActiveSecurities.Keys)))
        
        # if not self.Started:
        #     self.Debug("First OnData Call @:" + str(self.Time))
        #     self.Started = True