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
-474.703
Tracking Error
0.009
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
from datetime import timedelta

class TickAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2018, 1, 1) 
        self.SetEndDate(2018, 1, 3)
        self.SetCash(50000) 
        self.AddEquity("SPY", Resolution.Hour)
        self.flag = True 

    def OnData(self, data):
        if data.ContainsKey("SPY") and self.flag:
            self.Debug(str(self.flag))
            hist = self.History(["SPY"], timedelta(seconds=10), Resolution.Tick)
            if not hist.empty:
                self.flag = False
                self.Debug(str(hist))
        self.Debug(str(self.flag))