Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Start Equity
100000
End Equity
100006.61
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
Tracking Error
0
Treynor Ratio
0
Total Fees
$1.00
Estimated Strategy Capacity
$8500000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
Portfolio Turnover
0.37%
Drawdown Recovery
0
 
from AlgorithmImports import *


class BasicTemplateAlgorithm(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2026, 6, 17)
        self.set_end_date(2026, 6, 18)
        self.set_cash(100000)
        self.spy = self.add_equity("SPY", Resolution.MINUTE).symbol
        self.schedule.on(self.date_rules.every_day(self.spy), self.time_rules.at(9,30,1), self.trade)

    def on_data(self, data):
        if data.bars.ContainsKey("SPY"):
            if self.time.hour == 9 and self.time.minute > 25 and self.time.minute < 35:
                self.debug(str(data.bars[self.spy]))

    def trade(self):
        self.market_order(self.spy, 1)