| Overall Statistics |
|
Total Orders 0 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 Start Equity 100000.00 End Equity 100000 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 1.205 Tracking Error 0.708 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset Portfolio Turnover 0% |
from AlgorithmImports import *
class ChartingDemoAlgorithm(QCAlgorithm):
def Initialize(self):
self.set_time_zone("UTC")
self.SetStartDate(2024, 8, 12)
self.SetEndDate(2024, 8, 14)
self.set_brokerage_model(BrokerageName.BYBIT, AccountType.MARGIN)
self.crypto_future = self.AddCryptoFuture("BTCUSDT",Resolution.Minute, market="Bybit")
self.symbol = self.crypto_future.Symbol
self.chart = Chart("test")
self.chart.AddSeries(CandlestickSeries("candle"))
self.debug(f"Algorithm Time Zone: {self.time_zone}") # UTC
self.debug(f"secutiry time zone: {self.securities[self.symbol].exchange.hours.time_zone}") # UTC
def OnData(self, slice: Slice):
if not slice.Bars.ContainsKey(self.symbol):
return
bar = slice.Bars[self.symbol] # None if not found
if self.Time.time() == time(5, 0):
self.Debug(f"self.Time: {self.Time}")
self.Debug(f"bar: {bar} bar.Time: {bar.Time} bar.EndTime: {bar.EndTime}")
self.Plot("test", "candle", bar.Open, bar.High, bar.Low, bar.Close)