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)