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
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
 
class TachyonQuantumProcessor(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 6, 1)  # Set Start Date
        self.SetEndDate(2019,6,5)
        self.SetCash(100000)  # Set Strategy Cash
        self.AAPL = self.AddEquity("AAPL", Resolution.Minute, Market.USA, True, 1, True)
        
        ExtendedMarketDataConsolidator = TradeBarConsolidator(60)
        ExtendedMarketDataConsolidator.DataConsolidated += self.OnDataConsolidated
        self.SubscriptionManager.AddConsolidator("AAPL", ExtendedMarketDataConsolidator)
        
        self.lookback = 3
        self.AAPLWindow = RollingWindow[TradeBar](self.lookback)
        self.Schedule.On(self.DateRules.EveryDay("AAPL"), self.TimeRules.AfterMarketOpen("AAPL",-120), self.EveryDayBuy)
        self.Schedule.On(self.DateRules.EveryDay("AAPL"), self.TimeRules.AfterMarketOpen("AAPL",1), self.EveryDaySell)
        
        
    def EveryDayBuy(self):
        if not self.AAPLWindow.IsReady: return
        self.Debug("Buy")
        self.Debug(self.Time)
        self.Debug(self.AAPLWindow[0])

        
    def EveryDaySell(self):
        if not self.AAPLWindow.IsReady: return
        self.Debug("Sell")
        self.Debug(self.Time)
        self.Debug(self.AAPLWindow[0])


    def OnDataConsolidated(self, sender, bar):
        self.AAPLWindow.Add(bar)


    # def OnData(self, data):
    #     '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
    #         Arguments:
    #             data: Slice object keyed by symbol containing the stock data
    #     '''

    #     if data.ContainsKey("AAPL"):
    #         self.AAPLWindow.Add(data["AAPL"])
            
    #     if not self.AAPLWindow.IsReady: return