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
3.21
Tracking Error
0.169
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# Today's Open


class RollingWindowBarData(QCAlgorithm):
    
    def Initialize(self):
        self.SetStartDate(2022, 4, 1) 
        self.SetEndDate(2024, 4, 25)
        self.SetCash(10000) 
        self.canary = self.AddEquity("QQQ", Resolution.Minute).Symbol
        self.stock = self.AddEquity("QQQ", Resolution.Daily).Symbol
        self.Schedule.On(self.DateRules.EveryDay(self.stock),self.TimeRules.AfterMarketOpen(self.stock,1), 
            self.get_open_price)
        
        
    def get_open_price(self):
        if not (self.Time.hour == 9 and self.Time.minute == 31): return

        sec_open = self.Securities[self.stock].Open

        self.Plot(self.stock, "sec_open", sec_open)