| 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 HorizontalTachyonReplicator(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2019, 7, 17) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.AddEquity("AAPL", Resolution.Minute)
self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.AfterMarketOpen("AAPL", 30), self.Trade)
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
'''
pass
def Trade(self):
self.Debug(f"{self.Time} >> Open price of last minute data slice [9:59 - 10am]: {self.CurrentSlice['AAPL'].Open}")
self.Debug(f"{self.Time} >> Close price of last minute data slice [9:59 - 10am]: {self.CurrentSlice['AAPL'].Close}")
self.Debug(f"{self.Time} >> Current Price: {self.Securities['AAPL'].Price}")