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
-3.64
Tracking Error
0.095
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# Period Volume (history sum)

STOCK = 'DIA'; PERIOD = 24;

class PeriodVolume(QCAlgorithm):
    
    def Initialize(self):
        self.SetStartDate(2021,6,1)
        self.SetEndDate(2021, 8, 24)  
        self.stock = self.AddEquity(STOCK, Resolution.Hour).Symbol

    def OnData(self, data):
        
        PeriodVolume = self.History(self.stock, PERIOD, Resolution.Hour).volume.sum()

        self.Plot("Indicator", "Period Volume", PeriodVolume)