Overall Statistics
Total Orders
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Start Equity
100000
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
-0.526
Tracking Error
0.155
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
 
# region imports
from AlgorithmImports import *
# endregion
class ResetConsolidatorAlgorithm(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2024, 8, 1)
        self.set_cash(100000)
        symbol = self.add_equity("FBRX", data_normalization_mode = DataNormalizationMode.RAW).symbol
        self.consolidator: TradeBarConsolidator = self.consolidate(symbol, Calendar.WEEKLY, self.on_weekly_bar)
    def on_weekly_bar(self, bar):
        self.plot('Weekly', '-', bar)
    def on_splits(self, splits):
        for symbol, split in splits.items():
            if split.type == SplitType.WARNING:
                continue
            self.log(str(split))
            start = self.consolidator.working_bar.time
            #self.reset_consolidator(symbol)
            history = self.history[TradeBar](symbol, start, self.time, Resolution.DAILY, data_normalization_mode = DataNormalizationMode.SCALED_RAW)
            for bar in history:
                self.consolidator.update(bar)
    def reset_consolidator(self, symbol):
        self.subscription_manager.remove_consolidator(symbol, self.consolidator)
        self.consolidator: TradeBarConsolidator = self.consolidate(symbol, Calendar.WEEKLY, self.on_weekly_bar)