from System.Drawing import Color
class AugenSpikeIndicatorTest(QCAlgorithm):
def Initialize(self):
self.ticker = "SPY"
self.SetStartDate(2016, 1, 30)
self.SetCash(100000)
self.Equity = self.AddEquity(self.ticker, Resolution.Minute)
self.AugenSpike = self.APS(self.ticker, 7, Resolution.Hour)
self.initCharts()
def initCharts(self):
AugenChart = Chart("Augen Chart", ChartType.Stacked)
AugenChart.AddSeries(Series('Positive Series', SeriesType.Bar, 'Val:', Color.Green))
AugenChart.AddSeries(Series('Negative Series', SeriesType.Bar, 'Val:', Color.Red))
self.AddChart(AugenChart)
PriceChart = Chart("SPY Chart")
PriceChart.AddSeries(Series('Price Series', SeriesType.Line))
self.AddChart(PriceChart)
def OnEndOfDay(self):
spyValue = self.CurrentSlice.Bars[self.ticker].Close
augenValue = self.AugenSpike.Current.Value
self.Plot("SPY Chart", "Price Series", spyValue)
if(augenValue >= 0):
self.Plot("Augen Chart", "Negative Series", 0)
self.Plot("Augen Chart", "Positive Series", augenValue)
else:
self.Plot("Augen Chart", "Positive Series", 0)
self.Plot("Augen Chart", "Negative Series", augenValue)