| 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 0 Tracking Error 0 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 |
class WellDressedRedOrangeFish(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2020, 10, 19) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.UniverseSettings.ExtendedMarketHours = True
self.UniverseSettings.Resolution = Resolution.Minute
self.AddEquity('SPY', Resolution.Minute, Market.USA, True, 1, True)
self.Schedule.On(
self.DateRules.EveryDay(),
self.TimeRules.At(3, 0),
self.add
)
self.Schedule.On(
self.DateRules.EveryDay(),
self.TimeRules.At(4, 5),
self.remove
)
self.calls = 0
def add(self):
self.Log(f"Request to add TSLA at {self.Time}")
self.symbol = self.AddEquity('TSLA', Resolution.Minute, Market.USA, True, 1, True).Symbol
def remove(self):
self.Log(f"Request to remove TSLA at {self.Time}")
self.RemoveSecurity(self.symbol)
def OnSecuritiesChanged(self, changes):
self.Log(f"OnSecuritiesChanged called at {self.Time}")
for security in changes.AddedSecurities:
self.Log(f"- Added {security.Symbol}")
for security in changes.RemovedSecurities:
self.Log(f"- Removed {security.Symbol}")
def OnData(self, data):
self.calls += 1
if self.calls > 10:
self.Quit()
self.Log(f"OnData at {self.Time}; TSLA bars included? {data.ContainsKey(self.symbol)}")