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
 
class VentralTachyonPrism(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 12, 10)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Minute)
        consolidator = TradeBarConsolidator(TimeSpan.FromMinutes(5))
        consolidator.DataConsolidated += self.OnDataConsolidated
        self.SubscriptionManager.AddConsolidator("SPY", consolidator)


    def OnDataConsolidated(self, sender, bar):
        self.Log(f"OnDataConsolidated - BarTime:{self.Time} - Bar:{bar}")
        
        
    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
        '''
        # self.Log(f"{self.Time} OnData Called!")
        pass
    
'''
TICK CONSOLIDATOR OUTPUT:
2019-12-10 00:00:00 Launching analysis for 238cea312a2d99ccc5483c178e2f8efa with LEAN Engine v2.4.0.0.6938
2019-12-10 09:35:00 OnDataConsolidated - BarTime:2019-12-10 09:35:00.030000 - Bar:SPY: O: 313.83 H: 313.86 L: 313.38 C: 313.62 V: 1345858
2019-12-10 09:40:00 OnDataConsolidated - BarTime:2019-12-10 09:40:00.016000 - Bar:SPY: O: 313.62 H: 313.64 L: 312.81 C: 313.1 V: 1508749
2019-12-10 09:45:00 OnDataConsolidated - BarTime:2019-12-10 09:45:00.113000 - Bar:SPY: O: 313.1 H: 313.872 L: 312.935 C: 313.28 V: 1338535
2019-12-10 09:50:00 OnDataConsolidated - BarTime:2019-12-10 09:50:00.109000 - Bar:SPY: O: 313.3 H: 313.872 L: 313.19 C: 313.347 V: 1144139
2019-12-10 09:55:00 OnDataConsolidated - BarTime:2019-12-10 09:55:00.029000 - Bar:SPY: O: 313.34 H: 313.872 L: 313.33 C: 313.57 V: 1087933
2019-12-10 10:00:00 OnDataConsolidated - BarTime:2019-12-10 10:00:00.023000 - Bar:SPY: O: 313.57 H: 313.67 L: 313.37 C: 313.5 V: 531296
'''

'''
TRADEBARCONSOLIDATOR OUTPUT:
2019-12-10 00:00:00 Launching analysis for 6ea5fd689ad529be18a07fa8de223b6c with LEAN Engine v2.4.0.0.6938
2019-12-10 09:35:00 OnDataConsolidated - BarTime:2019-12-10 09:35:00 - Bar:SPY: O: 313.83 H: 313.86 L: 313.38 C: 313.62 V: 1141701
2019-12-10 09:40:00 OnDataConsolidated - BarTime:2019-12-10 09:40:00 - Bar:SPY: O: 313.62 H: 313.64 L: 312.81 C: 313.1 V: 1298053
2019-12-10 09:45:00 OnDataConsolidated - BarTime:2019-12-10 09:45:00 - Bar:SPY: O: 313.1 H: 313.35 L: 312.935 C: 313.28 V: 680625
2019-12-10 09:50:00 OnDataConsolidated - BarTime:2019-12-10 09:50:00 - Bar:SPY: O: 313.3 H: 313.5 L: 313.19 C: 313.34 V: 524333
2019-12-10 09:55:00 OnDataConsolidated - BarTime:2019-12-10 09:55:00 - Bar:SPY: O: 313.34 H: 313.58 L: 313.33 C: 313.57 V: 461219
2019-12-10 10:00:00 OnDataConsolidated - BarTime:2019-12-10 10:00:00 - Bar:SPY: O: 313.57 H: 313.67 L: 313.37 C: 313.5 V: 362501
'''