Overall Statistics
Total Trades
2
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
$2.00
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")

from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
import numpy as np
import pandas as pd

### <summary>
### Basic template algorithm simply initializes the date range and cash. This is a skeleton
### framework you can use for designing an algorithm.
### </summary>
### <meta name="tag" content="using data" />
### <meta name="tag" content="using quantconnect" />
### <meta name="tag" content="trading and orders" />








class BasicTemplateAlgorithm(QCAlgorithm):
    '''Basic template algorithm simply initializes the date range and cash'''

    def Initialize(self):
        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''

        self.SetStartDate(2020,8, 21)  #Set Start Date
        self.SetEndDate(2020,8,21)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash
        # Find more symbols here: http://quantconnect.com/data
        self.AddEquity("TSLA", Resolution.Minute)
        self.Debug("numpy test >>> print numpy.pi: " + str(np.pi))

    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
        '''
        if self.Time.hour == 9 and self.Time.minute == 39:
            
            ticket = self.LimitOrder("TSLA", -2, self.Securities["TSLA"].Price)
            # ticket = algorithm.LimitOrder(target.Symbol, quantity, self.CurrentPrice)
            #         if ticket.OrderClosed:
            if ticket.OrderClosed:
                self.Log(ticket.AverageFillPrice)
                self.Log(ticket.QuantityFilled)
            
        if self.Time.hour == 11 and self.Time.minute == 59:
            ticketSell = self.LimitOrder("TSLA", 2, self.Securities["TSLA"].Price)