class QuantumOptimizedGearbox(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2020, 5, 5) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.atr = AverageTrueRange(14)
self.symbol = self.AddEquity('SPY', Resolution.Minute).Symbol
self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.At(18, 1), self.newTR)
def newTR(self):
self.atr.Update(self.CurrentSlice[self.symbol])
if self.atr.IsReady:
self.Plot('Custom', 'ATR', self.atr.Current.Value)
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
'''