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
 
namespace QuantConnect.Algorithm.CSharp
{
    public class TachyonMultidimensionalPrism : QCAlgorithm
    {
		
		
		Dictionary<Symbol, decimal> eod;
        public override void Initialize()
        {
            SetStartDate(2020, 2, 10);  //Set Start Date
            SetEndDate(2020, 2, 18);
            SetCash(100000);             //Set Strategy Cash
            
            Symbol spy = AddEquity("SPY", Resolution.Minute).Symbol;
            
            eod = new Dictionary<Symbol, decimal>(); 
			
			eod.Add(spy, -1);

        }

        public override void OnData(Slice data)
        {
            
            
          foreach(var symbol in data.Keys){
        		var past = eod[symbol];
        		if(past < 0) continue;
        		var price = data[symbol].Close;
        		var change = price - past;
        		Debug($"{symbol} > change: {change}");
          }
            
            
        }
        
        public override void OnEndOfDay(Symbol symbol){
        	eod[symbol] = Securities[symbol].Close;
        }

    }
}