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
-103.054
Tracking Error
0.069
Treynor Ratio
0
Total Fees
$0.00
 
class TestAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 1, 4)
        self.SetEndDate(self.StartDate + timedelta(5))
        self.SetCash(10000)

        self.ticker = 'TSLA'

        self.symbol = self.AddEquity(self.ticker, Resolution.Hour).Symbol
        
        # Consolidate to daily resolution
        self.Consolidate(self.ticker, Resolution.Daily, self.DailyConsolidator)
        
        self.daily_bar = None
        
    def OnData(self, data):
        if data.ContainsKey(self.symbol) and data[self.symbol] is not None:
            self.Log(f"OnData; High: {data[self.symbol].High}; Time: {data.Time}")
        
    def DailyConsolidator(self, bar):
        self.daily_bar = bar

        self.Log(f"DailyConsolidator; High: {bar.High}; Algorithm Time: {self.Time}; Bar start time: {bar.Time} Bar EndTime: {bar.EndTime}")