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
Estimated Strategy Capacity
$0
 
class PensiveOrangeAnguilline(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 11, 12)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        self.AddEquity("SPY", Resolution.Minute)
        
        self.AddAlpha(MyAlpha())

class MyAlpha(AlphaModel):
    symbol_data_by_symbol = {}
    
    def Update(self, algorithm, data):
        for symbol, symbol_data in self.symbol_data_by_symbol.items():
            next_close_time = symbol_data.next_close(data.Time, False)
            algorithm.Quit(f"Next market close for {symbol}: {next_close_time}")
        return []
        
    def OnSecuritiesChanged(self, algorithm, changes):
        for security in changes.AddedSecurities:
            self.symbol_data_by_symbol[security.Symbol] = SymbolData(security)
            
class SymbolData:
    def __init__(self, security):
        self.symbol = security.Symbol
        self.next_close = security.Exchange.Hours.GetNextMarketClose