Overall Statistics
class GetROC(QCAlgorithm):

    def Initialize(self):
        self.sym = 'DERM'
        self.SetTimeZone("America/Chicago")
        sym = self.sym
        self.SetStartDate(2019, 1, 1)  # Set Start Date
        self.SetEndDate(2019, 1, 17)    # Set Start Date       
        self.SetCash(20000)          # Set Strategy Cash
        self.UniverseSettings.Resolution = Resolution.Minute
        self.AddEquity(sym, Resolution.Minute)
        self.mysymROC = self.ROCP(sym, 25, Resolution.Minute)

        
    def OnData(self, data):
        sym = self.sym
        if self.mysymROC.IsReady:
            if data.ContainsKey(sym):
                if data[sym] is not None:
                    self.Debug("ROC: " + str(self.mysymROC.Current.Value))