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 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
```from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")

from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Data import SubscriptionDataSource
from QuantConnect.Python import PythonData
from datetime import date, timedelta, datetime
from System.Collections.Generic import List
from QuantConnect.Algorithm import QCAlgorithm
from QuantConnect.Data.UniverseSelection import *
import decimal as d
import numpy as np
import math
import json
import time

### <summary>
### Demonstration of the Scheduled Events features available in QuantConnect.
### </summary>
### <meta name="tag" content="scheduled events" />
### <meta name="tag" content="date rules" />
### <meta name="tag" content="time rules" />
class ScheduledEventsAlgorithm(QCAlgorithm):

def Initialize(self):
'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''

self.SetStartDate(2017,1,1)   #Set Start Date
self.SetEndDate(2017,1,5)    #Set End Date
self.SetCash(100000)           #Set Strategy Cash
self.UniverseSettings.Resolution = Resolution.Daily;

self.AddUniverse(StockDataSource, "my-stock-data-source", self.stockDataSource)

def stockDataSource(self, data):
list = []
for item in data:
for symbol in item["Symbols"]:
list.append(symbol)
self.symbols = list
return self.symbols

# schedule an event to fire every trading day for a security the
# time rule here tells it to fire 10 minutes after SPY's market open
self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.AfterMarketOpen("SPY", 10), self.OpenPositions)

# schedule an event to fire every trading day for a security the
# time rule here tells it to fire 10 minutes before SPY's market close
self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.BeforeMarketClose("SPY", 10), self.LiquidatePositions)

def OpenPositions(self):
if not self.Portfolio.Invested:
self.SetHoldings(self.symbols[0], 1)

def LiquidatePositions(self):
if self.Portfolio.Invested:
self.Liquidate()

class StockDataSource(PythonData):

def GetSource(self, config, date, isLiveMode):
url = "https://www.dropbox.com/s/2az14r5xbx4w5j6/daily-stock-picker-live.csv?dl=1" if isLiveMode else \
"https://www.dropbox.com/s/e17vdejcjrb6hpj/stock_test.csv?dl=1"

return SubscriptionDataSource(url, SubscriptionTransportMedium.RemoteFile)

def Reader(self, config, line, date, isLiveMode):
if not (line.strip() and line[0].isdigit()): return None

stocks = StockDataSource()
stocks.Symbol = config.Symbol

csv = line.split(',')
if isLiveMode:
stocks.Time = date
stocks["Symbols"] = csv
else:
stocks.Time = datetime.strptime(csv[0], "%Y%m%d")
stocks["Symbols"] = csv[1]
return stocks                        ```