Overall Statistics Total Trades2Average Win0%Average Loss0%Compounding Annual Return0%Drawdown0%Expectancy0Net Profit0%Sharpe Ratio0Probabilistic Sharpe Ratio0%Loss Rate0%Win Rate0%Profit-Loss Ratio0Alpha0Beta0Annual Standard Deviation0Annual Variance0Information Ratio0Tracking Error0Treynor Ratio0Total Fees\$2.00
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")

from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
import numpy as np
import pandas as pd

### <summary>
### Basic template algorithm simply initializes the date range and cash. This is a skeleton
### framework you can use for designing an algorithm.
### </summary>
### <meta name="tag" content="using data" />
### <meta name="tag" content="using quantconnect" />
### <meta name="tag" content="trading and orders" />

class BasicTemplateAlgorithm(QCAlgorithm):
'''Basic template algorithm simply initializes the date range and cash'''

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(2020,8, 21)  #Set Start Date
self.SetEndDate(2020,8,21)    #Set End Date
self.SetCash(100000)           #Set Strategy Cash
# Find more symbols here: http://quantconnect.com/data
self.AddEquity("TSLA", Resolution.Minute)
self.Debug("numpy test >>> print numpy.pi: " + str(np.pi))

def OnData(self, data):
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
Arguments:
data: Slice object keyed by symbol containing the stock data
'''
if self.Time.hour == 9 and self.Time.minute == 39:

ticket = self.LimitOrder("TSLA", -2, self.Securities["TSLA"].Price)
# ticket = algorithm.LimitOrder(target.Symbol, quantity, self.CurrentPrice)
#         if ticket.OrderClosed:
if ticket.OrderClosed:
self.Log(ticket.AverageFillPrice)
self.Log(ticket.QuantityFilled)

if self.Time.hour == 11 and self.Time.minute == 59:
ticketSell = self.LimitOrder("TSLA", 2, self.Securities["TSLA"].Price)