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
import calendar

class HistoryRequestTest(QCAlgorithm):

def Initialize(self):
self.SetStartDate(2020, 8, 4)
self.SetEndDate(2020, 8, 4)
self.SetCash(30000)

self.symbol_list = ["AAPL"]

for symbol in self.symbol_list:

self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.At(9, 25), Action(self.HistoryRequest))

def HistoryRequest(self):

""" History request by number of daily bars """

history = self.History(self.symbol_list, 3, Resolution.Daily)

current_date = self.Time
weekday = calendar.day_name[current_date.weekday()]

self.Debug("Current date for the algorithm is " + (str(self.Time).split(" ")[0]) + " and it is a " + str(weekday))

self.Debug("Historical data request by number of recent daily bars: ")
self.Log(history)

""" History request by specified datetimes """

startdate = datetime(2020, 7, 30, 9, 30, 0)
enddate = datetime(2020, 8, 3, 16, 0, 0)
history = self.History(self.symbol_list, startdate, enddate, Resolution.Daily)
self.Debug("Historical data request by specified datetime from July 30th to August 3rd: ")
self.Log(history)

startdate = datetime(2020, 8, 3, 9, 30, 0)
enddate = datetime(2020, 8, 3, 9, 35, 0)
history = self.History(self.symbol_list, startdate, enddate, Resolution.Minute)
self.Debug("Historical data request by specified datetime for first 5 minutes of August 3rd: ")
self.Log(history)

def OnData(self, data):
pass