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 *
from datetime import timedelta

class ScheduledEventsAlgorithm(QCAlgorithm):
'''QCU Scheduled Events Algorithm'''

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(2017,3,21)  #Set Start Date
self.SetEndDate(2017,3,22)    #Set End Date
self.SetCash(100000)           #Set Strategy Cash
# Find more symbols here: http://quantconnect.com/data
self.AddEquity("SPY", Resolution.Minute)
self.counter = 0

# schedule an event to fire at a specific date/time
self.Schedule.On(self.DateRules.On(2017, 3, 21), self.TimeRules.At(9, 40), Action(self.SpecificTime))

def OnData(self, data):
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.'''

self.counter += 1
if self.counter == 10:
self.Log("OnData SPY Close: {0}".format(data["SPY"].Close))

pass

def SpecificTime(self):
self.Log("SpecificTime: Fired at : {0}".format(self.Time))
spy = self.Securities["SPY"]
self.Log("SpecificTime SPY Close: {0}".format(spy.Close))

#                        ```