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
class UncoupledParticleEngine(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2015, 1, 1)  # Set Start Date
        self.SetEndDate(2015, 7, 1) # Set End Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Minute)  # self.AddEquity("SPY", Resolution.Minute)
        self.rsi = self.RSI("SPY", 10,  MovingAverageType.Simple, Resolution.Daily)
        # set a warm-up period to initialize the indicator
        self.SetWarmUp(timedelta(20))
        # Warm-up the indicator with bar count
        # self.SetWarmUp(10, Resolution.Daily)

    def OnData(self, data):
    ## You can access the TradeBar dictionary in the slice object and then subset by symbol
    ## to get the TradeBar for SPY
            
        if data.Bars.ContainsKey("SPY"):
            spyTradeBar = data.Bars['SPY']
            spyOpen = spyTradeBar.Open      ## Open price
            spyClose = spyTradeBar.Close    ## Close price
            # if not self.Portfolio.Invested:
            #    self.SetHoldings("SPY", 1)
        else:
            self.Debug(f"On time >> {self.Time} :: Tradebar does not contain SPY!")

        ## Condition to see if SPY is in the Dividend DataDictionary
        if data.Dividends.ContainsKey("SPY"):
            ## Log the dividend distribution
            self.Debug(f"On time >> {self.Time} :: SPY paid a dividend of {data.Dividends['SPY'].Distribution}")