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
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# region imports
from AlgorithmImports import *
# endregion

class Test(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 4, 12)  # Set Start Date
        self.SetEndDate(2022, 4, 12)  # Set End Date
        self.SetCash(100000)  # Set Strategy Cash

        # Raw data normalization
        self.SetSecurityInitializer(lambda x: x.SetDataNormalizationMode(DataNormalizationMode.Raw))

        # Add SPY
        self.AddEquity("SPY")
        self.testSymbol = None

        # Add universe
        self.UniverseSettings.ExtendedMarketHours = True
        self.AddUniverse(self.CoarseUniverseSelection)

        # Scheduled event
        self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.At(9, 30), self.CheckPrice)

    def OnData(self, data: Slice):
        pass

    '''
        Coarse universe function
    '''
    def CoarseUniverseSelection(self, coarse):
        filteredSymbols = []

        for stock in coarse:

            if (stock.Symbol.Value == "ZSAN"):
                self.testSymbol = stock.Symbol
                self.Debug(f"{self.Time}, TICKER: {stock.Symbol.Value}, RAW: {stock.Price}, Adjusted: {stock.AdjustedPrice}")
            
            filteredSymbols.append(stock.Symbol)        
        return filteredSymbols
    
    def CheckPrice(self):
        security = self.ActiveSecurities[self.testSymbol]
        self.Debug(f"{self.Time}, TICKER: {security.Symbol.Value}, Price: {security.Price}")