I wrote a pretty easy algo to test if we can paper trade ETHUSDT, sourced from Binance. However, in the paper trading status page, no data points for ETHUSDT had been received and the change in strategy equity were due to fluctuations of the USDT price. 

Since it is not a backtest, I will just paste my codes as follow:

from AlgorithmImports import *

from datetime import timedelta,datetime

 

class STX1H(QCAlgorithm):

 

def Initialize(self):

self.SetStartDate(2023,3,1)

self.SetCash("USDT",100000)

self.ETH = self.AddCrypto("ETHUSDT", Resolution.Minute, Market.Binance).Symbol

self.SetBenchmark("ETHUSDT")


def OnData(self,data):


self.Debug(data.Time)


if not data.ContainsKey("ETHUSDT"):

self.Log("Data Error")

if self.Portfolio.Invested == False:

self.MarketOrder(self.ETH, 5)