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
-3.433
Tracking Error
0.066
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# region imports
from AlgorithmImports import *
# endregion

class CrawlingBrownSalmon(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 11, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash

        self.SetTimeZone("UTC")
        self.symbol = self.AddCrypto("ETHUSDT", Resolution.Minute, Market.Binance).Symbol
        self.consolidator = TradeBarConsolidator(self.consolidation_period)
        self.consolidator.DataConsolidated += self.consolidation_handler
        self.SubscriptionManager.AddConsolidator(self.symbol, self.consolidator)
        
        self.calls = 0

    def consolidation_period(self, dt: datetime) -> CalendarInfo:
        period = timedelta(1)
        start = dt.replace(hour=0, minute=0, second=0, microsecond=0)
        return CalendarInfo(start, period)

    def consolidation_handler(self, sender: object, consolidated_bar: TradeBar) -> None:
        self.calls += 1
        if self.calls > 10:
            self.Quit()
        self.Debug(f"In consolidation_handler -- Algo time: {self.Time}; Consolidated start: {consolidated_bar.Time}; Consolidated end: {consolidated_bar.EndTime} ")