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
-1.626
Tracking Error
0.118
Treynor Ratio
0
Total Fees
$0.00
 
from datetime import datetime
class Testbars(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2020, 1, 1)   # Set Start Date
        self.SetEndDate(2020, 1, 7)     # Set End Date
        self.SetCash(100000)            # Set Strategy Cash
        self.symbol = self.AddEquity("TSLA").Symbol
        consolidator = TradeBarConsolidator(self.ConsolidateRule)
        consolidator.DataConsolidated += self.OnDataConsolidated
        self.SubscriptionManager.AddConsolidator(self.symbol, consolidator)
    
    def ConsolidateRule(self, dt):
        period = timedelta(hours=1)
        start = dt if dt.minute > 30 else dt - period
        start = start.replace(microsecond=0, second=0, minute=30)
        return CalendarInfo(start, period)
        
    def OnDataConsolidated(self, consolidator, bar):
        msg = f'{bar.EndTime} :: {bar}'
        self.Debug(msg)