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
 
class EnergeticSkyBlueBear(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 11, 5) 
        self.SetCash(100000) 
        self.AddEquity("SPY", Resolution.Minute)
        self.AddEquity("AAPL", Resolution.Hour)
        self.debug_items = False
        self.Schedule.On(self.DateRules.EveryDay("SPY"),
                         self.TimeRules.AfterMarketOpen("SPY", 0),
                         self.is_market_hours)
        self.Schedule.On(self.DateRules.EveryDay("SPY"),
                        self.TimeRules.AfterMarketOpen("SPY", 40),
                        self.not_market_hours)

    def OnData(self, data):
        if self.debug_items == True:
            for i in self.Securities.Keys:
                if data.Bars.ContainsKey(i):
                    self.Debug(data.Bars[i].Close)
                
    def is_market_hours(self):
        self.debug_items = True
        
    def not_market_hours(self):
        self.debug_items = False