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
-11.412
Tracking Error
0.021
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class RetrospectiveOrangeChicken(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 5, 25)
        self.SetEndDate(2021, 6, 1)
        self.SetCash(100000) 
        self.symbol = self.AddEquity("SPY", Resolution.Hour).Symbol
        
        self.consolidator = TradeBarConsolidator(timedelta(days=2))
        self.consolidator.DataConsolidated += self.consolidation_handler
        self.SubscriptionManager.AddConsolidator(self.symbol, self.consolidator)

    def OnData(self, data):
        self.Log(f"Close at {self.Time}: {data[self.symbol].Close}")

    def consolidation_handler(self, sender, bar):
        self.Log(f"Bar received at {self.Time}; Bar start time: {bar.Time}; Bar end time: {bar.EndTime}; Close {bar.Close}")