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
1.376
Tracking Error
0.161
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
class LOGRUpdateProblem(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 2, 15)  # Set Start Date
        symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.logr = LogReturn(128)
        
        consolidator = TradeBarConsolidator(timedelta(days=1))
        consolidator.DataConsolidated += self.consolidation_handler
        self.SubscriptionManager.AddConsolidator(symbol, consolidator)
        
        self.RegisterIndicator(symbol, self.logr, consolidator)
        
    def consolidation_handler(self, sender, bar):
        self.Plot("LOGR", str(bar.Symbol), self.logr.Current.Value)

    #def LOGRUpdated(self, sender, updated):
    #    self.Debug(f"Type(updated) = {type(updated)}")
    #    self.Debug(f"Type(sender) = {type(sender)}")
    #    self.Debug(f"updated ToString = {updated.ToString()}")
    #    self.Debug(f"LOGR sender.name = {sender.Name}")
    #    #self.Debug(f"LOGR sender.Current.Symbol.Value = {sender.Symbol}")
    #    self.Quit()