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 -1.992 Tracking Error 0.135 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
using Accord.MachineLearning.VectorMachines.Learning; using QuantConnect.Data; using QuantConnect.Data.Market; using System.Collections.Generic; namespace QuantConnect.Algorithm.CSharp { public class LolQuestion : QCAlgorithm { Symbol s; public override void Initialize() { SetStartDate(2023, 1, 1); // Set Start Date SetEndDate(2023, 3, 3); SetCash(100000); // Set Strategy Cash s = AddEquity("SPY", Resolution.Daily).Symbol; Schedule.On(DateRules.EveryDay(s), TimeRules.AfterMarketOpen(s, -1), lols); } public override void OnData(Slice data) { foreach (var d in data) { Log($"Time: {Time}\tPrice: {d.Value.Price}"); // Midnight } } private void lols() { Log($"EveryDay.SPY 1 min before open: Fired at: {Time} but how do we get the current price?"); } } }