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
-57.744
Tracking Error
0.178
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
from AlgorithmImports import *

class HistoryAlgorithm(QCAlgorithm):

    def Initialize(self):

        self.SetStartDate(2013,10, 8)  #Set Start Date
        self.SetEndDate(2013,10,11)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash
        # Find more symbols here: http://quantconnect.com/data
        self.AddEquity("SPY", Resolution.Minute)

        self.Schedule.On(self.DateRules.EveryDay(),self.TimeRules.At(10,0),self.LogDailyHistoryLast)
        self.Schedule.On(self.DateRules.EveryDay(),self.TimeRules.At(15,0),self.LogDailyHistoryLast)

    def LogDailyHistoryLast(self):
        # get the last calendar year's worth of SPY data at the configured resolution (daily)
        tradeBarHistory = self.History([self.Securities["SPY"].Symbol], timedelta(10),Resolution.Daily)
        self.Log(f'Last Bar: {tradeBarHistory.iloc[-1]}')