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 AdaptableBlueRat(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2018, 10, 8)  # Set Start Date
        self.SetEndDate(2018, 10, 8)
        self.wmlp = self.AddEquity("WMLP", Resolution.Minute).Symbol
        self.Consolidate(self.wmlp, timedelta(minutes=15), self.OnDataConsolidated)
    
    def OnData(self, data):
        if self.wmlp in data.Bars and not data.Bars[self.wmlp].IsFillForward:
            self.Log(f'OnData: {self.Time} :: {data.Bars[self.wmlp]}')
    
    def OnDataConsolidated(self, bar):
        self.Debug(f'OnDataConsolidated : {bar.EndTime} :: {bar}')