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 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 |
class HorizontalTachyonReplicator(QCAlgorithm): def Initialize(self): self.SetStartDate(2019, 7, 17) # Set Start Date self.SetCash(100000) # Set Strategy Cash self.AddEquity("AAPL", Resolution.Minute) self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.AfterMarketOpen("AAPL", 30), self.Trade) def OnData(self, data): '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. Arguments: data: Slice object keyed by symbol containing the stock data ''' pass def Trade(self): self.Debug(f"{self.Time} >> Open price of last minute data slice [9:59 - 10am]: {self.CurrentSlice['AAPL'].Open}") self.Debug(f"{self.Time} >> Close price of last minute data slice [9:59 - 10am]: {self.CurrentSlice['AAPL'].Close}") self.Debug(f"{self.Time} >> Current Price: {self.Securities['AAPL'].Price}")