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 HistoryBug(QCAlgorithm): def Initialize(self): self.SetStartDate(2022, 2, 14) self.SetCash(100000) self.spy = self.AddEquity("SPY", Resolution.Tick, extendedMarketHours=True).Symbol def OnData(self, data): try: self.History(self.spy, self.Time, self.Time-timedelta(hours=10), Resolution.Hour, True, True) except TypeError as e: self.Log(f"1 failed: {e}") try: self.History(self.spy, self.Time, self.Time-timedelta(hours=10), Resolution.Hour, fillForward=True, extendedMarket=True) except TypeError as e: self.Log(f"2 failed: {e}") try: h = self.History([self.spy], self.Time, self.Time-timedelta(hours=10), Resolution.Hour, True, True) self.Log(f"{h}") except TypeError as e: self.Log(f"3 failed: {e}") try: self.History([self.spy], self.Time, self.Time-timedelta(hours=10), Resolution.Hour, fillForward=True, extendedMarket=True) self.Log(f"{h}") except TypeError as e: self.Log(f"4 failed: {e}") try: self.History(self.spy, 10, Resolution.Hour, True, True) except TypeError as e: self.Log(f"5 failed: {e}") try: self.History([self.spy], 10, Resolution.Hour, True, True) except TypeError as e: self.Log(f"6 failed: {e}") try: self.History(self.spy, 10, Resolution.Hour, fillForward=True, extendedMarket=True) except TypeError as e: self.Log(f"7 failed: {e}") try: self.History([self.spy], 10, Resolution.Hour, fillForward=True, extendedMarket=True) except TypeError as e: self.Log(f"8 failed: {e}") try: self.History(self.spy, timedelta(hours=10), Resolution.Hour, fillForward=True, extendedMarket=True) except TypeError as e: self.Log(f"9 failed: {e}") try: self.History([self.spy], timedelta(hours=10), Resolution.Hour, fillForward=True, extendedMarket=True) except TypeError as e: self.Log(f"10 failed: {e}") try: self.History(self.spy, timedelta(hours=10), Resolution.Hour, True, True) except TypeError as e: self.Log(f"11 failed: {e}") try: self.History([self.spy], timedelta(hours=10), Resolution.Hour, True, True) except TypeError as e: self.Log(f"12 failed: {e}") self.Quit()