class ResistanceTransdimensionalCircuit(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2018, 1, 20)  # Set Start Date
        self.SetEndDate(2018, 1, 26)
        self.SetCash(100000)  # Set Strategy Cash
        
        universe = ["WTICOUSD"]
        symbols = [Symbol.Create(x, SecurityType.Cfd, Market.Oanda) for x in universe]
        
        self.SetUniverseSelection(ManualUniverseSelectionModel(symbols))
        self.symbols = {}
         
    def OnSecuritiesChanged(self, changes):
       
        for security in changes.AddedSecurities:
            symbol = security.Symbol
            if symbol not in self.symbols:
                self.symbols[symbol] = SymbolData(self, symbol)
        
class SymbolData:
    
    def __init__(self, algorithm, symbol):
        self.algorithm = algorithm
        self.symbol = symbol
        customconsolidator = QuoteBarConsolidator(self.Custom)
   
        self.algorithm.SubscriptionManager.AddConsolidator(symbol, customconsolidator)
    
        customconsolidator.DataConsolidated += self.OnDataConsolidated
        
    def OnDataConsolidated(self, sender, bar):
        self.algorithm.Debug(f"Custom Consolidated: {bar.Symbol}, @ {bar.Time} -> {bar.EndTime} with OHLC: {bar.Open}, {bar.High}, {bar.Low}, {bar.Close}") 
        
    def Custom(self, dt):
        period = timedelta(hours = 23)
        start = dt.replace(hour = 18)
       
        if start > dt:
            start -= period
        
        return CalendarInfo(start, period)