POV_v1

from AlgorithmImports import *
from QuantConnect.DataSource import *
from QuantConnect.Data.UniverseSelection import *
from datetime import timedelta

class RetrospectiveRedOrangePenguin(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2020, 1, 1)  # Set Start Date
        self.SetEndDate(2023, 1, 1)  # Set Start Date 
        self.SetCash(100000)  # Set starting capital
        
        self.symbol = self.AddEquity("AAPL").Symbol  # Add the equity you want to trade
        
        self.volume_percentage = 0.05  # Set the desired percentage of volume for trading
        self.previous_volume = 0  # Variable to store the previous volume
        
        self.Schedule.On(self.DateRules.EveryDay(self.symbol),  # Schedule the function to run every day
                         self.TimeRules.AfterMarketOpen(self.symbol, 60),  # 60 minutes after market open
                         self.Rebalance)
    
    def Rebalance(self):
        current_volume = self.Securities[self.symbol].Volume  # Get the current volume
        
        if self.previous_volume == 0:  # First iteration, set previous volume
            self.previous_volume = current_volume
            return
        
        volume_threshold = self.previous_volume * self.volume_percentage
        
        if current_volume > volume_threshold:  # If current volume exceeds the threshold, place a market order
            self.MarketOrder(self.symbol, 100)
        
        self.previous_volume = current_volume  # Update previous volume for the next iteration
    
    def OnData(self, data):
        pass