Initializing Analysis Dates
The date range for your backtest is defined in your Initialize method. You can set this with fixed dates or a datetime object. These methods are called self.SetStartDate() and self.SetEndDate() .
class BootCampTask(QCAlgorithm):
def Initialize(self):
# Date Range
self.SetStartDate(2017, 01, 01)
self.SetEndDate(2017, 10, 31)
self.AddEquity("SPY", Resolution.Daily)
def OnData(self, data):
pass