Hi there,
I would just like to see the returns for a small selection of stocks, however when I run a back test, no trades are made, could someone help me?
Thanks.
import numpy as np
class BasicTemplateAlgorithm(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2017, 12, 20)
self.SetEndDate(2018, 12, 20)
self.SetCash(100000)
self.AddEquity("SPY", Resolution.Second)
self.symbols = ["KORS",
"BA"]
def OnData(self, data):
group1 = ["KORS", "BA"]
if not self.Portfolio.Invested:
self.SetHoldings("group1", 1)
Alexandre Catarino
The SetHoldings does not accept a string with the name of a list variable.
You could do something like this:
def OnData(self, data): target = 1.0 / len(self.symbols) for symbol in self.symbols: if not self.Portfolio[symbol].Invested: self.SetHoldings(symbol, target)
Please find a complete and working algorithm attached.
Alex Haseldine
Thanks very much Alexandre!
Alex Haseldine
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