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 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 |
import numpy as np class BasicTemplateAlgorithm(QCAlgorithm): def Initialize(self): self.SetStartDate(2013,10, 7) #Set Start Date self.SetEndDate(2013,10,11) #Set End Date self.SetCash(100000) #Set Strategy Cash ## Daily resolution for security you want to work with self.AddEquity("SPY", Resolution.Daily) ## Example indicator self.sma = self.SMA('SPY', 10) self.SetWarmUp(10) ## Dummy security data subscription (can be any resolution finer that Daily) self.AddEquity("IBM", Resolution.Hour) def OnData(self, data): if not self.sma.IsReady: return if not data.ContainsKey('SPY'): return ## This will log the daily TradeBar Close for SPY ## and the SMA for SPY, both of which update at Market Close self.Log('Price: ' + str(data['SPY'].Close)) self.Log('SMA: ' + str(self.sma.Current.Value))