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 Probabilistic 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 -0.076 Tracking Error 0.452 Treynor Ratio 0 Total Fees $0.00 |
import pandas as pd from io import StringIO class QuantumNadionFlange(QCAlgorithm): DATA_OSK = "data_key" FILE_URL = "https://www.dropbox.com/s/8v6z949n25hyk9o/custom_weather_data.csv?dl=1" def Initialize(self): self.SetStartDate(2019, 12, 11) self.SetCash(100000) if self.ObjectStore.ContainsKey(self.DATA_OSK): json_data = self.ObjectStore.Read(self.DATA_OSK) df = pd.read_json(json_data) self.Debug(df.head()) self.Quit() # once ran once, set Dropbox file to private else: file = self.Download(self.FILE_URL) df = pd.read_csv(StringIO(file)) self.ObjectStore.Save(self.DATA_OSK, df.to_json()) self.Quit(f'Object saved at {DATA_OSK}')