Overall Statistics |
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 11.563% Drawdown 12.500% Expectancy 0 Net Profit 0% Sharpe Ratio 0.955 Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0.114 Beta 0.009 Annual Standard Deviation 0.121 Annual Variance 0.015 Information Ratio 0.01 Tracking Error 0.17 Treynor Ratio 12.161 Total Fees $1.00 |
using System.Runtime.CompilerServices; namespace QuantConnect { public class BasicTemplateAlgorithm : QCAlgorithm { private bool first; public override void Initialize() { first=true; SetStartDate(2013, 1, 1); SetEndDate(DateTime.Now.Date.AddDays(-1)); SetCash(25000); AddSecurity(SecurityType.Equity, "SPY", Resolution.Minute); } public void OnData(TradeBars data) { if(first) { first=false; int quantity = (int)Math.Floor(Portfolio.Cash / data["SPY"].Close); Order("SPY", quantity); Debug("Purchased SPY on " + Time.ToShortDateString()); Log(msgWithLine("This is a longer message send to log.")); } } public string msgWithLine(string msg, [CallerLineNumber] int sourceLineNumber = 0) { return "Linenumber="+sourceLineNumber+" "+msg; } } }