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(2018,10, 1) #Set Start Date self.SetEndDate(2018,12,31) #Set End Date self.SetCash(100000) #Set Strategy Cash # Find more symbols here: http://quantconnect.com/data self.AddEquity("GAZB", Resolution.Daily) def OnData(self, data): if data.SymbolChangedEvents.ContainsKey('GAZB'): self.Log("Old symbol: {0}, New symbol: {1}".format(data.SymbolChangedEvents['GAZB'].OldSymbol,data.SymbolChangedEvents['GAZB'].NewSymbol))