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
-3.246
Tracking Error
0.049
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class PensiveBlueCamel(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 12, 30)  
        self.SetEndDate(2022, 1, 4)
        self.SetCash(100000)  
        self.spx = self.AddIndex('SPX', Resolution.Minute).Symbol
        self.Schedule.On(self.DateRules.EveryDay(self.spx), self.TimeRules.AfterMarketOpen(self.spx, 1), self.DebugCurrentPrice)


    def DebugCurrentPrice(self):
        data = self.CurrentSlice.Bars
        if self.spx in data:
            self.Debug(f"{data.Time} | {data[self.spx].ToString()}")