Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
15.156%
Drawdown
5.500%
Expectancy
0
Net Profit
0%
Sharpe Ratio
1.197
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.005
Beta
0.996
Annual Standard Deviation
0.099
Annual Variance
0.01
Information Ratio
1.027
Tracking Error
0.004
Treynor Ratio
0.12
Total Fees
$2.44
 
class ScheduledEventsAlgorithm(QCAlgorithm):
    '''QCU Scheduled Events Algorithm'''

    def Initialize(self):
        self.SetStartDate(2016,6,1)  #Set Start Date
        self.SetEndDate(2016,12,31)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash
        # Find more symbols here: http://quantconnect.com/data
        self.AddEquity("TLT", Resolution.Daily)
        self.AddEquity("SPY", Resolution.Daily)
        self.Schedule.On(self.DateRules.MonthStart("SPY"), self.TimeRules.AfterMarketOpen("SPY"), Action(self.RebalancingCode))

    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.'''
        if not self.Portfolio.Invested:
            self.SetHoldings("SPY", 1)

    def RebalancingCode(self):
        self.Log(str(self.Time) + " > Message to log")
        self.Debug(str(self.Time) + " > Message to console")
        pass