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 -2.494 Tracking Error 0.264 Treynor Ratio 0 Total Fees $0.00 |
class NadionUncoupledCircuit(QCAlgorithm): def Initialize(self): self.SetStartDate(2011, 10, 1) self.SetEndDate(2011, 12, 1) self.SetCash(100000) # Set Strategy Cash self.AddEquity("ITT", Resolution.Daily) def OnData(self, slice): for symbol in slice.Dividends.Keys: self.Debug(f"{symbol.ID} {symbol.Value} {slice.Dividends[symbol].Distribution}")