Overall Statistics |
Total Trades 1 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 0 Tracking Error 0 Treynor Ratio 0 Total Fees $1.00 Estimated Strategy Capacity $2600000000.00 Lowest Capacity Asset SPY R735QTJ8XC9X |
import datetime import math from QuantConnect.Securities.Option import OptionPriceModels from datetime import timedelta from QuantConnect.Data.UniverseSelection import * SYMBOL = "SPY" STARTING_CASH = 20700; START = (2015, 1, 1); END = (2015, 1, 3) class BlahBlahAlgorithm(QCAlgorithm): def Initialize(self): self.SetStartDate(*START); self.SetEndDate(*END); self.SetCash(STARTING_CASH) equity = self.AddEquity(SYMBOL, Resolution.Minute) self.UniverseSettings.Resolution = Resolution.Daily self.SetBenchmark(SYMBOL) def OnData(self,slice): close = slice[SYMBOL].Close price = slice[SYMBOL].Price self.Debug(f'{self.Time} {close} {price}') if not self.Portfolio[SYMBOL].Invested: self.MarketOrder(SYMBOL, 1) # long 1 def OnOrderEvent(self, orderEvent): self.Log(str(orderEvent))