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 -1.147 Tracking Error 0.232 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
class CryingRedOrangeRat(QCAlgorithm): def Initialize(self): self.SetStartDate(2019, 3, 1) # Set Start Date self.SetCash(100000) # Set Strategy Cash self.symbol = self.AddEquity("AAPL", Resolution.Minute).Symbol def OnData(self, data): if data.Splits.ContainsKey(self.symbol): split = data.Splits[self.symbol] self.Debug(f"{self.symbol.Value} has split factor of {split.SplitFactor} at {split.ReferencePrice}") # notification action if data.Dividends.ContainsKey(self.symbol): dividend = data.Dividends[self.symbol] self.Debug(f"{self.symbol.Value} has dividends of {dividend.Value} at {dividend.ReferencePrice}") # notification action