Overall Statistics |
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 5.263% Drawdown 1.300% Expectancy 0 Net Profit 1.302% Sharpe Ratio 1.366 Probabilistic Sharpe Ratio 57.489% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0.059 Beta -0.036 Annual Standard Deviation 0.032 Annual Variance 0.001 Information Ratio -2.523 Tracking Error 0.154 Treynor Ratio -1.193 Total Fees $1.00 Estimated Strategy Capacity $690000000.00 |
namespace QuantConnect { public class BuyOneSecurity : QCAlgorithm { string _ticker = "AAPL"; private Symbol _symbol; private Identity _price; public override void Initialize() { SetStartDate(2020, 10, 01); SetEndDate(2021, 01, 01); SetCash(100000); _symbol = AddEquity(_ticker, Resolution.Daily, Market.USA).Symbol; _price = Identity(_symbol); PlotIndicator($"{_symbol.Value} Price", _price); } public override void OnData(Slice data) { if (!Portfolio.Invested) { SetHoldings(_symbol, 0.1); Log($"Purchased Security {_symbol.ID}"); } } public override void OnSecuritiesChanged(SecurityChanges changes) { foreach (var securityChange in changes.RemovedSecurities) { Log(securityChange.Symbol.ID.ToString() + " - Delisted"); } } public void OnData(Splits data) { Log("_ticker: " + Securities["_ticker"].Price); var split = data["_ticker"]; Log($"{split.Time.ToIso8601Invariant()} >> SPLIT >> {split.Symbol} - " + $"{split.SplitFactor.ToStringInvariant()} - " + $"{Portfolio.Cash.ToStringInvariant()} - " + $"{Portfolio["_ticker"].Quantity.ToStringInvariant()}" ); } public override void OnEndOfAlgorithm() { Liquidate(); } } }