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
-8.276
Tracking Error
0.117
Treynor Ratio
0
Total Fees
$0.00
 
class ModulatedDynamicComputer(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 7, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Daily)
        tickers = ["IBM", "PG", "MMM", "XOM"]
        self.symbols = [Symbol.Create(ticker, SecurityType.Equity, Market.USA) for ticker in tickers]
        self.SetUniverseSelection(ManualUniverseSelectionModel(self.symbols))
        self.UniverseSettings.Resolution = Resolution.Daily
        
        self.Schedule.On(self.DateRules.Every(DayOfWeek.Monday) , self.TimeRules.BeforeMarketClose("SPY"), self.removeSecurities )



    def removeSecurities(self):
        self.Debug(f"Method called at {self.Time}")
        self.Debug(f"Active Securities ...")
        for security in self.ActiveSecurities:
            symbol = security.Key
            self.Debug(symbol.Value)
        self.Debug(f"Removed Securities ...")
        for security in self.ActiveSecurities:
            symbol = security.Key
            self.RemoveSecurity(symbol)
            self.Debug(symbol.Value)
    
    
    def OnData(self, data):
        for symbol in self.symbols:
            if data.ContainsKey(symbol):
                self.Debug(f"OnData fired for symbol {symbol.Value}")