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 -1.897 Tracking Error 0.367 Treynor Ratio 0 Total Fees $0.00 |
class TransdimensionalTachyonContainmentField(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 3, 14) # Set Start Date self.SetCash(100000) # Set Strategy Cash custom_classes = [GoldPhys, SilverPhys] custom_tickers = ['IGLN.L', 'SILVERPRICE'] for cust_class, ticker in zip(custom_classes, custom_tickers): self.AddData(cust_class, ticker, Resolution.Daily) def OnData(self, data): '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. Arguments: data: Slice object keyed by symbol containing the stock data ''' # if not self.Portfolio.Invested: # self.SetHoldings("SPY", 1) class GoldPhys(PythonData): '''IGLN.L Custom Data Class''' def GetSource(self, config, date, isLiveMode): return SubscriptionDataSource("https://www.dropbox.com/s/????????/IGLN.csv?dl=1", SubscriptionTransportMedium.RemoteFile) def Reader(self, config, line, date, isLiveMode): if not (line.strip() and line[0].isdigit()): return None # New GoldPhys object gold = GoldPhys() gold.Symbol = config.Symbol try: # Example File Format: # Date, Open High Low Close Volume # 2011-09-13 7792.9 7799.9 7722.65 7748.7 116534670 data = line.split(',') gold.Time = datetime.strptime(data[0], "%Y-%m-%d") gold.Value = data[4] gold["open"] = float(data[1]) gold["high"] = float(data[2]) gold["low"] = float(data[3]) gold["close"] = float(data[4]) except ValueError: # Do nothing return None return gold class SilverPhys(PythonData): '''IGLN.L Custom Data Class''' def GetSource(self, config, date, isLiveMode): return SubscriptionDataSource("https://www.dropbox.com/s/????????/IGLN.csv?dl=1", SubscriptionTransportMedium.RemoteFile) def Reader(self, config, line, date, isLiveMode): if not (line.strip() and line[0].isdigit()): return None # New GoldPhys object gold = SilverPhys() gold.Symbol = config.Symbol try: # Example File Format: # Date, Open High Low Close Volume # 2011-09-13 7792.9 7799.9 7722.65 7748.7 116534670 data = line.split(',') gold.Time = datetime.strptime(data[0], "%Y-%m-%d") gold.Value = data[4] gold["open"] = float(data[1]) gold["high"] = float(data[2]) gold["low"] = float(data[3]) gold["close"] = float(data[4]) except ValueError: # Do nothing return None return gold