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 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 $0.00 |
import numpy as np ### <summary> ### Basic template algorithm simply initializes the date range and cash. This is a skeleton ### framework you can use for designing an algorithm. ### </summary> class BasicTemplateAlgorithm(QCAlgorithm): '''Basic template algorithm simply initializes the date range and cash''' def Initialize(self): '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.''' self.SetStartDate(2018,6,23) #Set Start Date self.SetEndDate(2018,6,25) #Set End Date self.SetCash(100000) #Set Strategy Cash self.AddCrypto("BTCUSD", Resolution.Minute) self.AddCrypto("ETHUSD", Resolution.Minute) self.AddCrypto("LTCUSD", Resolution.Minute) def OnData(self, data): self.Debug(str(type(data["BTCUSD"]))) self.Debug(str(type(data["ETHUSD"]))) self.Debug(str(type(data["LTCUSD"])))