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 class BasicTemplateAlgorithm(QCAlgorithm): def Initialize(self): self.SetStartDate(2018,10, 10) #Set Start Date self.SetEndDate(2018,11,4) #Set End Date self.SetCash(100000) #Set Strategy Cash self.AddEquity("HYD", Resolution.Daily) self.Schedule.On(self.DateRules.Every(DayOfWeek.Monday, DayOfWeek.Monday), self.TimeRules.At(9, 30), self.rebalance) def rebalance(self): self.Debug(str(self.Securities["HYD"].Price))