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
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
 
class JumpingTanManatee(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 2, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        self.SetSecurityInitializer(self.SecurityInitializer)
        
        self.symbol = self.AddEquity("TSLA", Resolution.Minute).Symbol
        

    def SecurityInitializer(self, security):
        security.SetMarketPrice(self.GetLastKnownPrice(security))
        security.SetDataNormalizationMode(DataNormalizationMode.Raw)

    def OnData(self, data):
        contracts = self.OptionChainProvider.GetOptionContractList(self.symbol, data.Time)
        for contract in contracts[:10]:
            option = self.AddOptionContract(contract, Resolution.Minute)
            if option.AskPrice > 0:
                self.Debug(f"{option.Symbol} has askprice: {option.AskPrice}")
        self.Quit()