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 -22.932 Tracking Error 0.116 Treynor Ratio 0 Total Fees $0.00 |
class DynamicUncoupledShield(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 8, 23) # Set Start Date self.SetCash(100000) # Set Strategy Cash self.symbol = self.AddEquity('AAPL', Resolution.Daily).Symbol def OnData(self, data): self.Log(type(self.Symbol('AAPL'))) self.Log(str(self.symbol == self.Symbol('AAPL'))) self.Quit()