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 0.309 Tracking Error 0.209 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
# region imports from AlgorithmImports import * import json import time from io import StringIO # endregion class DeterminedFluorescentOrangeZebra(QCAlgorithm): def Initialize(self): self.SetStartDate(2022, 2, 9) # Set Start Date self.SetCash(100000) # Set Strategy Cash self.AddUniverse(self.CoarseUniverseSelection) self.numDownloads = 0 def OnData(self, data: Slice): pass ''' Coarse universe selection ''' def CoarseUniverseSelection(self, coarse): # Try 5 times to download the file for i in range(5): file = self.Download("https://www.dropbox.com/s/79a98o4l14bx0q9/test.txt?dl=1") if (file != ''): break # Failed after 5 retries elif (i == 4): self.Debug(f"{self.Time} Failed 5 times") return [] # Wait one second and try again time.sleep(1) self.stock_file = json.loads(file) self.numDownloads += 1 self.Debug(f"{self.Time} | {self.numDownloads} | {str(self.stock_file)}") return []