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 -0.134 Tracking Error 0.128 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
# Monthly Contributions To Initial Cash class MonthlyContributionsToInitialCash(QCAlgorithm): def Initialize(self): self.SetStartDate(2015, 1, 1) self.SetEndDate(2016, 1, 1) self.InitCash = 10000 self.SetCash(self.InitCash) self.contribution_amount = 500 self.mkt = self.AddEquity("SPY", Resolution.Daily).Symbol self.Schedule.On(self.DateRules.MonthStart(self.mkt), self.TimeRules.AfterMarketOpen(self.mkt, 31), self.contribute) def contribute(self): current_cash = self.Portfolio.CashBook[self.AccountCurrency].Amount self.InitCash += float(self.contribution_amount) self.Plot("Indicator", "Initial Cash", self.InitCash)