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
 
from datetime import timedelta, datetime

from G10CurrencySelectionModel import G10CurrencySelectionModel

class VentralTachyonAntennaArray(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2018, 10, 11)  # Set Start Date
        self.SetEndDate(2018, 10, 21)
        self.SetCash(100000)  # Set Strategy Cash
        self.UniverseSettings.Resolution = Resolution.Daily
        self.AddUniverseSelection( G10CurrencySelectionModel())
        self.tickers = []

        
    def OnData(self, data):
        ## Return last 30 days of data, starting from current algorithm time
        h1 = self.History(self.tickers, timedelta(30), Resolution.Daily)
        self.Log('H1 Head')
        self.Log(str(h1.head()))
        self.Log('H1 Tail')
        self.Log(str(h1.tail()))

        ## Will return data from 10/7/18 until the current algorithm date
        h2 = self.History(self.Securities.Keys, datetime(2018,10,7), datetime(2018,10,21), Resolution.Daily)
        self.Log('H2 Head')
        self.Log(str(h2.head()))
        self.Log('H2 Tail')
        self.Log(str(h2.tail()))
        self.Log(str(self.Securities.Keys))
        
    
    def OnSecuritiesChanged(self, changes):
        self.tickers = [x.Symbol.Value for x in changes.AddedSecurities]
        
        ## Return last 30 days of data, starting from current algorithm time
        h1 = self.History(self.tickers, timedelta(30), Resolution.Daily)
        self.Log('H1 Head')
        self.Log(str(h1.head()))
        self.Log('H1 Tail')
        self.Log(str(h1.tail()))

        ## Will return data from 10/7/18 until the current algorithm start date
        h2 = self.History(self.Securities.Keys, datetime(2018,10,7), datetime(2018,10,21), Resolution.Daily)
        self.Log('H2 Head')
        self.Log(str(h2.head()))
        self.Log('H2 Tail')
        self.Log(str(h2.tail()))
from QuantConnect import *
from Selection.ManualUniverseSelectionModel import ManualUniverseSelectionModel

class G10CurrencySelectionModel(ManualUniverseSelectionModel):
    def __init__(self):
        super().__init__([Symbol.Create(x, SecurityType.Forex, Market.Oanda) for x in [ "EURUSD", "GBPUSD", "USDJPY", "AUDUSD", "NZDUSD","USDCAD", "USDCHF", "USDNOK", "USDSEK"]])