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 |
class NadionParticleThrustAssembly(QCAlgorithm): def Initialize(self): self.SetStartDate(2019, 3, 1) # Set Start Date self.SetCash(100000) # Set Strategy Cash ## Add the data using the provided symbol and our custom PythonQuandl class self.AddData(QuandlFINRAData, 'FINRA/FNSQ_JUST', Resolution.Daily).Symbol def OnData(self, data): ## Access the value of the Quandl data using the standard accessor currentQuandlData = data['FINRA/FNSQ_JUST'].Value self.Debug(f'Current Short Interest: {currentQuandlData}') class QuandlFINRAData(PythonQuandl): def __init__(self): ## Rename the Quandl object column to the data we want, which is the 'ShortVolume' column ## of the CSV that our API call returns self.ValueColumnName = 'ShortVolume'