Overall Statistics
Total Orders
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Start Equity
100000
End Equity
100000
Net Profit
0%
Sharpe Ratio
0
Sortino 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
-0.451
Tracking Error
0.159
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
 
from AlgorithmImports import *
class MarketCapTestAlgorithm(QCAlgorithm):
    def initialize(self):
        self.add_equity("C", Resolution.DAILY).symbol
    def on_end_of_day(self, symbol):
        self.plot(symbol.value, 'mktc', self.securities[symbol].fundamentals.market_cap)