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 |
namespace QuantConnect { public class LoggingTest : QCAlgorithm { private string symbol = "IBM"; private Indicator indicator = new Indicator(); public override void Initialize() { SetStartDate(2017, 1, 1); SetEndDate(2017, 1, 7); SetCash(30000); AddEquity(symbol, Resolution.Hour); } public void OnData(TradeBars data) { String debug = $"OnData({symbol}): [{data[symbol].Time}]"; Debug(debug); indicator.AddSample(this); } } }
namespace QuantConnect { public class Indicator { private int _numSamples; public int Samples { get { return _numSamples; } } public Indicator() { this._numSamples = 0; } public decimal AddSample(QCAlgorithm algo) { algo.Debug("AddSample()"); _numSamples++; return _numSamples; } } }