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.Algorithm.CSharp { public class BasicTemplateAlgorithm : QCAlgorithm { private Symbol _spy = QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA); public override void Initialize() { SetStartDate(2013, 10, 07); //Set Start Date SetEndDate(2013, 10, 07); //Set End Date SetCash(100000); //Set Strategy Cash AddEquity("SPY", Resolution.Daily); AddEquity("AAPL", Resolution.Daily); AddEquity("VIA", Resolution.Daily); // There are other assets with similar methods. See "Selecting Options" etc for more details. // AddFuture, AddForex, AddCfd, AddOption } public override void OnData(Slice data) { // data is a dictionary and the keys are QC symbol objects, each of which has a number of attributes, including a string // I've written a few methods below to retrieve the strings var keys = data.Keys; foreach (var key in keys) { Log("Key using To.String() method: " + key.ToString()); } foreach (var key in keys) { Log("Key using key.Value method: " + key.Value); } for (int i = 0; i < keys.Count(); i++) { Log("Key using indexer " + keys[i].ToString()); } for (int i = 0; i < keys.Count(); i++) { Log("Key using indexer + key.Value " + keys[i].Value); } } } }