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
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
-5.715
Tracking Error
0.098
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# retrieved data testing

# ---------------------------------------
ASSETS = ["SPY", "AAPL", "TSLA", "MSFT"]; 
# ---------------------------------------

class TestingDataRetrieval(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2021, 3, 4)  
        self.SetEndDate(2021, 5, 6)
        self.SetCash(100000)
        self.assets =  [self.AddEquity(ticker, Resolution.Daily).Symbol for ticker in ASSETS]


    def OnData(self, data):

        for sec in self.assets:
            self.Plot("Assets Prices", sec, self.Securities[sec].Price)