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 |
import numpy as np from datetime import datetime, timedelta class BasicTemplateAlgorithm(QCAlgorithm): def Initialize(self): self.SetStartDate(2013,8, 10) #Set Start Date self.SetEndDate(2013,10,11) #Set End Date self.SetCash(100000) #Set Strategy Cash # Find more symbols here: http://quantconnect.com/data self.AddEquity("AAPL", Resolution.Minute) begin = datetime(2008,1,1) end = datetime(2008,1,10) bars = self.History(self.Securities["AAPL"].Symbol,begin,end,Resolution.Minute) self.Debug(bars) def OnData(self, data): pass