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
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
namespace QuantConnect
{
    public class UpgradedFluorescentPinkCaterpillar : QCAlgorithm
    {
    	private Security spy;
    	
        public override void Initialize()
        {
            SetStartDate(2020, 12, 2);
            SetCash(100000);
            spy = AddEquity("SPY", Resolution.Minute);
        }

        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested)
            {
                var order = new MarketOrder(spy.Symbol, 20, spy.LocalTime.ConvertToUtc(spy.Exchange.TimeZone));
                var parameters = new OrderFeeParameters(spy, order);
            	var orderFee = spy.FeeModel.GetOrderFee(parameters).Value;
                Debug(orderFee.Amount + " " + orderFee.Currency);
            }
            Quit();
        }
    }
}