Overall Statistics |
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return -2.658% Drawdown 1.300% Expectancy 0 Net Profit -0.449% Sharpe Ratio -1.162 Probabilistic Sharpe Ratio 16.434% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha -0.02 Beta -0.008 Annual Standard Deviation 0.018 Annual Variance 0 Information Ratio -1.059 Tracking Error 0.088 Treynor Ratio 2.559 Total Fees $1.00 |
namespace QuantConnect { public class BuyOneSecurity : QCAlgorithm { string _ticker = "spxs"; private Symbol _symbol; private Identity _price; public override void Initialize() { SetStartDate(2013, 07, 01); SetEndDate(2013, 09, 01); SetCash(100000); _symbol = AddEquity(_ticker, Resolution.Daily, Market.USA).Symbol; _price = Identity(_symbol); PlotIndicator($"{_symbol.Value} Price", _price); } public override void OnData(Slice data) { if (!Portfolio.Invested) { SetHoldings(_symbol, 0.1); Log($"Purchased Security {_symbol.ID}"); } } public override void OnSecuritiesChanged(SecurityChanges changes) { foreach (var securityChange in changes.RemovedSecurities) { Log(securityChange.Symbol.ID.ToString() + " - Delisted"); } } public void OnData(Splits data) { Log("_ticker: " + Securities[_ticker].Price); var split = data[_ticker]; Log($"{split.Time.ToIso8601Invariant()} >> SPLIT >> {split.Symbol} - " + $"{split.SplitFactor.ToStringInvariant()} - " + $"{Portfolio.Cash.ToStringInvariant()} - " + $"{Portfolio[_ticker].Quantity.ToStringInvariant()}" ); } public void OnData(Dividends data) // update this to Dividends dictionary { var dividend = data[_ticker]; Debug($"{dividend.Time.ToStringInvariant("o")} >> DIVIDEND >> {dividend.Symbol} - " + $"{dividend.Distribution.ToStringInvariant("C")} - {Portfolio.Cash} - " + $"{Portfolio[_ticker].Price.ToStringInvariant("C")}" ); } public override void OnEndOfAlgorithm() { Liquidate(); } } }