Overall Statistics |
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 9.971% Drawdown 7.900% Expectancy 0 Net Profit 1.654% Sharpe Ratio 0.567 Probabilistic Sharpe Ratio 41.758% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0.09 Beta 0.065 Annual Standard Deviation 0.179 Annual Variance 0.032 Information Ratio -0.365 Tracking Error 0.21 Treynor Ratio 1.556 Total Fees $2.19 |
namespace QuantConnect { public class BuyOneSecurity : QCAlgorithm { string _ticker = "lazr"; private Symbol _symbol; private Identity _price; public override void Initialize() { SetStartDate(2020, 12, 01); SetEndDate(2021, 02, 01); SetCash(100000); _symbol = AddEquity(_ticker, Resolution.Daily, Market.USA).Symbol; _price = Identity(_symbol); PlotIndicator($"{_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(); } } }