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
-0.768
Tracking Error
0.166
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class TestingDataRetrieval(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2017, 3, 4)  # Set Start Date
        self.SetEndDate(2021, 5, 6)  # Set End Date
        self.SetCash(100000)  # Set Strategy Cash
        
        self.AddEquity("SPY", Resolution.Daily) 
        self.AddEquity("AAPL", Resolution.Daily) 
        self.AddEquity("TSLA", Resolution.Daily)
        self.AddEquity("MSFT", Resolution.Daily)


    def OnData(self, data: Slice):
        """OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        """
        
        sec_l = [x.Key.Value for x in self.Securities]
        data_l = [x.Value for x in data.Keys]

        self.Debug(f"TIME: {self.Time}, SECURITIES {sec_l}, DATA: {data_l}")