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 |
from datetime import datetime class Sample(QCAlgorithm): def Initialize(self): self.SetStartDate(2014, 4, 1) self.SetEndDate(2014, 9, 1) self.SetCash(100000) appl_1m = self.AddEquity("AAPL", Resolution.Minute) self.appl_1m = appl_1m.Symbol appl_1h = self.AddEquity("AAPL", Resolution.Hour) self.appl_1h = appl_1h.Symbol appl_1d = self.AddEquity("AAPL", Resolution.Daily) self.appl_1d = appl_1d.Symbol stockPlot = Chart("AAPL") stockPlot.AddSeries(Series("Minute Resolution", SeriesType.Line, 0)) stockPlot.AddSeries(Series("Hourly Resolution", SeriesType.Line, 0)) stockPlot.AddSeries(Series("Daily Resolution", SeriesType.Line, 0)) self.AddChart(stockPlot) def OnData(self, data): if not data.ContainsKey(self.appl_1d) \ or not data.ContainsKey(self.appl_1m): return self.value_minute = data[self.appl_1m].Value self.value_hour = data[self.appl_1h].Value self.value_day = data[self.appl_1d].Value def OnEndOfDay(self): self.Plot("AAPL", "Minute Resolution", self.value_minute) self.Plot("AAPL", "Hourly Resolution", self.value_hour) self.Plot("AAPL", "Daily Resolution", self.value_day)