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
-0.822
Tracking Error
0.172
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class SmoothAsparagusKoala(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 1, 21)
        self.SetCash(100000) 
        self.spy = self.AddEquity("SPY", Resolution.Hour).Symbol

    def OnData(self, data):
        if data.ContainsKey(self.spy) and self.spy not in data.Bars:
            self.Debug("Non trade data avaialble at "+str(self.Time))
            self.Quit()