Overall Statistics |
Total Trades 1 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 Tracking Error 0 Treynor Ratio 0 Total Fees $1.00 |
class BootCampTask(QCAlgorithm): def Initialize(self): self.SetStartDate(2017, 6, 1) self.SetEndDate(2017, 6, 1) self.SetCash(100000) #1,2. Select IWM minute resolution data and set it to Raw normalization mode self.iwm=self.AddEquity("IWM",Resolution.Minute) #self.iwm.SetDataNormalizationMode(DataNormalizationMode.Raw) def OnData(self, data): #3. Place an order for 100 shares of IWM and print the average fill price #4. Debug the AveragePrice of IWM #self.MarketOrder("IWM",100) if not self.Portfolio.Invested: self.MarketOrder("IWM",100)#,"Tag test")