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
-24.393
Tracking Error
0.098
Treynor Ratio
0
Total Fees
$0.00
 
using QuantConnect.Data.Auxiliary;

namespace QuantConnect.Algorithm.CSharp
{
    public class ModulatedQuantumEngine : QCAlgorithm
    {
        public override void Initialize()
        {
            SetStartDate(2020, 8, 25);
            SetEndDate(2020, 9, 2);
            SetCash(10000);
            
            AddEquity("TSLA", Resolution.Daily);
            UniverseSettings.DataNormalizationMode = DataNormalizationMode.SplitAdjusted;
            Schedule.On(DateRules.On(2020, 8, 31), TimeRules.At(16, 00), () => Debug("TSLA 5:1 split"));
        }

        public override void OnData(Slice data)
        {
        	var factorFile = FactorFile.Read("TSLA", "usa");
        	var dayfactor = factorFile.GetPriceScaleFactor(Time.Date.AddDays(-1)); // because logs appear next day
        	
        	var vol = Math.Round(Securities["TSLA"].Volume / 1000000);
        	var close = Math.Round(Securities["TSLA"].Close, 2); 
            Debug($"TSLA vol. {vol}M, Close: {close}, Price factor: {dayfactor}");
        }
    }
}