Overall Statistics
Total Orders
2
Average Win
0%
Average Loss
-22.29%
Compounding Annual Return
2.055%
Drawdown
37.800%
Expectancy
-1
Start Equity
100000
End Equity
108845.35
Net Profit
8.845%
Sharpe Ratio
-0.038
Sortino Ratio
-0.045
Probabilistic Sharpe Ratio
2.077%
Loss Rate
100%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.056
Beta
0.55
Annual Standard Deviation
0.143
Annual Variance
0.02
Information Ratio
-0.713
Tracking Error
0.136
Treynor Ratio
-0.01
Total Fees
$3.74
Estimated Strategy Capacity
$2400000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
Portfolio Turnover
0.24%
 
#region imports
    using System;
    using System.Collections;
    using System.Collections.Generic;
    using System.Linq;
    using System.Globalization;
    using System.Drawing;
    using QuantConnect;
    using System.Text.RegularExpressions;
    using QuantConnect.Algorithm.Framework;
    using QuantConnect.Algorithm.Framework.Selection;
    using QuantConnect.Algorithm.Framework.Alphas;
    using QuantConnect.Algorithm.Framework.Portfolio;
    using QuantConnect.Algorithm.Framework.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Algorithm.Selection;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Crypto;   
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Storage;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion

namespace QuantConnect.DataLibrary.Tests
{
    public class EODHDMacroIndicatorsAlgorithm : QCAlgorithm
    {
        private Symbol _equitySymbol, _datasetSymbol;

        public override void Initialize()
        {
            SetStartDate(2020, 10, 07);
            _equitySymbol = AddEquity("SPY", Resolution.Daily).Symbol;
            var ticker = EODHD.MacroIndicators.UnitedStates.GdpGrowthAnnual;
            _datasetSymbol = AddData<EODHDMacroIndicators>(ticker).Symbol;
        }

        public override void OnData(Slice slice)
        {
            if (slice.Get<EODHDMacroIndicators>().TryGetValue(_datasetSymbol, out var indicators))
            {
                var gdp = indicators.FirstOrDefault() as EODHDMacroIndicator;
                SetHoldings(_equitySymbol, gdp.Value > 0m ? 1 : -1);
            }
        }
    }
}