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
-4.709
Tracking Error
0.093
Treynor Ratio
0
Total Fees
$0.00
 
class BasicFW(QCAlgorithm):


    def Initialize(self):
        self.SetStartDate(2020,7 , 29)
        self.SetEndDate(2020, 8, 1)
        self.SetCash(10000000)
        resolution = Resolution.Minute
        self.SetBrokerageModel(BrokerageName.AlphaStreams)
        self.UniverseSettings.Resolution = resolution
        self.AddUniverse(self.CoarseSelectionFunction, self.FineSelectionFunction )
        self.spy = self.AddEquity("SPY", Resolution.Daily).Symbol
        # Consolidate 1min SPY -> 1-Day Bars



    
    #UNIVERSE
    def CoarseSelectionFunction( self, coarse ):
        return [Symbol.Create("NIO", SecurityType.Equity, Market.USA)]
        
    def FineSelectionFunction( self, fine ):
        fineList = [x.Symbol.Value for x in fine]
        self.Log(fineList)
        if 'NIO' not in fineList:                          
            self.Log('Nio NOT is here!')
        return []