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
2.961
Tracking Error
0.251
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
from AlgorithmImports import *

class Test(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2022, 6, 1)
        self.SetEndDate(2022, 6, 10)
        self.SetCash(5000)

        self.spy = self.AddEquity("SPY")
        self.begun = False

    def OnData(self,slice):
        if self.begun : return

        i = 0
        date = self.Time.date()
        while i != 2:
            date += timedelta(1)
            if self.spy.Exchange.DateIsOpen(date):
                i += 1

        order_properties = OrderProperties()
        order_properties.TimeInForce = TimeInForce.GoodTilDate(date)
        self.LimitOrder(self.spy.Symbol, 1, 1., orderProperties=order_properties)
        
        self.begun = True