Overall Statistics
Total Orders
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Start Equity
100000
End Equity
100000
Net Profit
0%
Sharpe Ratio
0
Sortino 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
-0.524
Tracking Error
0.147
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
Drawdown Recovery
0
 
# region imports
from AlgorithmImports import *
# endregion

class FredAlternativeDataAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2003, 1, 1)
        self.set_end_date(2019, 10, 11)
        self.set_cash(100000)

        self.dataset_symbol = self.add_data(Fred, "BAMLH0A0HYM2EY", Resolution.DAILY).symbol

    def on_data(self, slice: Slice) -> None:
        for dataset_symbol, data_point in slice.get(Fred).items():
            self.log(f"{dataset_symbol} value at {slice.time}: {data_point.value}")