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
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
 
class MyAlgorithm(QCAlgorithm):
    
    def Initialize(self):
        self.SetStartDate(2014, 7, 1)  # Set Start Date
        self.SetEndDate(2014, 7, 17)
        self.SetCash(100000)  # Set Strategy Cash
        
        
        for ticker in ["AAPL"]:
            self.AddEquity(ticker, Resolution.Daily)
            self.Securities[ticker].SetDataNormalizationMode(DataNormalizationMode.Raw);

        self.Schedule.On(self.DateRules.EveryDay("AAPL"),  
                 self.TimeRules.AfterMarketOpen("AAPL", 5),         
                 Action(self.log_test))


    def log_test(context):
        # Try the History method with a python list
        # Note the brackets
        history = context.History(["AAPL"], 3)
        closes = history.close.unstack(level=0)
        last_close = closes["AAPL"].tail(1)
        
        
        neg_index = history.iloc[-1]
        context.Log('history list type: {} value: {}'
                    .format(type(history), closes))
        '''
        # Try the History method with a single symbol
        # Note there are no brackets
        history = context.History("AAPL", 3)["close"].unstack(level=0)
        neg_index = 0 #history.iloc[-1]
        context.Log('history list type: {} value: {}'
                    .format(type(history), neg_index))
        '''