Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
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
Tracking Error
0
Treynor Ratio
0
Total Fees
$1.00
Estimated Strategy Capacity
$72000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
Portfolio Turnover
0%
 
# region imports
from AlgorithmImports import *
# endregion

class SquareFluorescentYellowViper(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 8, 15)
        self.SetEndDate(2022, 8, 16)
        self.SetCash(100000)
        self.AddEquity("SPY", Resolution.Minute)

    def OnData(self, slice: Slice):
        if not self.Portfolio.Invested:
            self.SetHoldings("SPY", 0.33)
        if self.Time.hour==12 and self.Time.minute==30:
            self.Log(slice.Bars)
            self.Log(self.RuntimeStatistics["Equity"])