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
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
class CalculatingBlueDog(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 10, 12)  # Set Start Date
        self.SetEndDate(2020, 10, 13)
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol1 = Symbol.Create("TSLA", SecurityType.Equity, Market.USA)
        self.symbol2 = Symbol.Create("AAPL", SecurityType.Equity, Market.USA)
        
        self.UniverseSettings.MinimumTimeInUniverse = timedelta(hours=1)
        self.UniverseSettings.Resolution = Resolution.Hour
        
        # Option 1
        self.AddEquity("TSLA", Resolution.Hour)
        self.AddEquity("AAPL", Resolution.Hour)
        
        # Option 2
        #self.AddUniverse(self.SelectCoarse)
        
    #def SelectCoarse(self, coarse):
    #    return [self.symbol1, self.symbol2]


    def OnData(self, data):
        for symbol in data.Bars.Keys:
            self.Log(str(symbol))
        
        if data.Time.hour == 12:
            val = self.RemoveSecurity(self.symbol1)
            self.Log(f"Removed {str(self.symbol1)} {val}")