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
 
from datetime import timedelta

class OptionsAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2016, 1, 1)
        self.SetEndDate(2016, 1, 5)
        self.SetCash(20000)
        self.syl = 'PFE'
        equity = self.AddEquity(self.syl, Resolution.Minute)
        self.underlyingsymbol = equity.Symbol
        # use the underlying equity as the benchmark
        self.SetBenchmark(equity.Symbol)

        
    def OnData(self, slice):
        stockPrice = self.Securities[self.underlyingsymbol].Price
        self.Log("stockPrice=" + str(stockPrice))