Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
60.800%
Drawdown
0.300%
Expectancy
0
Net Profit
0.871%
Sharpe Ratio
8.077
Sortino Ratio
0
Probabilistic Sharpe Ratio
92.426%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.127
Beta
0.328
Annual Standard Deviation
0.028
Annual Variance
0.001
Information Ratio
-14.777
Tracking Error
0.058
Treynor Ratio
0.696
Total Fees
$1.00
Estimated Strategy Capacity
$410000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
Portfolio Turnover
4.63%
 
# region imports
from AlgorithmImports import *
from tlt import *

# endregion

class UglyBluePig(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2024, 2, 1)
        self.SetCash(100000)
        self.AddEquity("SPY", Resolution.Hour)
     

    def OnData(self, data: Slice):
        if not self.Portfolio.Invested:
            self.SetHoldings("SPY", 0.33)
        self.Log ('The result of f:'+str(f()))

class B:
    def call_a(self):
        UglyBluePig.Log("This is a test")
       
        
   

#region imports
from AlgorithmImports import *
#endregion
from AlgorithmImports import *

def f():
    #UglyBluePig.Log("This is tlt")
    return 1

def g():
    return 2

# Your New Python File