Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
5.845%
Drawdown
14.400%
Expectancy
0
Net Profit
0%
Sharpe Ratio
0.742
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0.079
Annual Variance
0.006
Information Ratio
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$1.00
namespace QuantConnect 
{   
    /*
    *   QuantConnect University: Generic Quandl Data Importer
    *
    *   Using the underlying dynamic data class "Quandl" we take care of the data 
    *   importing and definition for you. Simply point QuantConnect to the Quandl Short Code.
    *
    *   The Quandl object has properties which match the spreadsheet headers.
    *   If you have multiple quandl streams look at data.Symbol to distinguish them.
    */
    public class QCUQuandlImporter : QCAlgorithm
    {
        string dividendCode = "SEC/AAPL_COMMONSTOCKDIVIDENDSPERSHAREDECLARED_Q";
		string grossProfit = "SEC/AAPL_GROSSPROFIT_Q";
        
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize()
        {
            SetCash(25000);
            SetStartDate(2012, 1, 1);         
            SetEndDate(DateTime.Now.Date.AddDays(-1)); 
            
            //Add Generic Quandl Data:
            AddSecurity(SecurityType.Equity, "AAPL", Resolution.Minute);
            AddData<QuandlSEC>(dividendCode, Resolution.Daily);
            AddData<QuandlSEC>(grossProfit, Resolution.Daily);
        }
        
        public override void OnData(Slice data) 
        {
        	if (!Portfolio.Invested) Order("AAPL", 100);
        	
            var quandls = data.Get<Quandl>();
            foreach(var key in quandls.Keys) {
            	Console.WriteLine(Time.ToString("o") + key + " " + quandls[key]); 
            }
        }
    }
    
    // Custom quandl data type for setting customized value column name. 
    // Value column is used for the primary trading calculations and charting.
    public class QuandlSEC : Quandl {
        public QuandlSEC() : base(valueColumnName: "Value") 
        {
        }
    }
}