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
-2.232
Tracking Error
0.112
Treynor Ratio
0
Total Fees
$0.00
 
using QuantConnect.Securities.Future;

namespace QuantConnect.Algorithm.CSharp
{
    public class HorizontalCalibratedAtmosphericScrubbers : QCAlgorithm
    {
		private Future _future;
        
        public override void Initialize()
        {
            SetStartDate(2019, 1, 1);
            SetEndDate(2020, 1, 1);
            SetCash(100000);

            _future = AddFuture(Futures.Indices.SP500EMini, Resolution.Minute);
            _future.SetFilter(0, 600);

            var contracts = FutureChainProvider.GetFutureContractList(_future.Symbol, new DateTime(2019, 1, 1));
            Debug($"list of contracts from FutureChainProvixder: {string.Join(", ", contracts.Select(x => x.Value).ToList())}");
        }

        public override void OnData(Slice data)
        {
            // ...
        }

    }
}