Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
14.043%
Drawdown
33.700%
Expectancy
0
Net Profit
52.415%
Sharpe Ratio
0.754
Probabilistic Sharpe Ratio
29.745%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
1
Annual Standard Deviation
0.225
Annual Variance
0.051
Information Ratio
-0.845
Tracking Error
0
Treynor Ratio
0.17
Total Fees
$19.57
Estimated Strategy Capacity
$57000000.00
 
from math import floor

class BootCampTask(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2018, 1, 4)  # Set Start Date 
        self.SetEndDate(2021, 3, 20) # Set End Date
        #self.SetEndDate(2018, 1, 5) # Set End Date
        self.SetCash(1000000)  # Set Strategy Cash

        self.spy = self.AddEquity("SPY", Resolution.Minute)

    def OnData(self, data):
        #self.order = floor(self.Portfolio.Cash/self.spy.Symbol.AskPrice)
        #3. Place an order for 100 shares of IWM and print the average fill price
        #4. Debug the AveragePrice of IWM
        order= floor(self.Portfolio.Cash/self.Securities["SPY"].Price)
        if not self.Portfolio.Invested:
            #self.SetHoldings("SPY", 1)
            self.MarketOrder("SPY", order)
            self.Debug(str(self.Portfolio["SPY"].AveragePrice))