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
-2.344
Tracking Error
0.135
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class UglyBlueBadger(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 1, 22)
        self.SetCash(100000) 

        symbolsOne = [Symbol.Create(ticker, SecurityType.Equity, Market.USA) for ticker in ["SPY", "QQQ"]]
        self.AddUniverseSelection( ManualUniverseSelectionModel(symbolsOne))

        symbolsTwo = [Symbol.Create(ticker, SecurityType.Equity, Market.USA) for ticker in ["FB", "TWTR"]]
        self.AddUniverseSelection( ManualUniverseSelectionModel(symbolsTwo))

        self.AddAlpha(CustomAlphaOne(symbolsOne))
        self.AddAlpha(CustomAlphaTwo(symbolsTwo))

        self.SetPortfolioConstruction( NullPortfolioConstructionModel() ) 
        self.SetExecution( ImmediateExecutionModel() )

    def OnData(self, data):
        pass

class CustomAlphaOne(AlphaModel):
    def __init__(self,symbols):
        self.symbols = symbols

    def Update(self, algorithm, slice):
        return [Insight.Price(symbol, timedelta(1), InsightDirection.Up)
            for symbol in self.symbols]
        
    def OnSecuritiesChanged(self, algorithm, changes):
        for x in changes.AddedSecurities:
            if x.Symbol not in self.symbols:
                continue
            algorithm.Debug(f'CustomAlphaOne: {x.Symbol}')

class CustomAlphaTwo(AlphaModel):
    def __init__(self,symbols):
        self.symbols = symbols

    def Update(self, algorithm, slice):
        return [Insight.Price(symbol, timedelta(1), InsightDirection.Down)
            for symbol in self.symbols]

    def OnSecuritiesChanged(self, algorithm, changes):
        for x in changes.AddedSecurities:
            if x.Symbol not in self.symbols:
                continue
            algorithm.Debug(f'CustomAlphaTwo: {x.Symbol}')