Overall Statistics |
class UncoupledDynamicGearbox(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 5, 23) # Set Start Date self.SetCash(100000) # Set Strategy Cash self.AddEquity("SPY", Resolution.Minute) self.bought_time = None def OnData(self, data): if not self.Portfolio.Invested: self.SetHoldings("SPY", 1) self.bought_time = data.Time def OnEndOfDay(self): self.Plot("Days Held", "Number of Days", (self.Time - self.bought_time).days)