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
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
 
class Zoo(QCAlgorithm):
    def Initialize(c):
        c.SetCash(10000)
        c.SetStartDate(2017,12,21)
        c.SetEndDate(  2017,12,28)
        c.UniverseSettings.Resolution = Resolution.Minute
        c.AddUniverse(c.CoarseSelection)

    def CoarseSelection(c, coarse):
        coarse = [ s for s in coarse if s.Price > .5 and s.Price < .7 and s.HasFundamentalData ]
        for s in coarse:
            if 'ZSAN' in str(s.Symbol):
                c.Debug('{}   {}  prc {}   {}'.format(s, str(s.Symbol), s.Price, c.History([s.Symbol], 7)))
        return [ s.Symbol for s in coarse ]

'''

2017-12-21 00:00:00 ZSAN VXLELNXHWMSL: $0.67   ZSAN VXLELNXHWMSL                                           close    high     low    open  volume
symbol            time                                                       
ZSAN VXLELNXHWMSL 2017-12-20 15:56:00  12.800  12.820  12.800  12.820   700.0
                  2017-12-20 15:57:00  12.800  12.820  12.800  12.820   700.0
                  2017-12-20 15:58:00  12.800  12.820  12.800  12.820   700.0
                  2017-12-20 15:59:00  12.934  12.934  12.934  12.934    64.0
                  2017-12-20 16:00:00  12.800  12.800  12.800  12.800    15.0
                  
Note XTNT and NABI were similar until having removed some code for this example, another mystery                  
2017-12-27 00:00:00 XTNT W4UC2FV86KBP: $0.54   XTNT W4UC2FV86KBP                                             close      high       low      open  \
symbol            time                                                          
XTNT W4UC2FV86KBP 2017-12-26 15:56:00  6.583432  6.603840  6.583432  6.603840   
                  2017-12-26 15:57:00  6.585833  6.585833  6.585833  6.585833   
                  2017-12-26 15:58:00  6.585833  6.585833  6.585833  6.585833   
                  2017-12-26 15:59:00  6.585833  6.585833  6.585833  6.585833   
                  2017-12-26 16:00:00  6.482592  6.583432  6.482592  6.583432   
2017-12-27 00:00:00 NABI R735QTJ8XC9X: $0.57   NABI R735QTJ8XC9X                                             close      high       low      open  \
symbol            time                                                          
NABI R735QTJ8XC9X 2017-12-26 15:59:00  6.270627  6.271727  6.270627  6.271727   
                  2017-12-26 16:00:00  6.270627  6.271727  6.270627  6.271727   
                  
'''