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
-30.167
Tracking Error
0.155
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
class HipsterFluorescentPinkChinchilla(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 11, 12)     # Set Start Date
        self.SetEndDate(2020, 11, 13)     # Set End Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("IBM", Resolution.Daily)
        self.AddEquity("AAPL", Resolution.Daily)


    def OnData(self, data):
        
        self.dataframe = self.History([self.Symbol("IBM"), self.Symbol("AAPL")], 3)
        self.Log ("testing"+ "\n")
        self.Log (str(self.dataframe)+ "\n")
        
        self.uncz= self.dataframe["close"].unstack(level=0)
        self.Log ("Unstacking close at level=0 is" + "\n" + str(self.uncz)+"\n")
        
        self.unco= self.dataframe["close"].unstack(level=1)
        #self.Log ("Unstacking close at level=1 is" + "\n" + str(self.unco)+"\n")
        

        #for tuple in self.unco.itertuples():
            #self.Log(str(tuple[0])+"\n")
            #self.Log(str(tuple[2]-tuple[1])+"\n")
            
        #self.unt=self.dataframe.unstack(level=0)
        #self.Log ("Unstacking dataframe total at level=0 is" + "\n" + str(self.unt)+"\n")