| Overall Statistics |
|
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 5.263% Drawdown 1.300% Expectancy 0 Net Profit 1.302% Sharpe Ratio 1.366 Probabilistic Sharpe Ratio 57.489% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0.059 Beta -0.036 Annual Standard Deviation 0.032 Annual Variance 0.001 Information Ratio -2.523 Tracking Error 0.154 Treynor Ratio -1.193 Total Fees $1.00 Estimated Strategy Capacity $690000000.00 |
namespace QuantConnect
{
public class BuyOneSecurity : QCAlgorithm
{
string _ticker = "AAPL";
private Symbol _symbol;
private Identity _price;
public override void Initialize()
{
SetStartDate(2020, 10, 01);
SetEndDate(2021, 01, 01);
SetCash(100000);
_symbol = AddEquity(_ticker, Resolution.Daily, Market.USA).Symbol;
_price = Identity(_symbol);
PlotIndicator($"{_symbol.Value} Price", _price);
}
public override void OnData(Slice data)
{
if (!Portfolio.Invested)
{
SetHoldings(_symbol, 0.1);
Log($"Purchased Security {_symbol.ID}");
}
}
public override void OnSecuritiesChanged(SecurityChanges changes)
{
foreach (var securityChange in changes.RemovedSecurities)
{
Log(securityChange.Symbol.ID.ToString() + " - Delisted");
}
}
public void OnData(Splits data)
{
Log("_ticker: " + Securities["_ticker"].Price);
var split = data["_ticker"];
Log($"{split.Time.ToIso8601Invariant()} >> SPLIT >> {split.Symbol} - " +
$"{split.SplitFactor.ToStringInvariant()} - " +
$"{Portfolio.Cash.ToStringInvariant()} - " +
$"{Portfolio["_ticker"].Quantity.ToStringInvariant()}"
);
}
public override void OnEndOfAlgorithm()
{
Liquidate();
}
}
}