| Overall Statistics |
|
Total Orders 0 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 Start Equity 100000 End Equity 100000 Net Profit 0% Sharpe Ratio 0 Sortino 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 4.444 Tracking Error 0.145 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset Portfolio Turnover 0% Drawdown Recovery 0 |
# region imports
from AlgorithmImports import *
# endregion
class ReadObjectStoreLive(QCAlgorithm):
def initialize(self):
self.set_start_date(self.end_date-timedelta(5))
self.add_equity("SPY")
self.schedule.on(self.date_rules.every_day("SPY"), self.time_rules.every(timedelta(hours=1)), self._read_file)
def _read_file(self):
filename = self.object_store.get_file_path('/orats/spx_senti_score_live.txt')
df = pd.read_csv(filename)
self.log(df.to_string())