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
-19.809
Tracking Error
0.094
Treynor Ratio
0
Total Fees
$0.00
 
class BasicTemplateFrameworkAlgorithm(QCAlgorithm):
    
    def Initialize(self):
        self.SetStartDate(2020, 6, 1)  # Set Start Date
        self.SetEndDate(2020, 6, 2)
        self.SetCash(100000)  # Set Strategy Cash

        self.AddEquity("SPY", Resolution.Daily, Market.USA)
        self.AddAlpha(CustomAlphaModel(self))
        self.Locked = True


class CustomAlphaModel(AlphaModel):
    
    def __init__(self, algorithm):
        self.algo = algorithm
        self.shown = False
    
    def Update(self, algorithm, data):
        if not self.shown:
            algorithm.Debug("Algo Locked Property: {} ".format(self.algo.Locked))
            self.shown = True
        return []