| 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 -2.258 Tracking Error 0.122 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
from Selection.FundamentalUniverseSelectionModel import FundamentalUniverseSelectionModel
class RetrospectiveBrownSalmon(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2020, 12, 6)
self.SetCash(100000)
self.AddEquity("SPY", Resolution.Minute)
d = {}
alpha = Alpha(d)
uni = MyUniverse(d)
self.AddAlpha(alpha)
self.AddUniverseSelection(uni)
alpha.update_d('a', 1)
self.Debug(uni.d)
class Alpha(AlphaModel):
def __init__(self, d):
self.d = d
def update_d(self, k, v):
self.d[k] = v
def Update(self, algorithm, updated):
return []
class MyUniverse(FundamentalUniverseSelectionModel):
def __init__(self, d):
self.d = d
super().__init__(True, None)
def SelectCoarse(self, algorithm, coarse):
return Universe.Unchanged
def SelectFine(self, algorithm, fine):
return Universe.Unchanged