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
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
 
class BasicTemplateAlgorithm(QCAlgorithm):
    def Initialize(self):

        self.SetStartDate(2009,10,07)  #Set Start Date
        self.SetEndDate(2009,10,11)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash
        
        self.asset = 'SPXL'
        self._asset = self.AddEquity(self.asset, Resolution.Minute)
        self._asset.SetDataNormalizationMode(DataNormalizationMode.SplitAdjusted)
        
        self.Schedule.On(
            self.DateRules.EveryDay(self.asset),
            self.TimeRules.AfterMarketOpen(self.asset, 60),
            Action(self._print_quote)
        )


    def OnData(self, data):
        pass
    
    def _print_quote(self):
        self.Log("%s: close=%.2f" % (
            self.Time, self.Securities[self.asset].Close))