| 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 -1.577 Tracking Error 0.122 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
class RetrospectiveApricotFox(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2020, 8, 20) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.AddEquity("AAPL", Resolution.Minute)
def OnData(self, data):
if data.Splits.ContainsKey("AAPL"):
split = data.Splits["AAPL"]
if split.Type == SplitType.Warning:
self.Debug(f"At {self.Time}, AAPL is going to split in the text trade day by a split factor of {split.SplitFactor}")
elif split.Type == SplitType.SplitOccurred:
self.Debug(f"At {self.Time}, AAPL has just been split by a split factor of {split.SplitFactor}")