Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
28.273%
Drawdown
5.400%
Expectancy
0
Net Profit
13.190%
Sharpe Ratio
2.496
Probabilistic Sharpe Ratio
79.248%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0
Beta
0.997
Annual Standard Deviation
0.123
Annual Variance
0.015
Information Ratio
-2.851
Tracking Error
0
Treynor Ratio
0.309
Total Fees
$1.28
Estimated Strategy Capacity
$53000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
 
import cython
    
@cython.locals(a=cython.double, b=cython.double)
def foo(a, b):
    return a + b
    
    
@cython.cclass
class A:
    cython.declare(a=cython.int, b=cython.int)
    c = cython.declare(cython.int, visibility='public')
    d = cython.declare(cython.int)  # private by default.
    e = cython.declare(cython.int, visibility='readonly')

    def __init__(self, a, b, c, d=5, e=3):
        self.a = a
        self.b = b
        self.c = c
        self.d = d
        self.e = e
        

class CasualYellowGreenCaribou(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 2, 10)
        self.SetCash(100000) 
        self.AddEquity("SPY", Resolution.Minute)

    def OnData(self, data):
        ''' OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''
      
        # Check if we're not invested and then put portfolio 100% in the SPY ETF.      
        if not self.Portfolio.Invested:
           self.SetHoldings("SPY", 1)
        self.Log(foo(1,2))
        self.Log(A(1,2,-3).c)