| 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 -71.93 Tracking Error 0.16 Treynor Ratio 0 Total Fees $0.00 |
import pickle
class ParticleQuantumRegulators(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2020, 11, 1) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.AddUniverse(self.CoarseFilter)
def CoarseFilter(self, coarse):
return [c.Symbol for c in coarse][:3]
def OnEndOfAlgorithm(self):
tickers = [s.Value for s in self.ActiveSecurities.Keys]
self.ObjectStore.SaveBytes('universe', pickle.dumps(tickers))