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 -10.582 Tracking Error 0.139 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
from AlgorithmImports import * class Testnifty(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 11, 1) # Set Start Date self.SetEndDate(2020, 11, 30) # Set End Date self.SetCash(100000) # Set Strategy Cash #self.AddEquity("SPY", Resolution.Minute) nifty = self.AddData(Nifty, "NIFTY", Resolution.Daily).Symbol self.logCount=0 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 """ #if not data.ContainsKey("NIFTY"): return if self.logCount > 20:return # print 20 minutes of data self.Log(" Open:{0} | High:{1} | Low:{2} | Close:{3}".format(data["NIFTY"].Open,data["NIFTY"].High,data["NIFTY"].Low,data["NIFTY"].Close)) self.logCount +=1 class Nifty(PythonData): '''NIFTY Custom Data Class''' def GetSource(self, config, date, isLiveMode): return SubscriptionDataSource("https://www.dropbox.com/s/2u4pkqh751fizf0/final.csv?dl=1", SubscriptionTransportMedium.RemoteFile) def Reader(self, config, line, date, isLiveMode): if not (line.strip() and line[0].isdigit()): return None # New Nifty object index = Nifty() index.Symbol = config.Symbol try: # Example File Format: # Symbol Date Time Open High Low Close # NIFTY 2011-09-13 09.01 7792.9 7799.9 7722.65 7748.7 data = line.split(',') data[1]=data[1]+data[2] # Concatinating Date and time index.Time = datetime.strptime(data[1], "%Y%m%d%H%M%S") index.EndTime = index.Time + timedelta(days=1) index.Value = data[6] index["Open"] = float(data[3]) index["High"] = float(data[4]) index["Low"] = float(data[5]) index["Close"] = float(data[6]) except ValueError: # Do nothing return None return index