| 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 0 Tracking Error 0 Treynor Ratio 0 Total Fees $0.00 |
namespace QuantConnect.Algorithm.CSharp
{
public class TransdimensionalVentralFlange : QCAlgorithm
{
IEnumerable<Symbol> MyCoarseFilterFunction(IEnumerable<CoarseFundamental> coarse) {
var stocks = (from c in coarse
where c.DollarVolume > 3000000 &&
c.Price > 15
orderby c.DollarVolume descending
select c.Symbol).Take(1).ToList();
return stocks;
}
Symbol symbol;
public override void Initialize()
{
SetStartDate(2019, 9, 10); //Set Start Date
SetEndDate(2019, 9, 11); //Set Start Date
SetCash(100000); //Set Strategy Cash
symbol = AddEquity("SPY", Resolution.Minute).Symbol;
//UniverseSettings.Resolution = Resolution.Minute;
//AddUniverse(MyCoarseFilterFunction);
}
/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
/// Slice object keyed by symbol containing the stock data
public override void OnData(Slice data)
{
Debug($" Data Contains Symbol: {data.ContainsKey(symbol)}");
Debug($" Data Contains Ticker: {data.ContainsKey(symbol.Value)}");
foreach(var symbol in data.Keys){
Debug($"Symbol: {symbol}, Data Contains Symbol?: {data.ContainsKey(symbol)} --- Ticker: {symbol.Value}, Data Contains Ticker?: {data.ContainsKey(symbol.Value)}");
}
}
public override void OnSecuritiesChanged(SecurityChanges changes)
{
Debug($"Main->OnSecuritiesChanged({changes.RemovedSecurities.Count}), RemovedSecurities: "+string.Join(",", changes.RemovedSecurities.Select(x => x.Symbol.Value)));
Debug($"Main->OnSecuritiesChanged({changes.AddedSecurities.Count}), AddedSecurities: "+string.Join(",", changes.AddedSecurities.Select(x => x.Symbol.Value)));
foreach (var removed in changes.RemovedSecurities)
{
}
foreach (var added in changes.AddedSecurities)
{
}
}
}
}