| 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 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 |
class UncoupledParticleEngine(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2015, 1, 1) # Set Start Date
self.SetEndDate(2015, 7, 1) # Set End Date
self.SetCash(100000) # Set Strategy Cash
self.AddEquity("SPY", Resolution.Minute) # self.AddEquity("SPY", Resolution.Minute)
self.rsi = self.RSI("SPY", 10, MovingAverageType.Simple, Resolution.Daily)
# set a warm-up period to initialize the indicator
self.SetWarmUp(timedelta(20))
# Warm-up the indicator with bar count
# self.SetWarmUp(10, Resolution.Daily)
def OnData(self, data):
## You can access the TradeBar dictionary in the slice object and then subset by symbol
## to get the TradeBar for SPY
if data.Bars.ContainsKey("SPY"):
spyTradeBar = data.Bars['SPY']
spyOpen = spyTradeBar.Open ## Open price
spyClose = spyTradeBar.Close ## Close price
# if not self.Portfolio.Invested:
# self.SetHoldings("SPY", 1)
else:
self.Debug(f"On time >> {self.Time} :: Tradebar does not contain SPY!")
## Condition to see if SPY is in the Dividend DataDictionary
if data.Dividends.ContainsKey("SPY"):
## Log the dividend distribution
self.Debug(f"On time >> {self.Time} :: SPY paid a dividend of {data.Dividends['SPY'].Distribution}")