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
 
# When using AddEquity the OnEndOfDay() is called
# but when using AddUniverse, the OnEndOfDay() is not called.
# It applies to both: OnEndOfDay(self) and OnEndOfDay(self, symbol).
USE_UNIVERSE = True

class BasicTemplateAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 3, 1)  # Set Start Date
        self.SetEndDate(2019, 3, 10)
        self.SetCash(100000)  # Set Strategy Cash
        
        if USE_UNIVERSE:
            self.UniverseSettings.Resolution = Resolution.Minute
            self.AddUniverse(self.CoarseSelectionFunction)
        else:
            self.symbol = 'SPY'
            self.AddEquity(self.symbol, Resolution.Minute)
        
        
    def CoarseSelectionFunction(self, coarse):
        sortedByDollarVolume = sorted(coarse, key=lambda x: x.DollarVolume, reverse=True)
        if len(sortedByDollarVolume) == 0: return []
        self.Debug(f'{self.Time} {sortedByDollarVolume[0].Symbol}')
        return [ sortedByDollarVolume[0].Symbol ]

    def OnData(self, data):
        pass
        
    def OnEndOfDay(self):
        self.Debug(f'OnEndOfDay() {self.Time}')
    
    # def OnEndOfDay(self, symbol):
        # self.Debug(f'eod {self.Time} {symbol}')