Overall Statistics
Total Orders
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Start Equity
100000
End Equity
100000
Net Profit
0%
Sharpe Ratio
0
Sortino 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
-1.162
Tracking Error
0.138
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
Drawdown Recovery
0
 
# region imports
from AlgorithmImports import *
# endregion

class RetrospectiveFluorescentOrangeChicken(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2024, 1, 1)
        self.set_cash(100000)
        [self.add_data(Fred, x, Resolution.DAILY).symbol 
            for x in 'FEDFUNDS,ICSA,UMCSENT,BBKMLEIX,GDP,NCBEILQ027S,BAA,AAA'.split(',')]

    def on_end_of_day(self, symbol):
        self.plot(str(symbol), '-', self.securities[symbol].price)