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
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# reduce

from functools import reduce


class CalculatingOrangeMule(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 12, 7)  
        self.SetCash(100000)  
        self.AddEquity("SPY", Resolution.Daily)

    def OnData(self, data):
        num_list = [1,2,3,4,5]
        avg=sum(num_list)/len(num_list)
        self.Log(reduce(lambda a,b:a+abs(avg-b),num_list,0)/len(num_list))