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
-0.91
Tracking Error
0.173
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class AdaptableBlackLlama(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2013, 12, 21)
        self.SetCash(100000) 
        self.target = self.AddEquity("PTGI", Resolution.Minute).Symbol
        self.Debug(f'Start Date: {self.target.ID.Date}')

    def OnData(self, data):
        if np.datetime64(self.target.Symbol.ID.Date) < np.datetime64('2021'):
            self.SetHoldings("PTGI", 1)