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 |
class Algorithm(QCAlgorithm): def Initialize(self): self.SetCash(10000) self.SetStartDate(2021, 3, 14) self.SetEndDate(2021, 3, 15) self.AddEquity("SPY") self.SetSecurityInitializer(lambda x: x.SetDataNormalizationMode(DataNormalizationMode.Raw)) def OnData(self, data): contracts = self.OptionChainProvider.GetOptionContractList("SPY", self.Time) self.Quit(f"Contracts: {len(contracts)}")