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 MeasuredYellowGreenRabbit(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 10, 29)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Daily)
        
        self.order_events = []


    def OnData(self, data):
        if not self.Portfolio.Invested:
            self.SetHoldings("SPY", 1)
            
        # We can access the `self.order_events` here now
        if self.order_events:
            self.Quit(f"Accessed the order events inside OnData")
        
    def OnOrderEvent(self, orderEvent):
        self.order_events.append(orderEvent)