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
5.166
Tracking Error
0.065
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
#region imports
from AlgorithmImports import *
#endregion
class SmoothRedWhale(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 2, 19)  # Set Start Date
        self.SetEndDate(2021, 2, 23) 
        self.SetCash(100000)  # Set Strategy Cash
        
        self.UniverseSettings.Resolution = Resolution.Daily
        self.universe1 = self.AddUniverse(self.Coarse, self.Fine1)
        self.universe2 = self.AddUniverse(self.Coarse, self.Fine2)

    def OnData(self, data):
        # Note: in the below, x is Symbol and x.Value is string
        self.Debug(f"universe 1 includes: {[x.Value for x in self.universe1.Members.Keys]}")
        self.Debug(f"universe 2 includes: {[x.Value for x in self.universe2.Members.Keys]}")
        
    def Coarse(self, coarse):
        return [Symbol.Create("SPY", SecurityType.Equity, Market.USA), Symbol.Create("AAPL", SecurityType.Equity, Market.USA)]
        
    def Fine1(self, coarse):
        return [Symbol.Create("SPY", SecurityType.Equity, Market.USA)]
        
    def Fine2(self, coarse):
        return [Symbol.Create("AAPL", SecurityType.Equity, Market.USA)]