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
-0.174
Tracking Error
0.153
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
 
# region imports
from AlgorithmImports import *
# endregion

class SwimmingAsparagusGaur(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 4, 29)
        self.SetCash(100000)
        self.AddUniverse(self.CoarseFilter)
        self.UniverseSettings.Resolution = Resolution.Daily
        self.UniverseSettings.DataNormalizationMode = DataNormalizationMode.Raw

        self.vacc = self.AddEquity("VACC", Resolution.Daily).Symbol

    def CoarseFilter(self, coarse: List[CoarseFundamental]) -> List[Symbol]:
        # this debug statement is never printed, showing that the symbol is not in coarse (and therefore will not be in fine)
        for security in coarse:
            if security.Symbol.Value == 'VACC':
                self.Debug('VACC in coarse')

        return [security.Symbol for security in coarse if 0.50 <= security.Price <= 15]

    def OnSecuritiesChanged(self, changes: SecurityChanges) -> None:
        pass

    def OnData(self, data: Slice):
        # however we have access to the manually created symbol
        if self.vacc in data:
            self.Debug('VACC in manual universe')