Overall Statistics
Total Orders
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Start Equity
100000
End Equity
100000
Net Profit
0%
Sharpe Ratio
0
Sortino 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
-0.476
Tracking Error
0.159
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
Drawdown Recovery
0
 
# region imports
from AlgorithmImports import *
# endregion

class MyAlgorithm(QCAlgorithm):
    def initialize(self):
        # One subscription for all Apple forms (Fresh, Applesauce, Juice, etc.)
        self.add_data(USDAFruitAndVegetables, USDAFruitAndVegetable.Symbols.Apples, Resolution.DAILY)

    def on_data(self, slice):
        for symbol, collection in slice.get(USDAFruitAndVegetables).items():
            for data in collection.data:
                self.log(f"{data.form}: ${data.price_per_cup_equivalent}")