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
-0.718
Tracking Error
0.169
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
Drawdown Recovery
0
 
from AlgorithmImports import *
from QuantConnect.DataSource.QuiverQuant import TransactionCode

class QuiverInsiderTradingDataAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2020, 1, 1)
        self.add_universe(QuiverInsiderTradingUniverse, self.universe_selection)

    def universe_selection(self, data: List[QuiverInsiderTradingUniverse]) -> List[Symbol]:
        selected = [x for x in data if x.transaction_code == TransactionCode.PURCHASE]
        self.plot('Universe', 'PURCHASE', len(selected))
        return Universe.UNCHANGED