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
Lowest Capacity Asset
 
class UniverseTest(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 9, 15)
        self.SetEndDate(2021, 9, 15)
        self.SetCash(100000)
        
        self.AddUniverse(self.CoarseFilter)
        self.indp = self.AddEquity('INDP').Symbol
    
    def CoarseFilter(self, coarse):
        selected = [x.Symbol for x in coarse if x.Symbol.Value in ['AAPL', 'MSFT', 'INDP']]
        symbols = [s.Value for s in selected]
        self.Debug(f'{symbols}')
        self.Debug(f'{self.indp.Value}')
        return selected