| 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 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 |
import numpy as np
import pandas as pd
from datetime import timedelta
class BasicTemplateAlgorithm(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2014, 6, 6) #Set Start Date
self.SetEndDate(2014, 6, 10) #Set End Date
self.SetCash(100000) #Set Strategy Cash
self.AddEquity("AAPL", Resolution.Daily)
def OnData(self, data):
A(self).log_time()
class A:
def __init__(self, algo):
self.algo = algo
def log_time(self):
self.algo.Log(str(self.algo.Time))