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
-2.312
Tracking Error
0.122
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class WellDressedFluorescentPinkPig(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 12, 1)
        self.SetCash(100000) 
        self.spy = self.AddEquity("SPY", Resolution.Daily)
        
        

    def OnData(self, data):
        if not self.Portfolio.Invested:
            order = MarketOrder(self.spy, 20)
            parameters = OrderFeeParameters(self.spy, order)
            fee = self.spy.FeeModel.GetOrderFee(parameters).Value
            self.Debug(f"{fee.Amount} {fee.Currency}")
            return
        self.Quit()