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
-0.495
Tracking Error
0.196
Treynor Ratio
0
Total Fees
$0.00
 
class MultidimensionalQuantumEngine(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(1998, 6, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        years = 1 #10
        
        symbol = self.AddEquity("SPY", Resolution.Minute).Symbol
        history = self.History(symbol, years*252, Resolution.Daily).iloc[:years*252]
        self.Log(f"\nHead:\n{history.head().to_string()}\nTail:\n{history.tail().to_string()}")