| 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 -1.897 Tracking Error 0.367 Treynor Ratio 0 Total Fees $0.00 |
class TransdimensionalTachyonContainmentField(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2020, 3, 14) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
custom_tickers = ['????????/IGLN.csv', '????????/SILVERPRICE.csv']
for ticker in custom_tickers:
self.AddData(CustomDropboxOHLC, ticker, Resolution.Daily)
def OnData(self, data):
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
Arguments:
data: Slice object keyed by symbol containing the stock data
'''
# if not self.Portfolio.Invested:
# self.SetHoldings("SPY", 1)
class CustomDropboxOHLC(PythonData):
'''IGLN.L Custom Data Class'''
def GetSource(self, config, date, isLiveMode):
source = f"https://www.dropbox.com/s/{config.Symbol.Value}?dl=1"
return SubscriptionDataSource(source, SubscriptionTransportMedium.RemoteFile)
def Reader(self, config, line, date, isLiveMode):
if not (line.strip() and line[0].isdigit()): return None
# New GoldPhys object
ohlc = CustomDropboxOHLC()
ohlc.Symbol = config.Symbol
try:
# Example File Format:
# Date, Open High Low Close Volume
# 2011-09-13 7792.9 7799.9 7722.65 7748.7 116534670
data = line.split(',')
ohlc.Time = datetime.strptime(data[0], "%Y-%m-%d")
ohlc.Value = data[4]
ohlc["open"] = float(data[1])
ohlc["high"] = float(data[2])
ohlc["low"] = float(data[3])
ohlc["close"] = float(data[4])
except ValueError:
# Do nothing
return None
return ohlc