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
 
from AlgorithmImports import *


class Testvix(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2022, 6, 1)  # Set Start Date
        self.SetEndDate(2022, 6, 1)  # Set End Date
        self.SetCash(100000)  # Set Strategy Cash
        self.spy = self.AddEquity("SPY", Resolution.Minute)
        self.sma = self.SMA(self.spy.Symbol, 10, Resolution.Daily, Field.Close)
        self.SetWarmUp(10, Resolution.Daily)
        self.print_first_quote = True

    def OnData(self, data: Slice):
        """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
        """
        pass
        if data.ContainsKey("SPY") and self.print_first_quote:
            price_data = data["SPY"]
            if price_data is not None:
                self.print_first_quote = False
                self.Log(f"Received SPY: {str(self.Time)}, {str(price_data.Close)}")    

    def OnWarmupFinished(self):
        self.Debug(f'OnWarmupFinished :: {str(self.Time)}')