| Overall Statistics |
|
Total Trades 2 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 $17.73 Estimated Strategy Capacity $120000.00 Lowest Capacity Asset W VUE7AQ4QYD0L Portfolio Turnover -142.78% |
from AlgorithmImports import *
class DataIssueWithW(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2023,1,24) #Set Start Date
self.SetCash(100000) #Set Strategy Cash
self.AddEquity("W",Resolution.Minute)
self.Schedule.On(self.DateRules.EveryDay("W"),
self.TimeRules.AfterMarketOpen("W", 1),
self.AfterMarketOpen)
self.SetSecurityInitializer(self.CustomSecurityInitializer)
def CustomSecurityInitializer(self, security: Security) -> None:
security.SetFeeModel(ConstantFeeModel(1))
def AfterMarketOpen(self):
self.SetHoldings("W", 1)