| 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 -0.359 Tracking Error 0.14 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
# region imports
from AlgorithmImports import *
# endregion
class CalculatingFluorescentPinkFlamingo(QCAlgorithm):
def Initialize(self):
self.SetStartDate(1990, 1, 1) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.AddUniverse(self.Coarse)
self.last = None
def Coarse(self, coarse):
self.Plot("Universe", "All", len(list(coarse)))
fs = [x for x in coarse if x.HasFundamentalData]
self.Plot("Universe", "Fundamentals", len(fs))
if self.last:
drop = (1 - len(fs) / self.last) * 100
if drop > 30:
self.Log(f"drop from {self.last} to {len(fs)} -({drop})%")
self.last = len(fs)
return Universe.Unchanged
def OnData(self, data: Slice):
pass