Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
33.436%
Drawdown
5.400%
Expectancy
0
Net Profit
15.344%
Sharpe Ratio
2.602
Probabilistic Sharpe Ratio
79.989%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.007
Beta
0.995
Annual Standard Deviation
0.134
Annual Variance
0.018
Information Ratio
1.454
Tracking Error
0.003
Treynor Ratio
0.35
Total Fees
$1.36
Estimated Strategy Capacity
$51000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
 
class ResearchImportTest(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 12, 6)
        self.SetCash(100000) 
        self.AddEquity("SPY", Resolution.Minute)

    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
        '''
      
        # Check if we're not invested and then put portfolio 100% in the SPY ETF.      
        if not self.Portfolio.Invested:
           self.SetHoldings("SPY", 1)
# File holding functions to import.


# Start with only Func1() uncommented.
# Import all of this file in Jupyter Notebook.
# Demonstrate access to Func1 and not Func2(), as expected.
# Comment Func1() and uncomment Func2().
# Re-start Notebook kernel and run all cells.
# See that Func1() remains accessible and Func2 is not().
# Why?

def Func1():
    return 'Func1 stuff.'
    
# def Func2():
#     return 'Func2 stuff'