Overall Statistics
Total Orders
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Start Equity
100000
End Equity
100000
Net Profit
0%
Sharpe Ratio
0
Sortino 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
Portfolio Turnover
0%
 
# region imports
from AlgorithmImports import *
# endregion

class GeekyTanSardine(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2024, 10, 1)
        self.SetEndDate(2024, 10, 1)
        self.SetCash(100000)
        self.AddEquity("AAPL", Resolution.Daily)
        self.accessDate = 0
        self._universe = self.add_universe(self.MyCoarseFilterFunction)
        self.symbolDict = {}

    def MyCoarseFilterFunction(self, coarse): 
        filtered = [f for f in coarse if f.has_fundamental_data]#and f.price > 10 and f.market_cap > 300000000]
        # sortedByVolume = sorted(filtered, key=lambda f: f.market_cap, reverse=True) #[:self.universeSize]
        return [f.Symbol for f in filtered]

    def OnData(self, data: Slice):
        if self.Time.day != self.accessDate:
            for symbol, trade_bar in data.bars.items():
                # if symbol.value == "AAPL":
                self.Debug(symbol)
                    # history = self.History(symbol, 252, Resolution.Daily)
                    # count = 0
                    # rsTotal = 0
                    # for time, row in history.loc[symbol].iterrows():
                    #     if count == 63 or count == 126 or count == 189 or count == 252:
                    #         rsTotal = rsTotal + (trade_bar.close/ row['close'])
                    #         self.debug("count : {} , rstotal : {} ".format(count, rsTotal))
                    #     count+=1
                    # self.symbolDict[symbol] = rsTotal
            self.accessDate = self.Time.day
            # for symbol, tradeBar in data.bars.items():
    #         if symbol.value == "AAPL":
    #