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
-16.493
Tracking Error
0.065
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# region imports
from AlgorithmImports import *
# endregion

from Selection.QC500UniverseSelectionModel import QC500UniverseSelectionModel

class SmoothGreenDolphin(QCAlgorithm):

    def Initialize(self):

        self.SetStartDate(2022, 1, 1)
        self.SetEndDate(2022, 1, 3)
        self.SetUniverseSelection(QC500UniverseSelectionModel())
        self.SetCash(100000)
        self.SetTimeZone("America/New_York")
        self.UniverseSettings.Resolution = Resolution.Daily

        
        #self.securityData = {}
        #for x in self.ActiveSecurities:
        #    symbol = self.AddEquity(x, Resolution.Second).Symbol
        #    self.securitylData[symbol] = securityData(self, symbol)

        self.flag = True
        self.Log(f'ActiveSecurities in Initialize: {[str(x) for x in self.ActiveSecurities.Keys]}')

    def OnData(self, data):
        if self.flag:
            self.Log(f'ActiveSecurities during backtest: {[str(x) for x in self.ActiveSecurities.Keys]}')
            self.flag = False