| 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 0.309 Tracking Error 0.209 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
# region imports
from AlgorithmImports import *
import json
import time
from io import StringIO
# endregion
class DeterminedFluorescentOrangeZebra(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2022, 2, 9) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.AddUniverse(self.CoarseUniverseSelection)
self.numDownloads = 0
def OnData(self, data: Slice):
pass
'''
Coarse universe selection
'''
def CoarseUniverseSelection(self, coarse):
# Try 5 times to download the file
for i in range(5):
file = self.Download("https://www.dropbox.com/s/79a98o4l14bx0q9/test.txt?dl=1")
if (file != ''):
break
# Failed after 5 retries
elif (i == 4):
self.Debug(f"{self.Time} Failed 5 times")
return []
# Wait one second and try again
time.sleep(1)
self.stock_file = json.loads(file)
self.numDownloads += 1
self.Debug(f"{self.Time} | {self.numDownloads} | {str(self.stock_file)}")
return []