Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
0.042%
Drawdown
0.000%
Expectancy
0
Net Profit
0.018%
Sharpe Ratio
2.351
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.001
Beta
-0.02
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
-35.493
Tracking Error
0
Treynor Ratio
-0.017
Total Fees
$1.00
 
class WrapperAlgorithm(QCAlgorithm):
    def Initialize(self):
        # Backtest only.
        self.SetCash(100000)
        self.SetStartDate(2017, 1, 1)
        self.SetEndDate(2017, 6, 1)
        self.spy = self.AddEquity("SPY", Resolution.Daily).Symbol

    def OnData(self, slice):
        if not self.Portfolio.Invested:
            # self.SetHoldings(self.spy, 1, tag="my tag")
            self.MarketOrder(self.spy, 1, tag="my tag")
            self.Log("order type: %d" % OrderType.Market)