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
-0.858
Tracking Error
0.212
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
import numpy as np

class CryptosData(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 1, 1)
        self.SetCash(100000)
        
        cryptos = {
            "LTCUSD": "LTC",
            "ETHUSD": "ETH",
            "ANTUSD": "ANT",
            "BATUSD": "BAT",
            "BTCUSD": "BTC",
            "XVGUSD": "XVG",
            "ZECUSD": "ZEC",
            "ZRXUSD": "ZRX"
        }
        symbols = []
        for key, symbol in cryptos.items():
            symbols.append(Symbol.Create(key, SecurityType.Crypto, Market.Bitfinex))
        self.AddUniverseSelection(ManualUniverseSelectionModel(symbols))
        
    def OnData(self, data):
        for symbol in self.ActiveSecurities.Keys:
            if symbol in data:
                # self.Debug(data[symbol])
                self.Log(data[symbol])