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
3.645
Tracking Error
0.216
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
class TestingAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020,4,29)  
        self.SetEndDate(2020,5,6) 
        self.SetCash(100000) 
        self.UniverseSettings.Resolution = Resolution.Daily
        
        self.aapl = self.AddEquity("AAPL")

        self.Schedule.On(self.DateRules.MonthStart("AAPL", 0), self.TimeRules.At(22,0), self.TestingFunc)

    def TestingFunc(self):
        trading_days_obj = self.TradingCalendar.GetTradingDays(self.Time, self.Time - timedelta(365))
        trading_days = []
        try:
            for x in trading_days_obj:
                trading_days.append(x.Date.date())
        except:
            self.Log("Error")
            
    
        return