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
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
 
from QuantConnect.Python import PythonQuandl

class CustomDataAlgorithm(QCAlgorithm):

    def Initialize(self):

        self.SetStartDate(2018,1,1) 
        self.SetEndDate(2018,2,10)  
        self.SetCash(25000)
        # set fillDataForward to be true to get the fill forward value 
        self.AddData(FRED, 'FRED/IPB52131N', Resolution.Daily, TimeZones.Utc, True)        

    def OnData(self, data):
        if data.ContainsKey('FRED/IPB52131N'):
            self.Log(str(self.Securities['FRED/IPB52131N'].Price))
 
        
class FRED(PythonQuandl):
    '''Custom quandl data type for setting customized value column name. Value column is used for the primary trading calculations and charting.'''
    def __init__(self):
        self.ValueColumnName = "Value"