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
-0.879
Tracking Error
0.262
Treynor Ratio
0
Total Fees
$0.00
 
class VerticalTransdimensionalCoreWave(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 1, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("VXX.1", Resolution.Daily)


    def OnData(self, data):
        delisted = data.Delistings.Keys
        for symbol in delisted:
            self.Log(symbol)
            
        delisted_as_python_list = [x for x in delisted]
        if delisted_as_python_list:
            self.Log(delisted_as_python_list)