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
-0.792
Tracking Error
0.232
Treynor Ratio
0
Total Fees
$0.00
 
class NadionParticleThrustAssembly(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 3, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        ## Add the data using the provided symbol and our custom PythonQuandl class
        tickers = ['SKT','PLCE','FUBO','IRBT','MNK','MNKKQ','BPYU','CRBP']
        self.symbols = [self.AddData(QuandlFINRAData, f'FINRA/FNSQ_{ticker}', Resolution.Daily).Symbol for ticker in tickers]
            
    def OnData(self, data):
        ## Access the value of the Quandl data using the standard accessor
        for symbol in self.symbols:
            if data.ContainsKey(symbol):
                self.Plot('Short Interest', str(symbol), data[symbol].Value) 

class QuandlFINRAData(PythonQuandl):
    
    def __init__(self):
        ## Rename the Quandl object column to the data we want, which is the 'ShortVolume' column
        ## of the CSV that our API call returns
        self.ValueColumnName = 'ShortVolume'