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
namespace QuantConnect.Algorithm.CSharp
{
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        private Symbol _spy = QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA);

        public override void Initialize()
        {
            SetStartDate(2013, 10, 07);  //Set Start Date
            SetEndDate(2013, 10, 07);    //Set End Date
            SetCash(100000);             //Set Strategy Cash

            AddEquity("SPY", Resolution.Daily);
            AddEquity("AAPL", Resolution.Daily);
            AddEquity("VIA", Resolution.Daily);

            // There are other assets with similar methods. See "Selecting Options" etc for more details.
            // AddFuture, AddForex, AddCfd, AddOption
        }

        public override void OnData(Slice data)
        {
        	// data is a dictionary and the keys are QC symbol objects, each of which has a number of attributes, including a string
        	// I've written a few methods below to retrieve the strings
			var keys = data.Keys;
			
			foreach (var key in keys)
			{
				Log("Key using To.String() method: " + key.ToString());
			}
			
			foreach (var key in keys)
			{
				Log("Key using key.Value method: " + key.Value);
			}
			
			for (int i = 0; i < keys.Count(); i++)
			{
				Log("Key using indexer " + keys[i].ToString());
			}
			
			for (int i = 0; i < keys.Count(); i++)
			{
				Log("Key using indexer + key.Value " + keys[i].Value);
			}
        }
    }
}