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 datetime import timedelta

class algorithm(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2012,1,1)  #Set Start Date
        self.SetEndDate(2012,2,5)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash
        self.symbols = [Symbol.Create("IBM", SecurityType.Equity, Market.USA)]
        self.AddEquity('SPY', Resolution.Daily)
        self.Schedule.On(self.DateRules.MonthStart("SPY"), 
                         self.TimeRules.AfterMarketOpen("SPY", 60), 
                         Action(self.Rebalance))
        
    def Rebalance(self):
        history = self.History(self.symbols,  timedelta(365))
        self.Debug(history.head())