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
-0.843
Tracking Error
0.15
Treynor Ratio
0
Total Fees
$0.00
 
import calendar
from datetime import *

class CalibratedTachyonComputer(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2012, 1, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.benchmark = Symbol.Create('SPY', SecurityType.Equity, Market.USA)
        
        self.AddEquity("SPY", Resolution.Daily)
        #self.AddEquity("TMF", Resolution.Daily)
        #self.AddEquity("GLD", Resolution.Daily)

    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        Arguments:
            data: Slice object keyed by symbol containing the stock data
        '''
       # if not self.Portfolio.Invested:SetAlpha
        self.Log("Time: " + str(self.Time.day))
       # self.RebalanceMonthly([PortfolioTarget("UPRO", 1/3), PortfolioTarget("TMF", 1/3), PortfolioTarget("GLD", 1/3)])
        
    def RebalanceMonthly(self, targets):
        #month = self.Time.month
        #year = self.Time.year
        #firstOfMonth = datetime(year, month, 1)
        #lateInMonth = datetime(year, month, calendar.monthrange(year, month)[1])
        #monthFirstTradableDay = list(self.TradingCalendar.GetDaysByType(TradingDayType.BusinessDay, firstOfMonth, lateInMonth))[0].Date
        self.Log("Time: " + str(self.Time.day))
        #self.Log("TradableDay: " + str(monthFirstTradableDay))
        
        #if monthFirstTradableDay == self.Time:
        #    self.SetHoldings(targets)