Overall Statistics
Total Orders
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Start Equity
100000
End Equity
100000
Net Profit
0%
Sharpe Ratio
0
Sortino 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
-0.542
Tracking Error
0.157
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
 
# region imports
from AlgorithmImports import *
# endregion
class GeekyAsparagusZebra(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2004,8,19)        
        self.symbols = [self.add_equity(x, Resolution.DAILY).symbol for x in 'GOOG,GOOGL,AAPL'.split(',')]
    def _plot(self, symbol, pe_ratio, suffix=''):
        if not np.isnan(pe_ratio):
            self.plot('PE Ratio', f'{symbol.id}{suffix}', pe_ratio)
    def on_end_of_day(self, symbol):
        self._plot(symbol, self.securities[symbol].fundamentals.valuation_ratios.pe_ratio)