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
-4.064
Tracking Error
0.069
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
 
#region imports
    using System.Linq;
    using QuantConnect.Util;
    using QuantConnect.Data;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Securities;
using System;
#endregion
namespace QuantConnect.Algorithm.CSharp
{
    public class GeekyGreenRat : QCAlgorithm
    {
        private int _day;

        public override void Initialize()
        {
            SetStartDate(DateTime.Now.AddDays(-10));
            UniverseSettings.FillForward = false;
            UniverseSettings.DataNormalizationMode = DataNormalizationMode.Raw;
            AddUniverse(Universe.ETF("SPY"), 
                f => f.OrderByDescending(x => x.MarketCap).Take(50).Select(x => x.Symbol));
        }

        public override void OnData(Slice data)
        {
            if (_day == Time.Day) return;

            var message = string.Join(" | ", 
                data.Bars.Values
                    .OrderBy(x => x.Symbol.Value)
                    .Select(bar => $"{bar.Symbol.Value} ({bar.Symbol}): {bar.Open}"));
            
            if (string.IsNullOrWhiteSpace(message)) return;

            Log($"{Time}{Environment.NewLine}{message}");
            _day = Time.Day;
        }
    }
}