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
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
 
class VerticalOptimizedCoil(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 6, 1)  # Set Start Date
        self.SetEndDate(2020, 6, 1)
        self.SetCash(100000)  # Set Strategy Cash
        
        self.AddEquity("SPY", Resolution.Daily)


    def OnEndOfDay(self):
        for kvp in self.Securities:
            self.Log(f"\nkvp: {type(kvp)}\nkvp.Key: {type(kvp.Key)}\nkvp.Value: {type(kvp.Value)}")
            
        for kvp in {'a': 1}:
            self.Log(f"\nkvp: {type(kvp)}")
        
        for kvp, val in self.Securities.items():
            self.Log(f"\nkvp: {type(kvp)}\nval: {type(val)}")