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
9.082
Tracking Error
0.002
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
Drawdown Recovery
0
 
# region imports
from AlgorithmImports import *
# endregion

class MeasuredRedOrangeSnake(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2025, 8, 15)
        self.set_cash(100000)
        self.add_equity("SPY", Resolution.DAILY) 

    def on_data(self, data: Slice):
        bar_time = data["SPY"].end_time
        self.debug(f"algo time {self.time} -- slice time {bar_time}")