Overall Statistics |
Total Trades 2 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 $2.00 |
from clr import AddReference AddReference("System") AddReference("QuantConnect.Algorithm") AddReference("QuantConnect.Common") from System import * from QuantConnect import * from QuantConnect.Algorithm import * import numpy as np import pandas as pd ### <summary> ### Basic template algorithm simply initializes the date range and cash. This is a skeleton ### framework you can use for designing an algorithm. ### </summary> ### <meta name="tag" content="using data" /> ### <meta name="tag" content="using quantconnect" /> ### <meta name="tag" content="trading and orders" /> class BasicTemplateAlgorithm(QCAlgorithm): '''Basic template algorithm simply initializes the date range and cash''' def Initialize(self): '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.''' self.SetStartDate(2020,8, 21) #Set Start Date self.SetEndDate(2020,8,21) #Set End Date self.SetCash(100000) #Set Strategy Cash # Find more symbols here: http://quantconnect.com/data self.AddEquity("TSLA", Resolution.Minute) self.Debug("numpy test >>> print numpy.pi: " + str(np.pi)) 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 self.Time.hour == 9 and self.Time.minute == 39: ticket = self.LimitOrder("TSLA", -2, self.Securities["TSLA"].Price) # ticket = algorithm.LimitOrder(target.Symbol, quantity, self.CurrentPrice) # if ticket.OrderClosed: if ticket.OrderClosed: self.Log(ticket.AverageFillPrice) self.Log(ticket.QuantityFilled) if self.Time.hour == 11 and self.Time.minute == 59: ticketSell = self.LimitOrder("TSLA", 2, self.Securities["TSLA"].Price)