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
-10.621
Tracking Error
0.055
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# region imports
from AlgorithmImports import *

# endregion

class CrawlingMagentaAlbatross(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 1, 1)  # Set Start Date
        self.SetEndDate(2022, 1, 4)
        self.SetCash(100000)  # Set Strategy Cash
        self.AddUniverse(self.SelectCoarse)
       

    def SelectCoarse(self, coarse):
      

        return [x.Symbol for x in coarse if x.HasFundamentalData]

        

    def OnSecuritiesChanged(self, changes: SecurityChanges):
        for security in changes.AddedSecurities:
            self.Plot("stocks", "number", len([security for security in changes.AddedSecurities]))
            

    def OnData(self, data):
        pass
    
        

    def OnEndOfDay(self):
        pass