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
-0.976
Tracking Error
0.035
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class BootCampTask(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2017, 6, 1)
        self.SetEndDate(2017, 6, 15)
        
        # Manually Select Data
        self.spy = self.AddEquity("SPY", Resolution.Daily)
        
    def OnData(self, data):
        pass