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
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# region imports
from AlgorithmImports import *
# endregion

class HipsterTanCamel(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 6, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol = self.AddEquity("SPY", Resolution.Minute).Symbol
        self.contract_symbol = Symbol.CreateOption(self.symbol, Market.USA, OptionStyle.American, OptionRight.Call, 365, datetime(2022, 6, 17))

    def OnData(self, data: Slice):
        history = self.History(self.contract_symbol, timedelta(days=1))
        bid = history.iloc[-1].bidclose
        self.Quit(f"Bid: {bid}")