| Overall Statistics |
|
Total Trades 1 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 $1.00 |
class BootCampTask(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2017, 6, 1)
self.SetEndDate(2017, 6, 1)
self.SetCash(100000)
#1,2. Select IWM minute resolution data and set it to Raw normalization mode
self.iwm=self.AddEquity("IWM",Resolution.Minute)
#self.iwm.SetDataNormalizationMode(DataNormalizationMode.Raw)
def OnData(self, data):
#3. Place an order for 100 shares of IWM and print the average fill price
#4. Debug the AveragePrice of IWM
#self.MarketOrder("IWM",100)
if not self.Portfolio.Invested:
self.MarketOrder("IWM",100)#,"Tag test")