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
0.047
Tracking Error
0.173
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# region imports
from AlgorithmImports import *
# endregion

class PensiveBlueCrocodile(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 6, 8)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddUniverse(self.c, self.f)

    def c(self, coarse):
        return [x.Symbol for x in coarse if x.Symbol.Value == "AAPL"]

    def f(self, fine):
        for x in fine:
            if x.Symbol.Value == "AAPL":
                self.Log(f"File Date of AAPL: {x.EarningReports.FileDate}")
        return [x.Symbol for x in fine]


    def OnData(self, data: Slice):
        pass