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
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
 
import numpy as np

class BasicTemplateAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2013,10, 7)  #Set Start Date
        self.SetEndDate(2013,10,11)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash
        self.aapl = self.AddEquity("AAPL", Resolution.Daily)
        self.gild = self.AddEquity("GILD", Resolution.Daily)
        self.atvi = self.AddEquity("ATVI", Resolution.Daily)
        

    def OnData(self, data):
        for i in self.Securities.Values:
            self.Debug(str(i.Symbol.Value)+" "+str(i.Price))