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
 
class CustomAlphaModel(AlphaModel):
    
    def Update(self, algorithm, data):

        insights = []

        return insights
    
    def OnSecuritiesChanged(self, algorithm, changes):
        
        algorithm.Debug('Test')
        
class Main(QCAlgorithm):

    def Initialize(self):
        
        self.AddAlpha(CustomAlphaModel())
        
        self.SetCash(500000) 
        self.SetStartDate(2019, 1, 1)
        self.SetEndDate(2019, 1, 30)

        future = self.AddFuture('ES', Resolution.Tick)