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
 
from QuantConnect.Python import *

class DynamicModulatedAtmosphericScrubbers(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2019, 10, 7)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Minute)
        self.AddEquity("AAPL", Resolution.Minute)
        self.SetWarmup(100)
        self.window = RollingWindow[Slice](100)

    def OnData(self, slice):
        self.window.Add(slice)
        if self.window.Count == 100:
            df = self.PandasConverter.GetDataFrame(self.window)
            self.Debug(df)
            self.Quit()