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
Sortino 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
-0.657
Tracking Error
0.145
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
 
# In this program I collect shares outstanding to check that the data is correct.
from AlgorithmImports import *

class CollectSharesOutstanding(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2010, 1, 1)
        self.outstanding = 0
        self.symbol = Symbol.Create("AAPL", SecurityType.Equity, Market.USA)
        self.AddSecurity(self.symbol, resolution=Resolution.Daily)

    def OnData(self, data: Slice):
        fundamental = self.Fundamentals(self.symbol)
        outstanding = fundamental.CompanyProfile.SharesOutstanding
        # if shares outstanding is changed then log it
        if self.outstanding != outstanding:
            self.Debug(f"{self.Time} : {outstanding}")
            self.outstanding = outstanding