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
 
class SP(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2020,2,25)   
        self.SetEndDate(2020,3,9)     
        self.SetCash(100000)          
        self.AddUniverse(self.CoarseSelectionFunction)
        self.AddEquity("SPY",Resolution.Minute)
        self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.AfterMarketOpen("SPY", 30), Action(self.PrintUniverse))

    def CoarseSelectionFunction(self, universe):  
        universe = [x.Symbol for x in universe if x.Symbol.Value in ['AAPL','MSFT','INO']]
        return universe
    
    def PrintUniverse(self):
        candidates = [c.Value for c in self.ActiveSecurities]
        for sym in candidates:
            self.Debug(str(self.Time) + '   sym: ' + str(sym))