Overall Statistics
from Execution.ImmediateExecutionModel import ImmediateExecutionModel
from Portfolio.EqualWeightingPortfolioConstructionModel import EqualWeightingPortfolioConstructionModel

class HorizontalNadionProcessor(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 11, 3)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash

        self.AddAlpha(HistoricalReturnsAlphaModel(self))

        self.SetExecution(ImmediateExecutionModel())

        self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())

        tickers = ["SPY", "AAPL", "TSLA"]
        symbols = [ Symbol.Create(t, SecurityType.Equity, Market.USA) for t in tickers]
        self.SetUniverseSelection( ManualUniverseSelectionModel(symbols) )