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 |

import numpy as np from datetime import datetime, timedelta ### <summary> ### Basic template algorithm simply initializes the date range and cash. This is a skeleton ### framework you can use for designing an algorithm. ### </summary> class BasicTemplateAlgorithm(QCAlgorithm): '''Basic template algorithm simply initializes the date range and cash''' def Initialize(self): '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.''' self.SetStartDate(2018,7, 23) #Set Start Date self.SetEndDate(2018,7,24) #Set End Date self.SetCash(100000) #Set Strategy Cash self.AddEquity("SPY", Resolution.Daily) def OnData(self, data): today = datetime.today() yesterday = today - timedelta(1) self.Debug(today) self.Debug(yesterday) history_call = self.History(["SPY"],2,Resolution.Daily) self.Debug(history_call)