Overall Statistics Total Trades 52 Average Win 0.28% Average Loss -0.23% Compounding Annual Return 1.632% Drawdown 2.200% Expectancy 0.032 Net Profit 0.173% Sharpe Ratio 0.302 Loss Rate 54% Win Rate 46% Profit-Loss Ratio 1.24 Alpha 0.019 Beta 0.05 Annual Standard Deviation 0.047 Annual Variance 0.002 Information Ratio 0.467 Tracking Error 0.209 Treynor Ratio 0.284 Total Fees \$52.00
```using QuantConnect.Util;
using System.Reflection;

namespace QuantConnect
{
/*
*   QuantConnect University: Full Basic Template:
*
*   The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect.
*   We have explained some of these here, but the full algorithm can be found at:
*   https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs
*/
public class T3EquitySettlementAlgorithm : QCAlgorithm
{
public static QCAlgorithm Instance;

// if you change the number of symbols here to only be 2, then we'll get insufficient buying power
// errors since we'll be trying to purchase shares with unsettled funds
static List<string> Symbols = new List<string>{"MSFT", "AAPL", "GOOG"};
static readonly decimal EqualWeightPercentage = 1m/Symbols.Count;
// circular queue is a never ending queue that will re-circle on itself, so
// it will emit SPY, AAPL, GOOG, SPY, APPL, GOOG, ... and so on
CircularQueue<string> SymbolQueue = new CircularQueue<string>(Symbols);

//Initialize the data and resolution you require for your strategy:
public override void Initialize()
{

// set our brokerage model to use a cash account type

SetStartDate(2015, 1, 3);
SetEndDate(2015, 2, 10);
SetCash(6000);

SetBenchmark("XOM");

foreach (var symbol in Symbols)
{
fillDataForward: true,
extendedMarketHours: false,
leverage: 1
);
}
}
//Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
{

if (Time - lastTradeTime.Date < TimeSpan.FromDays(1))
{
// only trade once a day at market open
return;
}

// get the symbol to trade today

var symbolToday = SymbolQueue.Dequeue();

// calculate share count for equal portfolio weighting (TotalPortfolioValue includes unsettled funds as well!)
var equalWeightedPorfolioSize = Portfolio.TotalPortfolioValue/Symbols.Count;
var shareCount = CalculateOrderQuantity(symbolToday, EqualWeightPercentage);
MarketOrder(symbolToday, shareCount, tag: "Order Target Value: \$" + Math.Round(equalWeightedPorfolioSize, 2));
Log("" + equalWeightedPorfolioSize);

// submit market on close to liquidate at EOD
MarketOnCloseOrder(symbolToday, -shareCount);

// you can access the settled only funds using the CashBook
var settledCash = Portfolio.CashBook["USD"].Amount;
// you can access the unsettled fund using the UnsettledCashBook
var unsettledCash = Portfolio.UnsettledCashBook["USD"].Amount;
}

public override void OnEndOfDay()
{
// at the end of each day log the state of our settled and unsettled cashbooks
Log(string.Empty);
Log("-------------------"+Time.Date.ToShortDateString()+"-------------------");
Log("SETTLED::");
var settled = Portfolio.CashBook.ToString();
foreach (var line in settled.Split('\n'))
{
Log("    " + line);
}
Log(string.Empty);
Log(string.Empty);
Log("UNSETTLED::");
var unsettled = Portfolio.UnsettledCashBook.ToString();
foreach (var line in unsettled.Split('\n'))
{
Log("    " + line);
}
}
}
}```