Overall Statistics
class VerticalNadionGearbox(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 2, 20)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        self.tickers = ["SPY", "DAL"]
        symbols = [ Symbol.Create(t, SecurityType.Equity, Market.USA) for t in self.tickers ]
        self.SetUniverseSelection( ManualUniverseSelectionModel(symbols) )
        self.UniverseSettings.Resolution = Resolution.Daily
        
        self.AddAlpha(MyAlphaModel())
        
        self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel(lambda time: None))
        
        self.SetExecution(ImmediateExecutionModel())


    def OnData(self, data):
        pass
        
class MyAlphaModel(AlphaModel):
    emitted = False
    
    def Update(self, algorithm, data):
        if self.emitted:
            return []
        else:
            self.emitted = True
            return [Insight.Price(t, timedelta(365), InsightDirection.Up) for t in ["SPY", "DAL"]]