Overall Statistics Total Trades1Average Win0%Average Loss0%Compounding Annual Return264.583%Drawdown2.200%Expectancy0Net Profit1.668%Sharpe Ratio4.41Loss Rate0%Win Rate0%Profit-Loss Ratio0Alpha0.007Beta76.354Annual Standard Deviation0.193Annual Variance0.037Information Ratio4.354Tracking Error0.193Treynor Ratio0.011Total Fees\$3.27
```import numpy as np

### <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(2013,10, 7)  #Set Start Date
self.SetEndDate(2013,10,11)    #Set End Date
self.SetCash(100000)           #Set Strategy Cash
# Find more symbols here: http://quantconnect.com/data
self.Debug("numpy test >>> print numpy.pi: " + str(np.pi))

curr = Currencies.CurrencyPairs
for i in range(len(curr)):
self.Debug(curr[i])

def OnData(self, data):
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.

Arguments:
data: Slice object keyed by symbol containing the stock data
'''
if not self.Portfolio.Invested:
self.SetHoldings("SPY", 1)```