Overall Statistics
class NadionMultidimensionalAtmosphericScrubbers(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2018, 12, 16)  # Set Start Date
        self.SetEndDate(2019, 1, 15)
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Daily)
        self.rw = RollingWindow[float](10)


    def OnData(self, data):
        self.rw.Add(data["SPY"].Close)
        if (self.rw.IsReady):
            self.Log(sum(self.rw)/self.rw.Count)