Overall Statistics
from Portfolio.EqualWeightingPortfolioConstructionModel import EqualWeightingPortfolioConstructionModel

class ParticleCalibratedCompensator(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 10, 23)
        self.SetCash(100000)

        # Specify universe
        symbols = [ Symbol.Create("BTCUSD", SecurityType.Crypto, Market.GDAX) ]
        self.SetUniverseSelection( ManualUniverseSelectionModel(symbols) )

        # Add portfolio construction
        self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())

        # Add alpha models
        self.AddAlpha( RsiAlphaModel() )
        self.AddAlpha( EmaCrossAlphaModel() )