Overall Statistics
class BasicTemplateFrameworkAlgorithm(QCAlgorithmFramework):

    def Initialize(self):

        # Set requested data resolution
        self.UniverseSettings.Resolution = Resolution.Minute

        self.SetStartDate(2018, 3, 16)   #Set Start Date
        self.SetEndDate(2018, 3, 19)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash
        self.SetUniverseSelection(QC500UniverseSelectionModel())
        self.SetAlpha(RsiAlphaModel(60, Resolution.Minute))
        
        self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())
        
        self.SetExecution(VolumeWeightedAveragePriceExecutionModel())
        
        self.SetRiskManagement(MaximumSectorExposureRiskManagementModel())
        

    def OnOrderEvent(self, orderEvent):
        if orderEvent.Status == OrderStatus.Filled:
            pass