Overall Statistics
Total Trades
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
0
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
 
import numpy as np

class BasicTemplateAlgorithm(QCAlgorithm):

    def Initialize(self):

        self.SetStartDate(2013,10, 7)  #Set Start Date
        self.SetEndDate(2013,10,11)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash
        
        ## Daily resolution for security you want to work with
        self.AddEquity("SPY", Resolution.Daily)
        
        ## Example indicator
        self.sma = self.SMA('SPY', 10)
        self.SetWarmUp(10)

        ## Dummy security data subscription (can be any resolution finer that Daily)
        self.AddEquity("IBM", Resolution.Hour)
        

    def OnData(self, data):
        if not self.sma.IsReady: return
        if not data.ContainsKey('SPY'):
            return
        
        ## This will log the daily TradeBar Close for SPY
        ## and the SMA for SPY, both of which update at Market Close
        self.Log('Price: ' + str(data['SPY'].Close))
        self.Log('SMA: ' + str(self.sma.Current.Value))