Overall Statistics
Total Trades
3
Average Win
0.00%
Average Loss
0%
Compounding Annual Return
170.803%
Drawdown
11.400%
Expectancy
0
Net Profit
8.699%
Sharpe Ratio
3.186
Probabilistic Sharpe Ratio
65.500%
Loss Rate
0%
Win Rate
100%
Profit-Loss Ratio
0
Alpha
1.042
Beta
1.201
Annual Standard Deviation
0.359
Annual Variance
0.129
Information Ratio
3.249
Tracking Error
0.326
Treynor Ratio
0.951
Total Fees
$97.51
Estimated Strategy Capacity
$42000000.00
Lowest Capacity Asset
YESBANK TA8Y7QR36M31
 
from AlgorithmImports import *

class TrueDataIndiaEquitiesAlgorithm (QCAlgorithm):

    def Initialize(self):
        # Set the Brokerage Model to Samco or Zerodha
        self.SetBrokerageModel(BrokerageName.Samco)

        # Indian Rupee must be in the Cashbook to trade Indian Equities.
        self.SetAccountCurrency("INR")
        
        self.SetStartDate(2021, 12, 1)
        self.SetEndDate(2021, 12, 31)
        self.SetCash(1000000)
        
        # Requesting Data
        self.equity = self.AddEquity("YESBANK", Resolution.Daily, Market.India).Symbol
        
        # Historical Data
        history = self.History(self.equity, 60, Resolution.Daily)
        self.Debug(f"We got {len(history)} items from our history request for {self.equity} from TrueData Indian Equities")

    def OnData(self, data):
        # Accessing Data
        if data.ContainsKey(self.equity):
            self.SetHoldings(self.equity, 1)
            self.Debug(f'{data[self.equity].EndTime} - {data[self.equity]}')