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
Probabilistic 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
 
class VerticalQuantumInterceptor(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2019, 7, 12)# Set Start Date
        self.SetEndDate(2019, 7, 16)
        self.SetCash(100000)  # Set Strategy Cash
        
        self.UniverseSettings.Resolution = Resolution.Daily
        
        self.tickers = ["AAPL", "TSLA", "FB"]
        
        self.AddUniverse(self.CoarseSelection, self.FineSelection)
        
        self.fineFundamentals = {}
        
    def CoarseSelection(self, coarse):
        filteredCoarse = [x.Symbol for x in coarse if x.Symbol.Value in self.tickers and x.HasFundamentalData]
        return filteredCoarse
    
    def FineSelection(self, fine):
        
        for x in fine: 
            self.fineFundamentals[x.Symbol.Value] = x
        
        return [x.Symbol for x in fine]
    
    
    def OnData(self, data):
        
        for ticker in self.tickers:
            self.Debug("TICKER: " + ticker + " PE Ratio: " +  str(self.fineFundamentals[ticker].ValuationRatios.PERatio))