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
|
class MyAlgo(QCAlgorithm): def Initialize(self): self.SetStartDate(2017, 1, 1) self.SetCash(25000) self.yield_curve = self.AddData(Quandl1moRate, "USTREASURY/YIELD", Resolution.Daily) def OnData(self, slice): data = slice["USTREASURY/YIELD"] one_year = data.GetProperty("1 yr") # Alternatively, we could do this: # one_year = self.yield_curve.GetLastData().GetProperty("1 yr") self.Log(f'1 mo: {slice["USTREASURY/YIELD"].Value}') self.Log(f'1 yr: {one_year}') class Quandl1moRate(PythonQuandl): def __init__(self): self.ValueColumnName = "1 mo"