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
        
        resolution = Resolution.Daily
        
        self.UniverseSettings.Resolution = resolution
        
        self.symbols = [self.AddEquity(x, resolution).Symbol
            for x in ["AAPL", "TSLA", "FB"]]
        
        self.AddUniverse(self.CoarseSelection, self.FineSelection)
    
    def CoarseSelection(self, coarse):
        return self.symbols
    
    def FineSelection(self, fine):
        return [x.Symbol for x in fine]
    
    def OnData(self, data):
        for security in self.Securities.Values:
            self.Debug(f"{security.Symbol}, PE: {security.Fundamentals.ValuationRatios.PERatio}")