Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
-100.000%
Drawdown
78.200%
Expectancy
0
Net Profit
-76.850%
Sharpe Ratio
-0.353
Probabilistic Sharpe Ratio
0.085%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-2.166
Beta
2.238
Annual Standard Deviation
2.837
Annual Variance
8.048
Information Ratio
-0.537
Tracking Error
2.834
Treynor Ratio
-0.447
Total Fees
$1.00
Estimated Strategy Capacity
$150000.00
Lowest Capacity Asset
CZI UI5APSUZZHWL
 
# region imports
from AlgorithmImports import *
# endregion

class CasualOrangeBadger(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2016, 3, 15)
        self.SetEndDate(2016, 4, 1)
        self.SetCash(100000)  
        self.AddEquity("YANG", Resolution.Minute)

    def OnData(self, data: Slice):
        for symbol, split in data.Splits.items():
            self.Debug(f"Split at {self.Time}: {split}")

        if not self.Portfolio.Invested:
            self.SetHoldings("YANG", 1)