Overall Statistics
Total Trades
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
NaN
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
NaN
Tracking Error
NaN
Treynor Ratio
NaN
Total Fees
$0.00
namespace QuantConnect 
{   
    /*
    *   QuantConnect University: Generic Quandl Data Importer
    *
    *   Using the underlying dynamic data class "Quandl" we take care of the data 
    *   importing and definition for you. Simply point QuantConnect to the Quandl Short Code.
    *
    *   The Quandl object has properties which match the spreadsheet headers.
    *   If you have multiple quandl streams look at data.Symbol to distinguish them.
    */
    public class QCUQuandlImporter : QCAlgorithm
    {
        string _quandlCode = "YAHOO/INDEX_SPY";
        
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize()
        {
            //Start and End Date range for the backtest:
            SetStartDate(1960, 1, 1);         
            SetEndDate(DateTime.Now.Date.AddDays(-1)); 
            
            //Cash allocation
            SetCash(25000);
            
            //Add Generic Quandl Data:
            AddData<Quandl>("YAHOO/INDEX_GSPC", Resolution.Daily);
            
        }

        //Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
        public void OnData(Quandl data) 
        {
            if (!Portfolio.HoldStock) 
            {
                //SetHoldings sets out our cash allocation from +1 to -1; 
                SetHoldings(_quandlCode, 1);
                
                //Debug sends messages to the user console: "Time" is the algorithm time keeper object 
                Debug("Purchased " + _quandlCode + " >> " + Time.ToShortDateString());
            }
        }
    }
}