Overall Statistics
Total Trades
1
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
$1.00
Estimated Strategy Capacity
$2600000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
 
import datetime
import math

from QuantConnect.Securities.Option import OptionPriceModels

from datetime import timedelta
from QuantConnect.Data.UniverseSelection import * 

SYMBOL = "SPY"

STARTING_CASH = 20700; START = (2015, 1, 1); END = (2015, 1, 3)

class BlahBlahAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(*START); self.SetEndDate(*END); self.SetCash(STARTING_CASH)
        equity = self.AddEquity(SYMBOL, Resolution.Minute)
        self.UniverseSettings.Resolution = Resolution.Daily
        self.SetBenchmark(SYMBOL)
 
    def OnData(self,slice):
        close = slice[SYMBOL].Close
        price = slice[SYMBOL].Price
        self.Debug(f'{self.Time} {close} {price}')
        
        if not self.Portfolio[SYMBOL].Invested:
            self.MarketOrder(SYMBOL, 1)     # long 1
 
    def OnOrderEvent(self, orderEvent):
        self.Log(str(orderEvent))