Overall Statistics
Total Orders
7
Average Win
0%
Average Loss
-1.07%
Compounding Annual Return
-16.508%
Drawdown
25.700%
Expectancy
-1
Net Profit
-16.700%
Sharpe Ratio
-0.76
Sortino Ratio
-0.853
Probabilistic Sharpe Ratio
1.617%
Loss Rate
100%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.008
Beta
-0.601
Annual Standard Deviation
0.145
Annual Variance
0.021
Information Ratio
-1.395
Tracking Error
0.221
Treynor Ratio
0.184
Total Fees
$10.20
Estimated Strategy Capacity
$50000000.00
Lowest Capacity Asset
AAPL R735QTJ8XC9X
Portfolio Turnover
0.41%
#region imports
    using System;
    using System.Collections;
    using System.Collections.Generic;
    using System.Linq;
    using System.Globalization;
    using System.Drawing;
    using QuantConnect;
    using System.Text.RegularExpressions;
    using QuantConnect.Algorithm.Framework;
    using QuantConnect.Algorithm.Framework.Selection;
    using QuantConnect.Algorithm.Framework.Alphas;
    using QuantConnect.Algorithm.Framework.Portfolio;
    using QuantConnect.Algorithm.Framework.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Algorithm.Selection;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Crypto;   
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Storage;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion

namespace QuantConnect
{
    public class QuiverGovernmentContractAlgorithm : QCAlgorithm
    {
        private Symbol _symbol, _datasetSymbol;

        public override void Initialize()
        {
            SetStartDate(2020, 10, 7);  //Set Start Date
            SetEndDate(2021, 10, 11);    //Set End Date
            _symbol = AddEquity("AAPL").Symbol;
            _datasetSymbol = AddData<QuiverGovernmentContract>(_symbol).Symbol;

            // history request
            var history = History<QuiverGovernmentContract>(new[] {_datasetSymbol}, 10, Resolution.Daily);
            Debug($"We got {history.Count()} items from historical data request of {_datasetSymbol}.");
        }

        public override void OnData(Slice slice)
        {
            foreach (var kvp in slice.Get<QuiverGovernmentContract>())
            {
                if (kvp.Value.Any(x => (int) (x as QuiverGovernmentContract).Amount > 50000m))
                {
                    SetHoldings(_symbol, 1);
                }
                else if (kvp.Value.Any(x => (int) (x as QuiverGovernmentContract).Amount < 10000m))
                {
                    SetHoldings(_symbol, -1);
                }
            }
        }
    }
}