Overall Statistics
Total Orders
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Start Equity
100000
End Equity
100000
Net Profit
0%
Sharpe Ratio
0
Sortino 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
-1.652
Tracking Error
0.096
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
 
# region imports
from AlgorithmImports import *
# endregion

class LogicalApricotFrog(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2024, 1, 1)
        self.add_equity("SPY", Resolution.DAILY)
        self._num_components = 3

        chart = Chart('Explained Variance Ratio')
        self.add_chart(chart)
        for i in range(self._num_components):
            chart.add_series(
                Series(f"Component {i}", SeriesType.LINE, "Value")
            )

    def on_data(self, data: Slice):
        for i in range(self._num_components):
            self.plot('Explained Variance Ratio', f"Component {i}", i)