Overall Statistics
Total Trades
0
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
1.144
Tracking Error
0.209
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# region imports
from AlgorithmImports import *
# endregion

class AdaptableOrangeFish(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 1, 1)
        self.SetEndDate(2022, 7, 1)
        self.SetCash(100000)

        self.pe_ratio_symbol = self.AddData(NasdaqDataLink, "MULTPL/SP500_PE_RATIO_MONTH", Resolution.Daily).Symbol
        history = self.History(self.pe_ratio_symbol, datetime(2021, 1, 1), datetime(2021, 11, 1))
        self.Debug(f"History: {str(history.shape)}")
        

    def OnData(self, slice: Slice):
        if slice.ContainsKey(self.pe_ratio_symbol):
            value = slice[self.pe_ratio_symbol].Value
            self.Log(f"{self.pe_ratio_symbol} PE ratio at {slice.Time}: {value}")