QuantConnect LEAN Research
Borrador de algoritmo y configuración de universe para validar la separación entre investigación y ejecución.
Algorithm / main.py
class SyntheticAlgorithm: · initialize → set_cash(100000) · add_equity("SYNTH") · on_data → signal uses only prior bars
Dataset contract
resolution: hourlyfees: 0.05%slippage: 0.08%data: synthetic
Equity curve · mock LEAN
Backtest metrics
RETURN—
DRAWDOWN—
TRADES—
Universe selection
| Symbol | Price | Liquidity | Selected |
|---|---|---|---|
| SYNTH | $104.82 | high | yes |
| ALT | $87.11 | medium | no |
Esperando RUN MOCK BACKTEST…