Mariner Backtesting - service.write_file()

service.write_file()

service. (method) Overview:

Method to write data to file. Creates a new file if the file does not exist.

Interface:

 write_file(filename,
           data,
           end='\n',
           mode='append',
           group='',
           path=None)

Sample - Calling Method

 service.write_file( 'my_filename', 'hello file' )

Parameters

Name	Type	Default	Information
filename	string	required	Filename to write to
data	string	required	Data to be written
end	string	'\n'	End of input delimiter
mode	string	'append'	Whether to append or override an existing file 'append' 'overwrite'
group	string	''	File sharing group. The default is an empty string.
path	dictionary	None	Tells what directory to write to based on the environment (backtest, live, forward). In CQ backtesting, this does nothing. Example path={'BACKTESTING':None, 'FORWARD':'//EQKTG02/xxx/', 'PRODUCTION':''}

More Writing Examples

Write CSV Advanced Write

Working Example:

from cloudquant.interfaces import Strategy


class WriteFileExample(Strategy):
    @classmethod
    def is_symbol_qualified(cls, symbol, md, service, account):
        return symbol == 'TQQQ'


    def on_start(self, md, order, service, account):
        # create file name
        file_name = 'get_trading_days_{}.csv'.format(service.time_to_string(service.system_time, '%Y-%m-%d') )

        # headline line of the file
        service.write_file(file_name, 'offset,date,month,day_of_week' )

        for i in range(0, -100, -1):

            #  service.get_market_hours( date_offset=i ) returns a tuple like (1455633000000000, 1455656400000000)
            previous_trading_date = service.get_market_hours( date_offset=i )[0] 

            #string formatting http://strftime.org/
            date = service.time_to_string(previous_trading_date, '%Y-%m-%d')
            month = service.time_to_string(previous_trading_date, '%B')
            day_of_week = service.time_to_string(previous_trading_date, '%A')

            # data line in file
            service.write_file(file_name, '{},{},{},{}'.format(i, date, month, day_of_week) )

        service.terminate()

Console

Check User Data for File