Mariner Backtesting - order.send() LOO or LOC

order.send(self.symbol, 'buy', 100, type='LOO')
order.send(self.symbol, 'sell', 100, type='LOC') 

 # Copyright Cloudquant, LLC. All right reserved.
# LOO CQ ELITE ONLY   = Limit  On Open  -  if no LOO is available a limit order is entered that automatically cancels after 2 minutes.
# LOC CQ ELITE ONLY   = Limit  On Close -  if no LOC is available a limit order is automatically submitted to the market 2 minutes before the close.
# Run 09:15 to 16:15 to allow time for the LOO to be submitted and the LOC to close.
# You can use the + button on custom hours and set two time periods if your model is only expected to trade in exclusive time periods.
# For this model you could run 09:15 to 09:45 and 15:44 to 16:15
# For this model, entry LOO orders are submitted 9:15am, Exit LOC orders are submitted at 15:44. 
# Actual timing requirements/cut-offs for submitting On Open and On Close orders vary significantly.

# We will run for 7/5/2017 and 7/6/2017 
# GOOG 7/5/2017 Open 901.76 Close 911.71
# GOOG 7/6/2017 Open 904.12 Close 906.69
# We will submit a LOO @ 903.00 and a LOC @ 908.00 which will work on 6/18 but not 6/19

from cloudquant.interfaces import Strategy
class New_Order_Method_LOO_LOC(Strategy):

    @classmethod
    def is_symbol_qualified(cls, symbol, md, service, account):
        return symbol=="GOOG"

    def on_start(self, md, order, service, account):
        # LOO CQ ELITE ONLY   = Limit  On Open  - matches the exchange for the symbol - if no LOO is available a limit order is entered that automatically cancels after 2 minutes.
        # Buy at a maximum of 903.50, so this should fill on the first day and not on the second.
        order.send(self.symbol, 'buy', 100, type='LOO', price=903.50) 
        print("Pre-Open - Buy    LOO {} Exchange {}".format(self.symbol.ljust(6),md.stat.exchange))
        self.status = 1

    def on_minute_bar(self, event, md, order, service, account, bar):
        if event.timestamp >= service.time(15,44) and (self.status==1 or self.status==2): # we check for both status' in case it is running in CQ LITE and so does not call on_fill
            time_string =service.time_to_string(event.timestamp, format='%H:%M:%S') 
            # LOC CQ ELITE ONLY   = Limit  On Close - matches the exchange for the symbol - if no LOC is available a limit order is automatically submitted to the market 2 minutes before the close.
            # Sell at a minimum of 908.00, so this should fill on the first day and not on the second
            order.send(self.symbol, 'sell', 100, type='LOC', price=908.00) 
            print("{} - Sell   LOC {} Exchange {}".format(time_string ,self.symbol.ljust(6),md.stat.exchange))
            self.status = 3

# Note : on_fill will only be called for CQ Elite users 
    def on_fill(self, event, md, order, service, account): 
        time_string =service.time_to_string(event.timestamp, format='%H:%M:%S') 
        if self.status == 1:
            print("{} - Filled LOO {} Price{:8.2f}".format(time_string,self.symbol.ljust(6),event.price))
            self.status = 2
        if self.status == 3:
            print("{} - Filled LOC {} Price{:8.2f}".format(time_string,self.symbol.ljust(6),event.price))
            self.status = 4