Mariner Backtesting - TA-LIB Long Line Candle

 integer = CDLLONGLINE(open, high, low, close)

 # Required Imports
import ktgfunc
import talib

# called at the beginning of each instance
    def on_start(self, md, order, service, account):
        # symbol and timestamp
        print(self.symbol + ":  " + service.time_to_string(service.system_time))

        # Get 20 Days of Daily Bars from CloudQuant
        daily_bars = md.bar.daily(start=-20)

        # Get Open, High, Low, Clos (OHLC) data from the daily bars
        close = daily_bars.close
        high = daily_bars.high
        low = daily_bars.low
        open = daily_bars.open

        # cal TA-LIB to see if we get have any long line candles.
        LongLineCandle = talib.CDLLONGLINE(open, high, low, close)

        # Convert all the timestamps into human readable format
        TimeList = []
        for ts in daily_bars.timestamp:
            myTs = service.time_to_string(ts)
            TimeList.append(myTs)

        #Place the results OHLC & Signal results into python dictionaries for nice output in a table 
        dict = OrderedDict()
        dict['ts'] = TimeList
        dict['open'] = open
        dict['high'] = high
        dict['low'] = low
        dict['close'] = close
        dict['LongLineCandle'] = LongLineCandle


        #setup a title for the output table
        symbol = 'Daily TA-LIB Signals: ' + self.symbol

        #print out an HTML table with the results
        print ktgfunc.talib_table(symbol, 1, dict)

# Required Imports
import ktgfunc
import talib

 # called every minute before the first on_trade of every new minute, or 5 seconds after a new minute starts
    def on_minute_bar(self, event, md, order, service, account, bar):
        # make sure we have at least on valid bar by not checking until we are one minute into the trading day.
        if service.system_time > md.market_open_time + service.time_interval(minutes=1, seconds=5):
            minute_bars = md.bar.minute(start=-20)

            # Get Open, High, Low, Clos (OHLC) data from the minute bars
            close = minute_bars.close
            high = minute_bars.high
            low = minute_bars.low
            open = minute_bars.open

            LongLineCandleMinute = talib.CDLLONGLINE(open, high, low, close)

            if LongLineCandleMinute[-1] != 0:
                print "{},Symbol={},Open={},High={},Low={},Close={},Signal={}".format(service.time_to_string(service.system_time), self.symbol, open[-1], high[-1], low[-1], close[-1], LongLineCandleMinute[-1])

from cloudquant.interfaces import Strategy
from collections import OrderedDict
import ktgfunc
import talib

class WE_CDLLONGLINE(Strategy):

    def on_start(self, md, order, service, account):
        # symbol and timestamp
        print(self.symbol + ":  " + service.time_to_string(service.system_time))
        daily_bars = md.bar.daily(start=-100)
        close = daily_bars.close
        high = daily_bars.high
        low = daily_bars.low
        open = daily_bars.open
        integer = talib.CDLLONGLINE(open, high, low, close)

        # get the date values
        dates = service._context.market._storage.market_hours.keys()
        dateList = []
        for date in dates:
           dateList.append(str(date.strftime('%Y-%m-%d')))
        dates = sorted(dateList, reverse=True)[1:101]
        dates.sort()

        dict = OrderedDict()
        dict['date'] = dates
        dict['open'] = open
        dict['high'] = high
        dict['low'] = low
        dict['close'] = close
        dict['integer'] = integer
        symbol = 'CDLLONGLINE: ' + self.symbol
        print ktgfunc.talib_table(symbol, 1, dict)