Mariner Backtesting - BarRangeBetweenTime

BarRangeBetweenTime() makes it easy to track information about the 1-minute bars formed during a specified time period. Works whether started before, during or after the time range.

Interfaces:

BarRangeBetweenTime()

Creates the instance.

 BarRangeBetweenTime( md, startTime, endTime)

Parameters:

Name Type Default Information
md object required ktg market data object
startTime MUTS required system time
endTime MUTS required system time

Attributes:

Name Type Default Information
userStartTime MUTS parameter user's start time
userEndTime MUTS parameter user's end time
include_extended boolean calculated whether using extended hours bars in calculation or not. ```python True if (startTime < md.market_open_time or endTime < md.market_open_time or startTime > md.market_close_time or endTime > md.market_close_time) else False```
StartPrice float NaN  
RangeHigh float NaN range high
RangeLow float NaN range low
Range float NaN range between high and low of the range.
TotalVolume float 0  
EndPrice float NaN  
TimeRangeCompleted boolean False  

updateLogic()

Call to update the instance variables. Call method for checking instance variables.

 updateLogic( md) # Method

Parameters:

Name Type Default Information
md object required market data object
Working Example:
 

Console