Mariner Backtesting - Lists

 

🔥🎵 - Please Note

 

It is much better to use CloudQuant Data Liberator to get lists of securities than to use these static lists. These static lists are not well maintained.

 

Static Lists - in Mariner

Lists are a way to track symbols based on categories.

Some lists are static, and others are more dynamic.

Over the years, the changes to lists have been tracked.

Most lists started 2013/09/25, there are some blank periods that we are working to fill (2015/10/05 - 2015/11/16, 2016/06/29 to 2016/07/01, 2018/05/02)

Typically you would use these lists to focus in on a particular type of symbol, narrowing your total symbol universe of symbols, the less symbols you run the faster your backtests run.

Example code below...

 @classmethod
def is_symbol_qualified(cls, symbol, md, service, account):
    GUID = '0774ba76-e53e-4293-9674-489e65c2581b'
    # This combination of service calls returns a 1 if the current symbol is in the specified list, a zero if it is not
    SymbolInList = service.symbol_list.in_list(service.symbol_list.get_handle(GUID),symbol)
    return SymbolInList