Mariner Backtesting - Imbalances

Note:
  • GUIDs are lowercase.
List GUID
Close Buy 70b04c90-7fe6-4e7d-b3bc-747f16862fcf
Close Sell 7472d8a9-d277-4be1-8a30-9913ce1b79e9
Open Buy cca18f91-c32a-4bcf-9bf8-c1cf30967cde
Open Sell 7a8d9b16-5560-46bb-8a43-10fe24aaf0b6

See the example code below for returning only those symbols that qualified for the GUID listed and were also between $2 and $500 and over 100,000 average volume...

 @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
    myList = service.symbol_list.in_list(service.symbol_list.get_handle(GUID),symbol)
    return mylist and md.stat.prev_close>2 and md.stat.prev_close<500 and md.stat.avol>100000