Mariner Backtesting - client.submit()

submit()

Submit and run a backtest.

Interface

 client.submit(strategy, 
              start_date,
              end_date, 
              symbols=None,
              start_time=None,
              end_time=None,
              strategy_params={},
              extra_symbols=[],
              positions=None,
              name=None, 
              description=None,
              partial_fill=False,
              options=None,
              email=False)

Parameters

Name	Type	Default	Description
strategy	string	required	The strategy to use in the backtest, named by the GUID on the Details tab on CQ website after removing the dashes and prefixing "CQ" to the front
start_date	string	required	The start date for the backtest.
end_date	string	required	The end date for the backtest.
symbols	list	required	A list of symbols to use in the backtest. Use symbols=['__ALL_MULTI__'] for all. If you supply your own list of symbols then is_symbol_qualified will not be executed.
start_time	string	None	The start date for the backtest.
end_time	string	None	The end time for the backtest.
strategy_params	dict	None	Strategy parameters for the backtest. See the init callback for more info.
extra_symbols	list	None	Extra symbols to use in the backtest.
name	string	None	A name for the submission.
description	string	None	A description for the backtest. This will appear as "submission name" on CQ Website
partial_fill	boolean	None	True or False
options	dict	None	A dictionary of options to be given to the job server. For Fast simulation pass the key pair fast_simulation: true ie options = {"enable_line_profiling": false, "multiday_simulation": false, "fast_simulation": false, "buying_power": 5000000, "email_on_completion": false, "python_version": "2.7"}
email	boolean	False	Whether or not to send an email upon submission group completion.

Returns

Submission hash.

Example code

guid = 'ec3ba33a-9aee-49ba-aa59-8de5ea6508c7' # merely an example, which becomes:
strategy_name = 'CQ' + guid.replace('-', '')  # CQec3ba33a9aee49baaa598de5ea6508c7

submission = client.submit(
    strategy=strategy_name,               # with "CQ" prefix and no dashes
    symbols=['__ALL_MULTI__'],            # or like ['SPY', 'IBM', 'HP'] etc.
    start_date='2019-11-19',              # ISO dates ONLY
    end_date='2019-11-20',
    start_time=['09:30:00', '15:57:00'],  # These also accept comma-delimited
    end_time=['09:31:00', '16:00:00'],    #  strings of times.
    name='test_submit',
    description='from_CQAI',              # The submission name on the webpage
    email=True,                           # Email on completion
    options={'fast_simulation': False,
             'python_version': '3.6'},    # Use python 3.6 (if available)
    strategy_params={'ATR': 60})          # Strateegy-specific parameters

# Successful calls will print something like "Submitting <N> tests to <URL>"