Mariner Backtesting - Strategy.on_finish()

Strategy finishing event

Called for each instance before the strategy is unloaded. Any final cleanup or logging can be done by the strategy at this point.

Interface:

 def on_finish(self,
              md,
              order,
              service,
              account):
    pass

Parameters:

Same as for on_start()

Name	Type	Default	Information
self	object	required	The instance of Strategy (used by the system).
md	object	required	Market data object. It should not be saved, as it may change in future calls.
order	object	required	Order object. It should not be saved, as it may change in future calls.
service	object	required	Service object. It should not be saved, as it may change in future calls.
account	object	required	Account object. It should not be saved, as it may change in future calls.

Working Example:

 from cloudquant.interfaces import Strategy


class OnFinishExample(Strategy):

    @classmethod
    def is_symbol_qualified(cls, symbol, md, service, account):
        return symbol == "AAL"

    def on_start(self, md, order, service, account):
        # print start time and symbol
        print(self.symbol + "\n" + service.time_to_string(service.system_time) + "\tin on_start()\n\n")

        # create a variable to count minute bars in a trading day
        self.bar_count = 0

    # on_minute_bar should not be called because of the terminate
    def on_minute_bar(self, event, md, order, service, account, bar):

        self.bar_count += 1

    def on_finish(self, md, order, service, account):
        print(service.time_to_string(service.system_time) + "\tin on_finish()\n\n")

        # a print statement to let us know the self.bar_count
        print("on_minute_bar was called " + str(self.bar_count) + " times today.")

Console

AAL
2016-11-01 09:30:00.000000  in on_start()

2016-11-01 16:00:00.000000  in on_finish()


on_minute_bar was called 390 times today.