Backtest Question

Dustin_Lang

From a CQ backtest is it possible to write to a file and save all the console output from each day in a batch to a single file?

shayne

yes, service.write_file() allows you to do this.

from cloudquant.interfaces import Strategy

class ServiceWriteFile(Strategy):
    @staticmethod
    def in_symbol_universe(symbol, md, service):
        return symbol == 'TQQQ'


    def on_start(self, md, order, service, account):
        # create file name
        file_name = 'get_trading_days_{}.csv'.format(service.time_to_string(service.system_time, '%Y-%m-%d') )

        # headline line of the file
        service.write_file(file_name, 'offset,date,month,day_of_week' )

        for i in range(0, -100, -1):

            #  service.get_market_hours( date_offset=i ) returns a tuple like (1455633000000000, 1455656400000000)
            previous_trading_date = service.get_market_hours( date_offset=i )[0] 

            #string formatting http://strftime.org/
            date = service.time_to_string(previous_trading_date, '%Y-%m-%d')
            month = service.time_to_string(previous_trading_date, '%B')
            day_of_week = service.time_to_string(previous_trading_date, '%A')

            # data line in file
            service.write_file(file_name, '{},{},{},{}'.format(i, date, month, day_of_week) )

        service.terminate()