how to add the function 'backtesting_extra_symbols' to a script

idagani

Hello,

I'm interested in using 'backtesting_extra_symbols'.

Adding a function manually creates a class function, not a static function as this should be,
could you please advise how to do it.

Best,
Itay

shayne

try this ...

from cloudquant.interfaces import Strategy

class BacktestingExtraSymbols(Strategy):

    @staticmethod
    def is_symbol_qualified(symbol, md, service):
        return symbol == 'TQQQ'

    @staticmethod
    def backtesting_extra_symbols(symbol, md, service):
        return symbol == 'QLD'


    def on_start(self, md, order, service, account):
        print(service.time_to_string(service.system_time) )
        print( "{}\tlast\t{:.2f}".format(self.symbol,md.L1.last)  )
        print( "{}\tlast\t{:.2f}".format('QLD',md['QLD'].L1.last)  )

        service.terminate()