MarketCloseEvent¶
-
class
qf_lib.backtesting.events.time_event.regular_time_event.market_close_event.
MarketCloseEvent
[source]¶ Bases:
qf_lib.backtesting.events.time_event.regular_time_event.regular_market_event.RegularMarketEvent
Rule which is triggered every day when the market closes. For example in order to set up (16:00 for NASDAQ and NYSE) call before using the event:
MarketCloseEvent.set_trigger_time({"hour": 16, "minute": 0, "second": 0, "microsecond": 0})
The listeners for this event should implement the
on_market_close()
method.