Source code for qf_lib.backtesting.events.time_event.regular_time_event.market_close_event

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from qf_lib.backtesting.events.time_event.regular_time_event.regular_market_event import RegularMarketEvent


[docs]class MarketCloseEvent(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. """ def notify(self, listener) -> None: listener.on_market_close(self)