onexit()

onexit()函数用于处理策略退出时的清理工作，最长执行时间为5分钟，需由用户自行实现。

示例

• 测试onexit()函数：

  • javascript
  • python
  • cpp

  
      javascript
      
      
  function main(){
      Log("Starting, will stop after 5 seconds and execute cleanup function!")
      Sleep(1000 * 5)
  }
  
  // 扫尾函数实现
  function onexit(){
      var beginTime = new Date().getTime()
      while(true){
          var nowTime = new Date().getTime()
          Log("Program stop countdown..cleanup started, elapsed time:", (nowTime - beginTime) / 1000, "seconds!")
          Sleep(1000)
      }
  }
  

  
      python
      
      
  import time
  def main():
      Log("Starting, will stop after 5 seconds and execute cleanup function!")
      Sleep(1000 * 5)
  
  def onexit():
      beginTime = time.time() * 1000
      while True:
          ts = time.time() * 1000
          Log("Program stop countdown..cleanup started, elapsed time:", (ts - beginTime) / 1000, "seconds!")
          Sleep(1000)
  

  
      c++
      
      
  void main() {
      Log("Starting, will stop after 5 seconds and execute cleanup function!");
      Sleep(1000 * 5);
  }
  
  void onexit() {
      auto beginTime = Unix() * 1000;
      while(true) {
          auto ts = Unix() * 1000;
          Log("Program stop countdown..cleanup started, elapsed time:", (ts - beginTime) / 1000, "seconds!");
          Sleep(1000);
      }
  }
  

• 由于回测系统中策略通常设计为无限循环持续轮询执行，导致回测系统无法触发策略中实现的onexit()函数。可以通过检测回测系统结束标记（EOF异常）来触发onexit()函数的执行。

  • javascript
  • python
  • cpp

  
      javascript
      
      
  function main() {
      if (exchange.GetName().startsWith("Futures_")) {
          Log("Exchange is futures")
          exchange.SetContractType("swap")
      } else {
          Log("Exchange is spot")
      }
  
      if (IsVirtual()) {
          try {
              onTick()
          } catch (e) {
              Log("error:", e)
          }
      } else {
          onTick()
      }
  }
  
  function onTick() {
      while (true) {
          var ticker = exchange.GetTicker()
          LogStatus(_D(), ticker ? ticker.Last : "--")
          Sleep(500)
      }
  }
  
  function onexit() {
      Log("Executing cleanup function")
  }
  

  
      python
      
      
  def main():
      if exchange.GetName().startswith("Futures_"):
          Log("Exchange is futures")
      else:
          Log("Exchange is spot")
  
      if IsVirtual():
          try:
              onTick()
          except Exception as e:
              Log(e)
      else:
          onTick()
  
  def onTick():
      while True:
          ticker = exchange.GetTicker()
          LogStatus(_D(), ticker["Last"] if ticker else "--")
          Sleep(500)
  
  def onexit():
      Log("Executing cleanup function")
  

  
      c++
      
      
  #include <iostream>
  #include <exception>
  #include <string>
  
  void onTick() {
      while (true) {
          auto ticker = exchange.GetTicker();
          LogStatus(_D(), ticker);
          Sleep(500);
      }
  }
  
  void main() {
      std::string prefix = "Futures_";
      bool startsWith = exchange.GetName().substr(0, prefix.length()) == prefix;
      if (startsWith) {
          Log("Exchange is futures");
          exchange.SetContractType("swap");
      } else {
          Log("Exchange is spot");
      }
  
      if (IsVirtual()) {
          try {
              onTick();
          } catch (...) {
              std::cerr << "Caught unknown exception" << std::endl;
          }
      } else {
          onTick();
      }
  }
  
  void onexit() {
      Log("Executing cleanup function");
  }
  

init()

init()，用户实现初始化函数init()，策略开始运行时会首先自动执行init()函数，用于完成策略中设计的初始化任务。

示例

    javascript
    
    
function main(){
    Log("First line of code executed!", "#FF0000")
    Log("Exiting!")
}

// 初始化函数
function init(){
    Log("Initializing!")
}

    python
    
    
def main():
    Log("First line of code executed!", "#FF0000")
    Log("Exiting!")

def init():
    Log("Initializing!")

    c++
    
    
void main() {
    Log("First line of code executed!", "#FF0000");
    Log("Exiting!");
}

void init() {
    Log("Initializing!");
}

onerror()

onerror()，当发生异常时会触发onerror()函数执行，该函数不支持Python、C++语言的策略。onerror()函数可以接收一个msg参数，该msg参数为异常触发时的错误信息。

示例

    javascript
    
    
function main() {
    var arr = []
    Log(arr[6].Close)  // 这里故意引发一个程序异常
}

function onerror(msg) {
    Log("Error:", msg)
}

    python
    
    
# python不支持

    c++
    
    
// C++不支持