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。
”`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)
cpp
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);
}
}
测试onexit()函数:
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”)
cpp
#include
#include
#include
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”);
}
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。