Is there a Finalize() method which is invoked when the backtest ends?
I looked in the docs but did not find such a method,
I currently need it mainly for dumping logs when the backtest finishes,
but will likely need it for other analytics in the future,
Would appreciate a reference if it exists,
Thanks in advance.
Stefano Raggi
@Yuval, yes there is, it's called OnEndOfAlgorithm:
public override void OnEndOfAlgorithm() { Debug("Algorithm finished"); }
Perfect! will try it, much appreciated.
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