验证策略是否可行，
不用先搭一套数据管道。

from outcometick import Strategy, Order


class LateEntry(Strategy):
    # Buy the cheaper side in the last two minutes, hold to settlement.
    #
    # ctx.log is how you print. print() and logging are DISCARDED -- the
    # sandbox has no stdout of its own, because that pipe carries the results.
    # What you log shows up live on the run panel (last 40 lines) and in full
    # in logs.txt inside the report archive.

    def on_market_open(self, ctx, market):
        self.close_ts = market.close_ts_ms
        self.done = False
        self.entry = None
        self.name = f"{market.asset} {market.interval}"

    def on_tick(self, ctx, tick):
        # Two cheap comparisons on every tick. A fifteen-minute market is
        # thousands of them and the engine gives each one 400us, so the
        # expensive calls belong behind a gate like this rather than in
        # front of it.
        if self.done:
            return None
        secs_left = (self.close_ts - ctx.now) / 1000
        if secs_left > ctx.p.enter_at_s:
            return None

        book = ctx.book(tick.market_id)
        up = book.best("UP")
        down = book.best("DOWN")
        if up is None or down is None:
            return None

        side = "UP" if up < down else "DOWN"
        px = up if side == "UP" else down
        if not ctx.p.px_min <= px <= ctx.p.px_max:
            return None

        self.done = True
        self.entry = (side, px)
        # Once per market, not once per tick: a market is thousands of ticks
        # and you would not read them.
        ctx.log(f"{self.name} buy {side} @ {px:.3f}, {secs_left:.0f}s left (up {up:.3f} / down {down:.3f})")
        # NOTIONAL, not a share count: you are budgeting money, and a share is
        # worth whatever the book says today. size = floor(notional / limit),
        # so the limit is what makes the budget mean anything — without a price
        # ceiling "spend 80" has no answer.
        return Order(side=side, notional=ctx.p.notional, limit=px)

    def on_settle(self, ctx, market, outcome):
        # outcome exists only here. Before settlement it is not in the process
        # at all, which is what makes peeking at it impossible.
        if self.entry is None:
            ctx.log(f"{self.name} settled {outcome}, no trade")
            return
        side, px = self.entry
        # A TIE settles 50:50 and pays $0.50 on either side.
        verdict = "tie" if outcome == "TIE" else "won" if side == outcome else "lost"
        ctx.log(f"{self.name} settled {outcome} -- {verdict} on {side} @ {px:.3f}")