Add User-Defined Functions

[maxholloway]

Add User-Defined Functions

Motivation

Users should be able to express behavior at the beginning of a backtest and at the end of a backtest. The default, of course, is that nothing special happens after a backtest starts or stops running. But what if a user wants to set some context variables before the backtest begins running? Or what if they want to make a graph after the backtest stops running, but they don't want to perform that behavior throughout the backtest?

Current Code

https://github.com/maxholloway/backtest/blob/ab8e7db4dfb67a000b3cf387d1c94297aedfd04e/src/Backtest.jl#L383-L399

Solution

1. Add functions called onbegin and onend to StrategyOptions. These functions should take the standard user-defined function arguments. As of the time of writing, this would include only strat. Depending
2. Invoke onbegin here: https://github.com/maxholloway/backtest/blob/ab8e7db4dfb67a000b3cf387d1c94297aedfd04e/src/Backtest.jl#L386
3. Invoke onend here, replacing the current log statement: https://github.com/maxholloway/backtest/blob/ab8e7db4dfb67a000b3cf387d1c94297aedfd04e/src/Backtest.jl#L398

Status: Blocked until we implement context passing.