'Should all open orders be cancelled?
Parameters
event : enum-value
An event type, one of:
- :data:`zipline.gens.sim_engine.BAR`
- :data:`zipline.gens.sim_engine.DAY_START`
- :data:`zipline.gens.sim_engine.DAY_END`
- :data:`zipline.gens.sim_engine.MINUTE_END`
Returns
should_cancel : bool
Should all open orders be cancelled?'

@abstractmethod
def should_cancel(self, event):

    pass
