I was trying to grab the first X minutes of data from the start of the trading day but doing so with handle_data will pull in 9:31 and minute data from previous day. Is there a way to put a delayed start on handle_data... like use sleep(x)? I tried that but it didn't work. Or maybe is there a way to schedule a function to run every minute?
Thanks!
Starting at minute 10, each minute thru minute 390. Replacing 1 with 2 would run every other minute etc.
for i in range(10, 391, 1):
schedule_function(some_def, date_rules.every_day(), time_rules.market_open(minutes=i))
When I read questions like this, I generally want to take a step back and understand what you're trying to do overall. Most often, doing work in handle_data is a bad idea because it slows the algo down terribly. Can you tell us more about what you're doing?
The way to do what you're looking for is to always pull the last n minutes with data.history, but just discard any part of the data that is from the previous date.
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