With date_rules, the following are available:
I'd like to use date_rules to allow for a quarterly or annual rebalance but based on the options available, this is not possible. Has anyone made this work or found another solution?
David,
Attached is one way to use the built in get_datetime() function to trade monthly, quarterly and/or annually. Maybe that helps? There are also a number of posts that address similar scheduling needs. Search for 'get_datetime' or 'schedule' and you will find some more.
https://www.quantopian.com/posts/rebalancing-less-frequently-than-1-month-help
https://www.quantopian.com/posts/using-schedule-function-every-day-but-mondays-possible
Good luck,
Dan
Take a look at this as well: https://www.quantopian.com/posts/rebalance-quarterly-monthly
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