Hi Everyone
When I fetch the data shown below the code an order is placed for AXTI even on 2017-1-4 although it is not part of the csv data. Has anyone figured out how to prevent this from happening? For example how would I compare the date of csv to the backtester date and then only place orders for stocks in that date range? Using the data below, I would like to place an order for AXTI on 2017-1-3, and place orders for ATHN and TLT on 2017-1-4 (exclude AXTI on 2017-1-4)
Please let me know if this can be done.
Much appreciate
Savio
def handle_data(context, data):
ESTdate = get_datetime('US/Eastern')
for stock in data.fetcher_assets:
limit = data.current(stock,'limit')
shares = data.current(stock,'shares')
# test for market open by timestamp
if ESTdate.hour == 9 and ESTdate.minute == 31:
# Placing order for day
order(stock, shares, style=LimitOrder(limit)) symbol date limit shares
AXTI 2017-1-3 4.83 23800
ATHN 2017-1-4 108.96 1300
TLT 2017-1-4 119.88 1600
