How do I use schedule_function to do initial orders now?

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How do I use schedule_function to do initial orders now?

posted

My algo does re-balancing monthly, but I want the initial orders to be done now, not waiting for the next month.
Can I do this with schedule_function?

2 responses

Hello Valery,

Let's say your re-balancing function is rebalance(context,data). To call it monthly, perhaps you'd use:

schedule_function(rebalance,date_rules.month_start(),time_rules.market_open(hours=1))

To handle the initialization (without waiting up to a month to re-balance), you could set a flag in initialize as context.init = True and schedule a daily initialization function:

schedule_function(rebalance_init,date_rules.every_day(),time_rules.market_open(hours=1))

The daily call would run rebalance once:

def rebalance_init(context,data):  
    # run rebalance once  
    if context.init:  
        rebalance(context,data)  
    context.init = False

Something along these lines should do the trick. If not, just let me know.

Thank you!
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.