Newb here.
I have 10 pre-selected stocks that I want to go Long at the beginning of my backtest.
Is there a way I can use the "schedule_function" for a 1 time purchase using the "date_rules" or something similar?
If there is another way beside that I am open to any method, "schedule_function" is just the only way I know to trade when the market is actually open.
Brent ,
Try this:
# ------------------------------------------------------------------------------------
ASSETS = symbols('XLV', 'XLK', 'XLI', 'XLP', 'XLE', 'XLU', 'XLB', 'XLY', 'XLF', 'TLT')
LEV, WT = 1.0, [0.06, 0.06, 0.06, 0.06, 0.06, 0.06, 0.06, 0.06, 0.06, 0.46]
# ------------------------------------------------------------------------------------
def initialize(context):
context.invested = False
schedule_function(trade, date_rules.every_day(), time_rules.market_open(minutes = 65))
def trade(context, data):
if context.invested: return
for asset in ASSETS:
order_target_percent(asset, LEV*WT[ASSETS.index(asset)])
context.invested = True 
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