Hi does anybody know how to reference the date on which a security was purchased? I want the algorithm to compare the buy date with the current date to determine whether a year has passed or not.
Thank any help appreciated.
Hi does anybody know how to reference the date on which a security was purchased? I want the algorithm to compare the buy date with the current date to determine whether a year has passed or not.
Thank any help appreciated.
Hi Kane,
You can keep a running dictionary called something like
def initialize(context)
context.stocks_bought = {}
def handle_data(context, data):
order(stock)
context.stocks_bought[stock] = get_datetime()
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A minor clarification is that the datetime stamp in the code above will correspond to the submission of the order and not its fulfilment. The latter requires more code to track the order until it is filled, and then recording of the datetime. It's probably not worth the effort, though, unless you need exact timing. --Grant