Is it possible to schedule a function to run within before_trading_start? For example, say I want to run my function every Tuesday before the market opens? Natively doable? Or would I need to set up flags in context or some other indirect method, such as checking the day of the week within before_trading_start?
The latter, to the best of my knowledge.
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Thanks Josh,
That's kinda what I figured. The idea is to only run stuff in
before_trading_start when needed. I figure I'll call a function at the close on Monday, for example, to set a flag for before_trading_start to use on Tuesday.
Grant
@Grant: This looks like using a cannon to shoot a sparrow. In before_trading_start, just say something like
if get_datetime ('US/Eastern').weekday()==1: my_tuesday(context)
Or call schedule_function with a negative number of minutes "before" close, and see where it takes you. (But currently even minutes=0, at the close, throws an error, even though handle_data runs.)
Thanks, Grant. get_datetime() would seem simpler, but it returns UTC time, and there might be problems depending at what time before_trading_start runs and calls your function.
Actually, EDT might also be a problem, if it runs too early, before midnight our time. Better backtest over a week or two of data and find out for yourself.
If you use this, win and get paid, do I get a percentage? :-)
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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.