Hi,
I'm testing an algorithm that uses monthly rebalancing, based on filtering stocks using get_fundamentals(). Ideally, I would want to run get_fundamentals once per month (at rebalance time), but it seems Quantopian is running it every day, because it's forcing me to include it within the before_trading_starts() function, rather than within my scheduled rebalance() function. Is there any way to avoid this and have it run just once a month?
Thanks in advance.
In the case of before_trading_start(), you cannot yet schedule it like other functions in schedule_function().
In this case, you need to use get_datetime() or a counter to avoid triggering the get_fundamentals() call on days you don't wish to run it.
Thanks
Josh
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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.
