Looking at Lecture 38 Example: Long-Short Equity Algorithm, line 65...
date_rule=algo.date_rules.week_start(),
while line 178 has the following comment about the rebalance function...
Called at the start of every month in order to rebalance the longs and
shorts lists
So which is it? Does this algorithm rebalance monthly or weekly? I'm a newb, and using this example long-short equity algorithm from the lectures as a template, so this inconsistency is throwing me off.
Thank you for pointing out that inconsistency in the lecture algorithm. When in doubt, look at the code. All scheduling is done inside the initialize function. The following code schedules the rebalance function to run on Monday each week at 30 minutes after market open.
algo.schedule_function(func=rebalance,
date_rule=algo.date_rules.week_start(),
time_rule=algo.time_rules.market_open(hours=0, minutes=30),
half_days=True)
The comment later on in the code is incorrect.
Sorry for the confusion.
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Thanks Dan. I only just starting coding seriously like 3 months ago so I kind of needed confirmation. I just needed to make sure I wasn't missing something in the code as I am relying on the lecture examples being error/typo-free.
No problem. Always good to check.
If you have any other questions please feel free to post, or alternately, contact Quantopian support. Good luck.
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.
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.
