Is there a way to get custom data before market open ?
def before_trading_start(context, data):
fetch_csv(...) Fetcher function runs at midnight. But it might be good to do it before market open.
I thought one way to do it is re_deploying the whole algorithm at around 9:29 so the fetcher function will get the data needed. But it's very inconvenient. Any ideas?
It looks like
before_trading_start
still runs too earlier at 8:45 AM.
I am thinking if it's possible to get custom data at around 9:30 AM ?
def initialize(context):
schedule_function(
myfunc,
date_rules.every_day(),
time_rules.market_open(minutes=0)
)
def myfunc(context,data):
fetch_csv(...) 
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