You could always initiate your own array that stores the current time at the moment a position is opened

It's been confirmed that any expando property hung off of the "context" object will be persisted across sessions and across system disruptions (if running in real time). So you could manage another collection, like what Ethan mentioned, to keep track of dates of position opening.

Alternatively, you can use the expando off of the data[stock] object. NOTE: this technique has not been confirmed as persistent by the Quantopian techs.

def initialize(context):  
    context.ZZZ = symbols("SPY")[0]

def handle_data(context, data):  
    for stock in data:  
        if ('OpenDate' not in data[stock]):  
            order_target_percent(stock, 1.0 / len(data))  
            data[stock].OpenDate = get_datetime()  
            data[stock].CountDown = 50  
            print("{0} opened: {1}".format(  
                    stock.symbol, data[stock].OpenDate))  
        else:  
            data[stock].CountDown -= 1  
            if (data[stock].CountDown <= 0):  
                order_target_percent(stock, 0.0)  
                del data[stock].OpenDate  
                del data[stock].CountDown  
                print("{0} closed: {1}".format(  
                    stock.symbol, get_datetime()))

    if ('CountDown' in data[context.ZZZ]):  
        record(CountDown = data[context.ZZZ].CountDown)  

Note the use of the following expandos that are made available throughout the test:

data[stock].OpenDate = get_datetime()  
data[stock].CountDown = 50  

Once not needed one would use the del data[stock].OpenDate. to remove it.
And one would use the test if ('OpenDate' not in data[stock]): to determine if the expando existed.

Ethan's suggestion is definitely preferred. The help doc says it reasonably well:

context is an augmented Python dictionary used for holding state between methods. Properties can be accessed using dot notation (context.some_property).

We don't support adding properties to the data object.

Well, that sucks.
It was a beautiful solution too.
Cramming all the TA goodies into/onto a hanging context object just isn't as elegant as expandos on the data[stock] object.
It does "work" just not across system resets that the context is guaranteed to persist over. So it's not advised.

Hi Dan,

Might be a good idea to publish some technical specs. on the use of context for storing data. Under the hood, how does it work under Q backtesting/paper, & IB paper/live trading? Are you writing to disk immediately, or at the end of every minute bar (there's a ~ 10-second housekeeping period, right?)? Or maybe context gets written to disk only after the market closes? Memory limits? Etc.

I just figure there might be some good, bad, and ugly uses of context.

Grant