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o.k. to place orders in before_trading_start?

The attached backtest shows that orders can be placed in before_trading_start.

However, per the help page:

before_trading_start(context, data)

Optional. Called daily prior to the open of market. Orders cannot be placed inside this method. The primary purpose of this method is to use Pipeline to create a set of securities that your algorithm will use.

So maybe something was intentionally changed in Q2? Or is this a bug?

1 response

Hi Grant, this is a bug. Nice find :) We're working on a fix now.

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