Trying to run an old algo. Getting a syntax error ...on this line:
schedule_function(end_of_week, date_rule=date_rules.week_end())
What's wrong with that?
Thanks,
Stephen
Trying to run an old algo. Getting a syntax error ...on this line:
schedule_function(end_of_week, date_rule=date_rules.week_end())
What's wrong with that?
Thanks,
Stephen
That syntax is correct (assuming the function you want to call is 'end_of_week'). You may want to add a time_rule but it will work without it (and default to market_open).
Sometimes a Python error actually occurs in the previous line but it doesn't get recognized until the next. Could it be the previous line that's the problem? Maybe a missing closing parenthesis?
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Dan, I really appreciate your help. This is actually a really great little algorithm ...and I think it's simple. Here's the whole thing.
def initialize(context):
context.quarter_flag = False
context.asset1 = symbol('SPY')
context.asset2 = symbol('XLU')
context.Buy = 0
context.Current = 0
context.BuyAlert = False
set_slippage(slippage.FixedSlippage(spread=0.01))
set_commission(commission.PerShare(cost=0.00, min_trade_cost=0.00))
set_benchmark(symbol('SPY')
schedule_function(end_of_week, date_rule=date_rules.week_end())
schedule_function(rebalance, date_rules.week_start(), time_rules.market_close(minutes=30))
def rebalance(context, data):
if context.BuyAlert:
if context.Current != 0:
order_target_percent(context.Current, 0)
order_target_percent(context.Buy, 1)
context.Current = context.Buy
context.BuyAlert = False
def end_of_week(context, data):
if get_datetime().week % 1 == 0:
n = 110
context.quarter_flag = True
maxPercent = 0
asset1_prices = data.history(context.asset1, "price", n, "1d")
asset1_PercentChange = (asset1_prices[-1] - asset1_prices[-110]) / asset1_prices[-1]
if asset1_PercentChange > maxPercent:
context.Buy = context.asset1
maxPercent = asset1_PercentChange
asset2_prices = data.history(context.asset2, "price", n, "1d")
asset2_PercentChange = (asset2_prices[-1] - asset2_prices[-110]) / asset2_prices[-1]
if asset2_PercentChange > maxPercent:
context.Buy = context.asset2
maxPercent = asset2_PercentChange
if context.Buy != context.Current:
context.BuyAlert = True
def before_trading_start(context, data):
if context.quarter_flag:
print(get_datetime())
context.quarter_flag = False