Hi,
how can I do my rebalancing less frequently than 1 month (e.g. yearly)? For now I've tried to do it like this in before_trading_start:
def before_trading_start(context, data):
now = get_datetime('US/Eastern')
if now.month==rebalancing_month:
pass
else:
return Thanks for help.
maybe it's not an elegant solution, but i usually do it with a simple counter:, for example to trade every 3 months:
def initialize(context):
context.counter = 0
schedule_function(
trade,
date_rules.month_end(),
time_rules.market_open(minutes=15))
def trade(context, data):
context.counter += 1
if context.counter == 3:
trade()
cotext.counter = 0 Add the following to 'my_rebalance' function:
def my_rebalance(context,data):
# Schedule our rebalance function to run at the start of each quarter.
today = get_datetime('US/Eastern')
if today.month in [1,4,7,10]: #rebalance quarterly
your_rebalance_method
You can customize the frequency in 'today.month in [frequency]'.
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