The schedule_function method schedules a user defined function to run at a particular time based upon the parameters. The trade execution logic is completely separate and independent. Open orders are monitored every minute of the trading day (behind the scenes) and executed per the slippage model. So yes, trades are executed throughout the day. Scheduling a function only specifies when the user logic is executed.
The schedule_function method takes the following parameters
def schedule_function(self,
func,
date_rule=None,
time_rule=None,
half_days=True,
calendar=None):
Just like most of the Quantopian code, this code is open source and can be found on GitHub but the Quantopian documentation is probably easier to read and a better resource.
The only date rules that are currently defined are
- date_rules.every_day()
- date_rules.month_start(days_offset=0)
- date_rules.month_end(days_offset=0)
- date_rules.week_start(days_offset=0)
- date_rules.week_end(days_offset=0)
The only time rules currently defined are
- time_rules.market_close(offset=None, hours=None, minutes=None)
- time_rules.market_open(offset=None, hours=None, minutes=None)
Click on the links above to go to the documentation.
A every_minute option does pop up in the IDE when using the autocomplete feature. This is a carryover from when Quantopian could be scheduled 'daily' and currently does the same as market_open. If one wants to 'schedule' a function to execute every minute then simply place ones code in the pre-defined handle_data function. This automatically executes every minute.
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