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Schedule function not running on 2nd day of the week this week (2nd of Jan, 2019)? bug?
kamran sokhanvari
posted Jan 3, 2019
API Seeking Help Show Q

Does anyone at Q knows why a schedule function setup to run on the 2nd day of the week does not run this week? We had the 31st when the market was open, then the 1st the market was closed so the 2nd (which is Wednesday) the schedule function should run. It does not?! Only happening in the current week!

schedule_function(exit_positions,
date_rule=date_rules.week_start(days_offset = 1),
time_rule=time_rules.market_close(minutes=50),
half_days=True
)

Any ideas?

Thanks

2 responses
Jamie McCorriston
Jan 3, 2019

Hi Kamran,

Thanks for reporting this. We just discovered the issue - it's a bug that impacts algos that schedule functions relative to the week_start or week_end this week only. We actually have a fix up in Zipline already: https://github.com/quantopian/zipline/pull/2394, but it will take some time to make it to the Quantopian servers. The symptom of the bug seems to be that functions scheduled relative to the start of the week are happening one day later than expected.

Sorry for the inconvenience.

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kamran sokhanvari
Jan 4, 2019

Jamie, By when will this patch make it? are we talking days?

Thanks

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.