I'm building a strategy, where I want the system to run only once per day. Here's the start of my code:
def initialize(context):
set_commission(commission.PerShare(cost=0.0075, min_trade_cost=1))
set_slippage(slippage.VolumeShareSlippage(volume_limit=0.025, price_impact=0.10))
schedule_function = (my_system, date_rules.every_day(), time_rules.market_close(hours=1))
context.spy = sid(8554)
context.aapl = sid(24)
def my_system(context, data):
# trading strategy, signal generation, and trade execution
.............................
Also, "my_system" is the function that has all my strategy code, such as signal generation, trading execution, and rebalancing. But for some reason, the backtest doesn't work, and I get the error message:
"Local variable 'schedule_function' is assigned to but never used"
Why is this?