Is there an elegant way to schedule update_universe? For example, say I wanted to only update the universe monthly/quarterly. Can schedule_function be used directly? Or would I need to use a context flag? Other?
Recommendations on the best approach welcome.
I schedule the context flag, something like,
def update_universe_buy(context,data):
context.buy_day = True
def before_trading_start(context,data):
if context.buy_day:
update_universe( list )
....
schedule_function(update_universe_buy,date_rules.month_start(days_offset=context.buy_offset),
time_rules.market_close(minutes=30)) Hope that helps,
Mark
I think this question will be moot when Quantopian 2 ships to production.
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The update_universe method has been eliminated since Quantopian 2.0 a few years back. So, as Dan Dunn mentioned, this is moot. One must explicitly define the stocks to trade and what data to fetch (ie there is no implied or 'built-in' universe). Typically one gets a dynamic list of stocks via pipeline.
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.
sorry, maybe I formulate well my question.
What I am looking for is some way to set a screener which is updated once every x months.
Let's say I want to trade and have in pipeline as a screener the top 100 stocks by mkt cap today, but want this screener to be updated every x months.
On the other hand I want the stocks filtered by this screener have a score updated daily.
Is it possible?
Thank you very much Vladimir!
Do you think in some way I can put a custom "mask rebalance function"? So in your example the mask is updated every month, right?
If I want to update the mask every 3 months? Every 5 months?
Thanks
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.
