Hi Michael, I think the best you can do is to schedule a function to execute every month, and check the current month via get_datetime().month. This off the top of my head, so this might not be the precise form of the code.

Sunil

You can setup a schedule_function to run at any custom frequency. Take a look at the example here (in the Scheduling Multiple Functions section): https://www.quantopian.com/help#ide-schedulefunction

Alisa, I can see how you can schedule multiple functions to get more frequent execution, but if I'm not mistaken Michael was asking about less frequent execution, specifically once an year?

I went digging around the zipline code, and found this:

https://github.com/quantopian/zipline/blob/master/zipline/utils/events.py#L447

If you really want, it looks like you ought to be able to implement your own scheduling class. I haven't tried it, don't really see any need for this, so I don't know if it will actually work.

Sunil

In the specific example in the help doc, you can make a schedule_function run every 30 minutes. Similar to how you can manipulate the time interval, you can also manipulate the date interval to run at a custom frequency. Using this technique, you can run a function every quarter, every year, or at any other period:

def initialize(context):  
  # For every minute available (max is 6 hours and 30 minutes)  
  total_minutes = 6*60 + 30

  for i in range(total_minutes):  
    # Every 30 minutes run schedule  
    if i % 30 == 0:  
      # This will start at 9:31AM and will run every 30 minutes  
      schedule_function(  
      myfunc,  
        date_rules.every_day(),  
        time_rules.market_open(minutes=i),  
        True  
      )  
def myfunc(context,data):  
  pass  
def handle_data(context,data):  
  pass  

Do you have an example of how to run this annually or quarterly? I'm having a hard time taking this example and modifying it for this purpose.

Brian

Hi Brian,

The simplest approach is to put a test in your scheduled function to check if it should run. For example, something like this:

def stock_selection_by_calendar(context, data):  
    today = get_datetime()  
    return today.month == 1  

This function is called by my scheduled function that I want to run every year to check if the month is January. You can use other types of calculations to check for start of quarter, etc. Hope that helps.

Sunil