Hi, I'd like to set different delays of "buy market on close" by the size of the portfolio (see below). However, starting_dollars is only called once with Initialize. Any thoughts?
def initialize(context):
context.stock = sid(stock)
starting_dollars = context.portfolio.portfolio_value
limit = starting_dollars / 25000
schedule_function(close_positions, date_rules.every_day(), time_rules.market_close(minutes = limit)) Maybe if you make the global variables set to zero under initialize (just to establish their existence):
context.limit = 0
context.starting_collars = 0
Then in a "before trading start" function or create a new function that runs at market open, put in your formulas so that they are reset daily.
def initialize(context:
context.starting_dollars = 0
context.limit = 0
schedule function(close_position, date_rules.every_day(), time_rules.market_close(minutes = context.limit)
def before_trading_start(context, data):
context.starting_dollars = context.portfolio.portfolio_value
context.limit = context.starting_dollars / 25000
I think this will allow you to reset your variables each day and make them globally available in any functions
Not sure it will work, but give it a try.
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