I use this quite a bit to wait a few days after closing a position before opening that stock again, usually with pretty good results. s is short for security
def initialize(context):
context.waits = {}
def before_trading_start(context, data):
wait(context) # Increment any that are present
def trade(context, data):
for s in context.portfolio.positions:
order_target(s, 0) # close
wait(context, s, 3) # enter to begin the wait 3 days
for s in context.pipe_out.index:
if s in context.waits.keys(): continue # skip open if on the wait list
order_target_percent(s, weights[s])
def wait(c, s=None, action=None):
''' Enter any security like after sell to wait a few days
before opening the position again.
They are removed automatically after number of days specified.
'''
if s and days:
if days > 0:
c.waits[s] = days # start wait, number of days
elif days == 0: del c.waits[s] # end wait manually
else:
for s in c.waits.copy():
c.waits[s] -= 1 # decrement, count down 1 day
if c.waits[s] <= 0:
del c.waits[s] # end wait
