New to python but enjoying the experience (must be a masochist). Can anybody tell me what's wrong with my end of day syntax in this daytrading scalping program? I noticed I was losing money due to overnight gaps, whereas I had intended to close all positions at 3:58 pm.
Noticed my positions were only ending on the last day of my period range, but can't figure out why.
Thanks
Found my own error
Here is correct syntax
def getEndOfDay(h,m):
et = get_datetime().astimezone(timezone('US/Eastern'))
endofday= (et.hour==h and et.minute >= m) or et.hour >= 16
return endofday
as opposed to old code
def getEndOfDay(h,m):
et = get_datetime().astimezone(timezone('US/Eastern'))
endofday= (et.hour==h and et.minute >= m) or et.hour >= 16
return endofday
So I was comparing a non formatted date to a formatted one. Of course the results were screwed up.
Hope this helps someone else.
Glad you were able to figure out the error. I'd recommend to further refactor your code to use schedule_function instead of doing manual date/time calculations. This is more robust and it's one of the criteria for algos running in the fund.
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