Algorithm Reference

Scheduled Events

Demonstration Algorithm

ScheduledEventsAlgorithm.py Python ScheduledEventsAlgorithm.cs C#

Introduction

Scheduled events allow you to trigger code to run at specific times of day. This happens regardless of your data events. The schedule API requires a date and time rule to specify when the event is fired.

Scheduled events need a DateRules and TimeRules pair to set a specific time. When the event is triggered, the action block is executed.

DateTime Rules

DateRules Class	Example Usage
On(year,month,day)	`self.DateRules.On(2013, 10, 7)` Trigger an event on a specific date.
EveryDay(symbol)	`self.DateRules.EveryDay("SPY")` Trigger an event every day a specific symbol is trading.
EveryDay()	`self.DateRules.EveryDay()` Trigger an event every day.
Every(days)	`self.DateRules.Every(DayOfWeek.Monday, DayOfWeek.Friday)` Trigger an event on specific days during week.
MonthStart(daysOffset)	`self.DateRules.MonthStart()` Trigger an event on the first day of each month plus offset (default is zero)
MonthStart(symbol, daysOffset)	`self.DateRules.MonthStart("SPY")` Trigger an event on the first tradable date of each month plus offset for the specified symbol of each month (default is zero)
MonthEnd(daysOffset)	`self.DateRules.MonthEnd()` Trigger an event on the last day of each month minus offset (default is zero)
MonthEnd(symbol, daysOffset)	`self.DateRules.MonthEnd("SPY")` Trigger an event on the last tradable date of each month minus offset for the specified symbol of each month (default is zero)
WeekStart(daysOffset)	`self.DateRules.WeekStart()` Trigger an event on the first day of each week plus offset (default is zero)
WeekStart(symbol, daysOffset)	`self.DateRules.WeekStart("SPY")` Trigger an event on the first tradable date of each week plus offset for the specified symbol of each month (default is zero)
WeekEnd(daysOffset)	`self.DateRules.WeekEnd()` Trigger an event on the last day of each week minus offset (default is zero)
WeekEnd(symbol, daysOffset)	`self.DateRules.WeekEnd("SPY")` Trigger an event on the last tradable date of each week minus offset for the specified symbol of each month (default is zero)

TimeRules Class	Example Usage
At(hour, min)	`self.TimeRules.At(13, 10)` Trigger an event at a specific time of day (e.g. 13:10).
AfterMarketOpen(symbol, min)	`self.TimeRules.AfterMarketOpen("SPY", 10)` Trigger an event a few minutes after market open for a specific symbol.
BeforeMarketClose(symbol, min)	`self.TimeRules.BeforeMarketClose("SPY", 10)` Trigger an event a few minutes before close for a specific symbol.
Every(period)	`self.TimeRules.Every(TimeSpan.FromMinutes(10))` Trigger an event every period interval.

// Schedule an event to fire at a specific date/time
Schedule.On(DateRules.On(2013, 10, 7), TimeRules.At(13, 0), () =>
{
	Log("SpecificTime: Fired at : " + Time);
});

// Schedule an event to fire every trading day for a security
// The time rule here tells it to fire 10 minutes after SPY's market open
Schedule.On(DateRules.EveryDay("SPY"), TimeRules.AfterMarketOpen("SPY", 10), () =>
{
	Log("EveryDay.SPY 10 min after open: Fired at: " + Time);
});

// Schedule an event to fire every trading day for a security
// The time rule here tells it to fire 10 minutes before SPY's market close
Schedule.On(DateRules.EveryDay("SPY"), TimeRules.BeforeMarketClose("SPY", 10), () =>
{
	Log("EveryDay.SPY 10 min before close: Fired at: " + Time);
});

// Schedule an event to fire on certain days of the week
Schedule.On(DateRules.Every(DayOfWeek.Monday, DayOfWeek.Friday), TimeRules.At(12, 0), () =>
{
	Log("Mon/Fri at 12pm: Fired at: " + Time);
});

# schedule an event to fire at a specific date/time
self.Schedule.On(self.DateRules.On(2013, 10, 7), \ 
                 self.TimeRules.At(13, 0), \ 
                 self.SpecificTime)

# schedule an event to fire every trading day for a security the
# time rule here tells it to fire 10 minutes after SPY's market open
self.Schedule.On(self.DateRules.EveryDay("SPY"), \ 
                 self.TimeRules.AfterMarketOpen(self.spy, 10), \        
                 self.EveryDayAfterMarketOpen)

# schedule an event to fire every trading day for a security the
# time rule here tells it to fire 10 minutes before SPY's market close
self.Schedule.On(self.DateRules.EveryDay("SPY"), \
                 self.TimeRules.BeforeMarketClose("SPY", 10), \
                 self.EveryDayBeforeMarketClose)

# schedule an event to fire on certain days of the week
self.Schedule.On(self.DateRules.Every(DayOfWeek.Monday, DayOfWeek.Friday), \
                 self.TimeRules.At(12, 0), \
                 self.EveryMonFriAtNoon)

# the scheduling methods return the ScheduledEvent object which can be used 
# for other things here I set the event up to check the portfolio value every
# 10 minutes, and liquidate if we have too many losses
self.Schedule.On(self.DateRules.EveryDay(), \ 
                 self.TimeRules.Every(timedelta(minutes=10)), \
                 self.LiquidateUnrealizedLosses)

# schedule an event to fire at the beginning of the month, the symbol is
# optional. 
# if specified, it will fire the first trading day for that symbol of the month,
# if not specified it will fire on the first day of the month
self.Schedule.On(self.DateRules.MonthStart("SPY"), \
                 self.TimeRules.AfterMarketOpen("SPY"), \
                 self.RebalancingCode)

def SpecificTime(self):
    self.Log("SpecificTime: Fired at : {0}".format(self.Time))

def EveryDayAfterMarketOpen(self):
    self.Log("EveryDay.SPY 10 min after open: Fired at: {0}".format(self.Time))

def EveryDayBeforeMarketClose(self):
    self.Log("EveryDay.SPY 10 min before close: Fired at: {0}".format(self.Time))

def EveryMonFriAtNoon(self):
    self.Log("Mon/Fri at 12pm: Fired at: {0}".format(self.Time))

def LiquidateUnrealizedLosses(self):
    ''' if we have over 1000 dollars in unrealized losses, liquidate'''
    if self.Portfolio.TotalUnrealizedProfit < -1000:
        self.Log("Liquidated due to unrealized losses at: {0}".format(self.Time))
        self.Liquidate()

def RebalancingCode(self):
    ''' Good spot for rebalancing code?'''
    pass

You can also see our Tutorials and Videos. You can also get in touch with us via Discord.

Did you find this page helpful?

Contribute to the documentation:

Contents

Introduction

DateTime Rules

HOME

KEY CONCEPTS

ORGANIZATIONS