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Brian Sax INVESTOR

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I'm trying to fire an event once daily at 3:59:30 PM. I've tried the following to no avail:

// This method does not accept seconds?

self.Schedule.On(self.DateRules.EveryDay(self.symbol),
self.TimeRules.At(15, 59),
Action(self.ThirtySecondsBeforeMarketClose))

// This method fires at 4:00PM instead of 3:59:30 PM

self.Schedule.On(self.DateRules.EveryDay(self.symbol), \
self.TimeRules.BeforeMarketClose(self.symbol, 0.5), \
Action(self.ThirtySecondsBeforeMarketClose))

// This method oddly fires twice at 9:31 AM and once at 3:59:00 PM

self.Schedule.On(self.DateRules.EveryDay(self.symbol), self.TimeRules.Every(timedelta(seconds=(23370))), Action(self.EveryMarketClose))

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Brian Sax

Accepted Answer

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Brian Sax

131 Pro ,

I should mention I also tried adding seconds as a self.TimeRules.At parameter:

self.Schedule.On(self.DateRules.EveryDay(self.symbol),
self.TimeRules.At(15, 59, 30),
Action(self.ThirtySecondsBeforeMarketClose))

But this still fires at 4:00:00 PM and not 3:59:30 PM.

Brian Sax

131 Pro ,

Also tried putting a timedelta of seconds into the BeforeMarketClose parameter which throws an error:

self.Schedule.On(self.DateRules.EveryDay(self.symbol),

self.TimeRules.BeforeMarketClose(self.symbol, timedelta(seconds=(30))),

Action(self.EveryMarketClose))

Derek Melchin

STAFF Pro ,

Hi Brian,

The BeforeMarketClose method expects a `double` at its second argument. Therefore, to place a Scheduled Event 30 seconds before the close, we can use

self.Schedule.On(self.DateRules.EveryDay(self.symbol),

                 self.TimeRules.BeforeMarketClose(self.symbol, 0.5),

                 self.event)

Note that for this scheduled event to be fired at the correct time, we'd have to be subscribed to second-resolution data or be trading in live mode where the event is triggered by the clock. When using minute-resolution data in backtesting, we recommend placing the scheduled event 1 minute before the close instead. Otherwise, the event will fire as a past event and the price of `self.symbol` will be outdated by 30 seconds.

self.TimeRules.BeforeMarketClose(self.symbol, 1)

See the attached backtest for reference.

Best,
Derek Melchin

Brian Sax INVESTOR

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