How to schedule an event for particular day of every month?

Dawgzy

Try this

# The day before expiration Friday
from AlgorithmImports import *

class ExpirationFriday(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 1, 1)               
        self.SetEndDate(2022, 6, 15)
        self.stock  = self.AddEquity("QQQ", Resolution.Daily).Symbol

    def OnData(self, data):
        if  self.Time.weekday() == 3: 
            if self.Time.day < 15: return
            if self.Time.day > 21: return

            self.Log(f"The day before expiration Friday: Fired at : {self.Time}") 

If you are satisfied with my answer, please accept it and don't forget to like it.

Hi Dawgzy,

You can also have an event if that is what you wanted. To separate concerns from OnData.

Fred

Dawgzy

This way is even better because it takes into account when the expiration occurs on a Thursday.

Dawgzy

“Three days before expiration Day”

Fred Painchaud Vladimir Thanks for these responses, greatly appreciated.

Is there any way to reference something defined in one of the scheduled events in OnData? For example, in the below it's giving me Runtime error as ‘dayPerf’ is not defined on Ondata.

# region imports
from AlgorithmImports import *
# endregion

# ------------------------------------------------------------
STOCK = "SPY"
# ------------------------------------------------------------

class CreativeFluorescentOrangeHornet(QCAlgorithm):

    def Initialize(self):
        # Set dates, cash and add asset
        self.SetStartDate(2000, 1, 1)  
        self.SetCash(100000)  
        self.AddEquity(STOCK, Resolution.Daily)

        # Schedule every 3rd Monday of month, do a check on that day's performance
        self.Schedule.On(self.DateRules.Every(DayOfWeek.Tuesday), self.TimeRules.At(20, 0), self.PerfCheck)

    def PerfCheck(self):
        if (self.Time.day >= 15) and (self.Time.day <= 21):
            dayPerf = self.Securities[STOCK].Open - self.Securities[STOCK].Close
            self.Log(str(self.Securities[STOCK].Open))
            self.Log(str(self.Securities[STOCK].Close))
            self.Log(str(monPerf))

    def OnData(self, data):
        if dayPerf > 0:
			self.SetHoldings(STOCK, 1.0)

Hi Dawgsy,

Yep.

Use:

self.dayPerf = self.Securities[STOCK].Open - self.Securities[STOCK].Close

and then:

if self.dayPerf > 0:

Adding self. before makes the variable an instance variable of the object instead of a local variable in the function. So the object holds the variable in-between calls. Long story short 😊.

Fred

P.S. You will also want to do something with self.Log(str(monPerf)), as monPerf will be undefined as you'll get warned as soon as you correct the first mistake. It is probably an old name and you now want to use self.dayPerf there also.