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Following up on this Python coding question. Has anyone found a way to code specific days of the month, eg, the 10th, 15th, 20th? In Quantopian, I used... 

d = get_datetime().day
m = get_datetime().month
w = get_datetime().weekday()
y = get_datetime().year

combined with if/then logic to trade certain calendar days (d), months (m), etc...

if (d==24 or d==25 or d==26):

     # do something

if (m==1 or m==2 or m==3):

     # do something

Any help would be greatly appreciated. I see how to hardcode days/months/years, but am trying to create a generic version that is dynamic year to year.

Recommend you post the work you've tried so far Brett; people are more receptive to help when they see you've put in a solid effort.

Sure. Let's say I want to trade every month on the 10th. As noted, I could hard code a scheduled function on the 10th (see backtest). For a full year, I would need 12 scheduled functions. But let's say I want to trade every month on the 10th, 15th and 20th. Now I would need to hard code 36 scheduled events for the year. And I'd still have to update the code annually.

In Quantopian, there was an easy way to identify a day, weekday, month, year (see above posts) for calendar-based strategies. Is there anything comparable in Quantconnect?

Thank you.

You can put any simple filters you want into your rebalance logic.

self.Schedule.On(self.DateRules.EveryDay(),
self.TimeRules.At(9, 31),
Action(self.Rebalance))

def Rebalance(self):
if self.Time.Day != 15: return
if self.Time.Day != 25: return

Jared, thanks for the reply! I haven't seen self.Time.Day (15 = hour of day?) and self.Time.DayofMonth (25 = day of month?) in the Python docs -- website and Github have been my two main sources. Where would I find this, and others (eg, is there a self.Time.DayofWeek)? 

Separate, but related, how do I use event scheduler to repeat a function over and over, but start cycling at, say 10am, instead of the market open, which I understand to be the default?

Thanks again.

Sorry they were both Day -- Time is a DateTime object under the hood -- you can read all of the DateTime properties;

https://msdn.microsoft.com/en-us/library/system.datetime.day(v=vs.110).aspx

In future this should be in the API tab but ironically specifically the Time property isn't being shown. The UtcTime property is there for an example.

https://msdn.microsoft.com/en-us/library/system.datetime(v=vs.110).aspx

Got it. Thx, Jared!

This thread was very helpful for me. I've been trying to figure out how to trade around certain holidays and such for a while but it hasn't been a big priority until this Alpha Stream ETF Contest. :-)