Hi,
I am a newbie here. I am working an trading algo based on major economic news release. The algo will trade based on a set of dates.
I have the following codes. Justto proof that it can execute job() at designated date/time. How do i intergrate this into quantconnect code, which section? under Initialize()?
thanks alot
##########################
import sched, time
import datetime
s = sched.scheduler(time.time, time.sleep)
time_sample = ["11 01 2017 12 03 00","11 01 2017 12 03 10"]
def job():
a = time.asctime(time.localtime())
print(a)
for x in time_sample:
time_conv = time.strptime(x, "%m %d %Y %H %M %S")
temp1 = time.mktime(time_conv)
s.enterabs(temp1,1,job)
s.run()
##########################