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API Update - OnEndOfDay(string symbol)

The OnEndOfDay() function now includes a string parameter - OnEndOfDay(string symbol) - so if you are running multiple asset types (e.g. FOREX and Stocks) it will fire the EOD event twice -- once at 3.50pm, and a second time at 11.50pm (before FX market close).
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I wish there was a onStartOfDay() method too, so far I've hacked this together to accomplish this task:


public void OnData(TradeBars data) {
if (Securities[idChartSymbol].Exchange.ExchangeOpen == false) {
lastExcOpen = false;
return; // Wait for equities market to open to trade
}
else {
if (lastExcOpen == false) { // if market just opened
Log("start of day");
openPrice = data[idChartSymbol].Price;
}
lastExcOpen = true;
}
}


P.S. Having the IDE available for inserting and formatting code in comments would be a nice feature; I know I can attach a project too, but just sayin.
0

Thank you Nathan, checkout our new ScheduledEvents API. This is a more generic version of "On Time" and should do what you're looking for.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Update Backtest





0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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