Backtesting earning announcemnt trades - Example - sell strangles the 3pm day before the EA and buy back the next day..
* I did not find an API for earnings dates.
Should I build a dictionary earnings dates into my code?
* Use TimeRules.On() and TimeRules.At() to start/end the trade?
Sorry I am new to QuantConnect. Andy
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you would need to search for morningstar examples here on quantconnect to get the dates of the morningstar data using the universe (when you search the example you will see what the universe is where you get your stocks from):
maybe its really the PeriodEndingDate
you would need to backtest it and check when the values appear
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