QUANTCONNECT COMMUNITY
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
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.
QuantConnect™ 2024. All Rights Reserved
|
|
Share New Research 
Michael Manus
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
Andrew Louder
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!