Scaedule Trading According To Data by Eyal Weisz

Eyal Weisz

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Hey all,
Pretty new around here.
Wrote a simple algorithm which backtesting of buying and selling according to different avarages of data of BTCUSD values.
On some live trading services there's a limit for the amount of tradig you can do in a certain amount of time.
I would like to simulate that.
Saw the schedule options but all the examples talked about using the schedule options from the Initialize method, which makes since but, how can I write a function which will be called due to this schedule on and will act according to data like what happens in the ondata function?

* I'm using python.

Thanks ahead,
Eyal

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3 Comments

Eyal Weisz

, ,

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Michael Manus

9.5k ,

there is an schedule example provided by the quantconnect team maybe that helps:

https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/ScheduledEventsAlgorithm.py

Eyal Weisz

19 ,

Thanks Michael, already played with that example.
The thing is I want to do the same with an event that will call a function which get the same data that the onData function get, but only this time it will be scheduled. Lets say call onScheduleData(self, data) every 10 mintues. But I don't know how to access that data without using the onData event function which being called each time data comes.
Since the data comes once in a minute, guess I can implement that by counting but knowing about the scheduling events option wondered if there's also built in option for that too.

Michael Manus

9.5k ,

yep simple count is the way to go.

Eyal Weisz

, , edit

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