Beginner - Scheduling Events Every Friday

Hello All, 

  I have read the scheduling event documentation and took a look at the scheduling events example of GitHub (love that repo btw) but I am having trouble scheduling events for a specific day of the week.

My code, works if I schedule events for 2 days of the week but not 1 only. I want to schedule an event every Friday. Here is my example code:

import numpy as np
from System import *

### <summary>
### Basic template algorithm simply initializes the date range and cash. This is a skeleton
### framework you can use for designing an algorithm.
### </summary>
class FTSEFridays(QCAlgorithm):
'''Basic template algorithm simply initializes the date range and cash'''

def Initialize(self):
'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''

self.SetStartDate(2018,6, 1) #Set Start Date
self.SetEndDate(2018,7,1) #Set End Date
self.SetCash(10000) #Set Strategy Cash

self.Allocate = 1 # Percentage of holdings to risk

# Setup Oanda Broker simulation

# Find more symbols here:
self.AddCfd("UK100GBP", Resolution.Minute)

#Logging / Debugs
self.Logging_On = True
self.Debug_On = True

#Set Shcedule
# self.Schedule.On(self.DateRules.Every(DayOfWeek.Monday,DayOfWeek.Friday), self.TimeRules.At(6, 55), self.MorningBuy)
# self.Schedule.On(self.DateRules.Every(DayOfWeek.Monday,DayOfWeek.Friday), self.TimeRules.At(16, 29), self.AfternoonSell)
self.Schedule.On(self.DateRules.Every(DayOfWeek.Friday), self.TimeRules.At(6, 55), self.MorningBuy)
self.Schedule.On(self.DateRules.Every(DayOfWeek.Friday), self.TimeRules.At(16, 29), self.AfternoonSell)

def OnData(self, data):
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.

data: Slice object keyed by symbol containing the stock data

def MorningBuy(self):
if self.Debug_On:
self.Debug("MorningBuy: Fired at : {0}".format(self.Time))
self.SetHoldings("UK100GBP", self.Allocate)

def AfternoonSell(self):
if self.Debug_On:
self.Debug("AfternoonSell: Fired at : {0}".format(self.Time))

In the code, the two commented `self.Schedule.On` lines work, whereas the two uncommented lines do not work. I receive the following error:

During the algorithm initialization, the following exception has occurred: Trying to dynamically access a method that does not exist throws a TypeError exception. To prevent the exception, ensure each parameter type matches those required by the Every method. Please checkout the API documentation.
at Initialize in 35
TypeError : No method matches given arguments for Every

Should I be using something other than `self.DateRules.Every()` ?

Update Backtest

In order to execute a trade on the Friday of every week, use the method .WeekEnd(). So the code needed to run will look like this:

self.Schedule.On(self.DateRules.WeekEnd(), self.TimeRules.At(6, 55), self.MorningBuy)
self.Schedule.On(self.DateRules.WeekEnd(), self.TimeRules.At(16, 29), self.AfternoonSell)

The reason why self.DateRules.Every() was not a suitable method call is because it expects a list of DayOfWeek objects and only one object is being passed. While self.DateRules.Every([DayOfWeek.Friday]) would work, WeekEnd() will provide a better solution since it considers holidays like Good Friday.


Hi  Gurumeher Sawhney

 Thank you very much for the pointer. Much appreciated. 

Your suggestion should work well. However, for the sake of completeness and my own learning, let's say I want to do the same but it has to be on the exact day (Friday or Thursday or whatever) and cannot dynamically move for holidays like  Weekend() will. Is there a way to do this? 

Or should I just specify two days in the Every() call and then just handle it in the handler (i.e ignore the day I don't want). 



Update Backtest


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