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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
self.SetBrokerageModel(BrokerageName.OandaBrokerage)

# Find more symbols here: http://quantconnect.com/data
# THIS NEEDS TO BE ADDED AFTER THE BROKERAGE MODEL!
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.

Arguments:
data: Slice object keyed by symbol containing the stock data
'''
pass

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))
self.Liquidate

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 main.py:line 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.

1

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). 

Thanks!

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Update Backtest





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