Getting current data in scheduled event

Hi Valery

The simplest method is to use as follows:

self.Securities[symbol].Price

You also need to make sure that when adding data you include an appropriate resolution (e.g. Resolution.Minute)

Hope this helps

Hi Valery,

To get "current price," as Flame has pointed out, you first need to make sure that you've asked for the data in your algorithm. You can use Resolution.Minute or Resolution.Tick based on your need and data availability.

Then, you can use self.Securities[symbol].Price to access current price. Or, you can also use self.CurrentSlice[symbol].Close which gives you the close price of last data slice pushed into your algorithm. The two methods return the same value.

I've attached a backtest. Please check out the implementation details and the logs to see how the two methods work.

hi,

When i try

self.Schedule.On(self.DateRules.EveryDay(self.symbol), \
                        self.TimeRules.AfterMarketOpen(self.symbol, 20), \
                        Action(self.EveryMarketOpen))

I am getting this error

20201203 19:41:11.868 ERROR:: ScheduledEvent.Scan(): Exception was thrown in OnEventFired: Python.Runtime.PythonException: ImportError : cannot import name 'EWM' from 'pandas.core.window' (/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/site-packages/pandas/core/window/__init__.py)
  at Python.Runtime.PyObject.Invoke (Python.Runtime.PyObject[] args) [0x00035] in <6502d9c22ea54a59ae1303c418913e75>:0 
  at QuantConnect.Scheduling.ScheduleManager+<>c__DisplayClass15_0.<On>b__0 (System.String name, System.DateTime time) [0x00007] in /Users/kp6228/Documents/work/code/Lean/Common/Scheduling/ScheduleManager.cs:142 
  at QuantConnect.Scheduling.ScheduledEvent.OnEventFired (System.DateTime triggerTime) [0x00011] in /Users/kp6228/Documents/work/code/Lean/Common/Scheduling/ScheduledEvent.cs:252 
20201203 19:41:11.870 ERROR:: BacktestingRealTimeHandler.ScanPastEvents(): BacktestingRealTimeHandler.Run(): There was an error in a scheduled event SPY: EveryDay: SPY: 20 min after MarketOpen. The error was ImportError : cannot import name 'EWM' from 'pandas.core.window' (/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/site-packages/pandas/core/window/__init__.py) QuantConnect.Scheduling.ScheduledEventException: ImportError : cannot import name 'EWM' from 'pandas.core.window' (/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/site-packages/pandas/core/window/__init__.py) ---> Python.Runtime.PythonException: ImportError : cannot import name 'EWM' from 'pandas.core.window' (/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/site-packages/pandas/core/window/__init__.py)
  at Python.Runtime.PyObject.Invoke (Python.Runtime.PyObject[] args) [0x00035] in <6502d9c22ea54a59ae1303c418913e75>:0 
  at QuantConnect.Scheduling.ScheduleManager+<>c__DisplayClass15_0.<On>b__0 (System.String name, System.DateTime time) [0x00007] in /Users/kp6228/Documents/work/code/Lean/Common/Scheduling/ScheduleManager.cs:142 
  at QuantConnect.Scheduling.ScheduledEvent.OnEventFired (System.DateTime triggerTime) [0x00011] in /Users/kp6228/Documents/work/code/Lean/Common/Scheduling/ScheduledEvent.cs:252 
   --- End of inner exception stack trace ---
  at QuantConnect.Scheduling.ScheduledEvent.OnEventFired (System.DateTime triggerTime) [0x0006b] in /Users/kp6228/Documents/work/code/Lean/Common/Scheduling/ScheduledEvent.cs:261 
  at QuantConnect.Scheduling.ScheduledEvent.Scan (System.DateTime utcTime) [0x0015a] in /Users/kp6228/Documents/work/code/Lean/Common/Scheduling/ScheduledEvent.cs:176 
  at QuantConnect.IsolatorLimitResultProvider+<>c__DisplayClass1_0.<Consume>b__0 () [0x00000] in /Users/kp6228/Documents/work/code/Lean/Common/IsolatorLimitResultProvider.cs:48 
  at QuantConnect.IsolatorLimitResultProvider.Consume (QuantConnect.IIsolatorLimitResultProvider isolatorLimitProvider, QuantConnect.ITimeProvider timeProvider, System.Action code, QuantConnect.Scheduling.TimeMonitor timeMonitor) [0x0001f] in /Users/kp6228/Documents/work/code/Lean/Common/IsolatorLimitResultProvider.cs:75 
  at QuantConnect.IsolatorLimitResultProvider.Consume (QuantConnect.IIsolatorLimitResultProvider isolatorLimitProvider, QuantConnect.Scheduling.ScheduledEvent scheduledEvent, System.DateTime scanTimeUtc, QuantConnect.Scheduling.TimeMonitor timeMonitor) [0x00038] in /Users/kp6228/Documents/work/code/Lean/Common/IsolatorLimitResultProvider.cs:48 
  at QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler.ScanPastEvents (System.DateTime time) [0x0002b] in /Users/kp6228/Documents/work/code/Lean/Engine/RealTime/BacktestingRealTimeHandler.cs:140 
20201203 19:41:11.874 Trace:: AlgorithmManager.Run(): Algorithm encountered a runtime error at 09/01/2017 14:00:00. Error: QuantConnect.Scheduling.ScheduledEventException: ImportError : cannot import name 'EWM' from 'pandas.core.window' (/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/site-packages/pandas/core/window/__init__.py) ---> Python.Runtime.PythonException: ImportError : cannot import name 'EWM' from 'pandas.core.window' (/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/site-packages/pandas/core/window/__init__.py)
  at Python.Runtime.PyObject.Invoke (Python.Runtime.PyObject[] args) [0x00035] in <6502d9c22ea54a59ae1303c418913e75>:0 

Hi Krishna,

Is this reproducible in QuantConnect Cloud? This may be an issue with the local environment.

Best,
Derek Melchin