Share New Research 
Hi, Collegues
Could I get time beetwen two datetimes in minutes, but only minutes of trading time, this means from 9:30 to 16:00 for all full days and plus minutes of not full days between start end end:
def HandleRenko1(self, sender, data):
'''This function is called by our renkoClose consolidator defined in Initialize()
Args:
data: The new renko bar produced by the consolidator'''
self.RenkoWindow1.Add(data)
start = self.RenkoWindow1[self.RenkoWindow1.Count - 1].Start
end = self.RenkoWindow1[0].EndTime
r_time = end - start
tradingminutes = ..... ?
Alethea Lin
Hi SLs,
You can do this manually, but it is not easy. You can try using the EachTradeableDay function to get the number of trading days between two datetimes, then manually calculate the minutes.
Serge d'Adesky
I did not answer you right away cause I thought somebody else would come up with an elegant solution. But here's something that may help you along the way, by identifying holidays
# ------------------------------------------------------------------------------ # Business days # ------------------------------------------------------------------------------ from datetime import timedelta #, date from pandas.tseries.holiday import (AbstractHolidayCalendar, # inherit from this to create your calendar Holiday, nearest_workday, # to custom some holidays # USMartinLutherKingJr, # already defined holidays USPresidentsDay, # " " " " " " GoodFriday, USMemorialDay, # " " " " " " USLaborDay, USThanksgivingDay # " " " " " " ) class USTradingCalendar(AbstractHolidayCalendar): rules = [ Holiday('NewYearsDay', month=1, day=1, observance=nearest_workday), USMartinLutherKingJr, USPresidentsDay, GoodFriday, USMemorialDay, Holiday('USIndependenceDay', month=7, day=4, observance=nearest_workday), USLaborDay, USThanksgivingDay, Holiday('Christmas', month=12, day=25, observance=nearest_workday) ] # TODO: to be tested def last_trading_day(expiry): # American options cease trading on the third Friday, at the close of business # - Weekly options expire the same day as their last trading day, which will usually be a Friday (PM-settled), [or Mondays? & Wednesdays?] # # SPX cash index options (and other cash index options) expire on the Saturday following the third Friday of the expiration month. # However, the last trading day is the Thursday before that third Friday. Settlement price Friday morning opening (AM-settled). # http://www.daytradingbias.com/?p=84847 dd = expiry # option.ID.Date.date() # if expiry on a Saturday (standard options), then last trading day is 1d earlier if dd.weekday() == 5: dd -= timedelta(days=1) # dd -= 1 * BDay() # check that Friday is not an holiday (e.g. Good Friday) and loop back while USTradingCalendar().holidays(dd, dd).tolist(): # if list empty (dd is not an holiday) -> False dd -= timedelta(days=1) return ddSLs
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!