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I'm very new and trying to learn the ropes. I'm trying to have my algorithm run only during the first hour of the market being open. It seems that using the TimeRules function makes it run at a very specific time, say 10am. But what if I want it to rund from 9:45 to 10:45am? Is there a way to accomplish this? My profile says C# but I'm actually using python
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If you are subscribed to minutely data, OnData() will be called every time new data is received from the engine. So you can simply do something like:
def OnData(self, data):
# Current timestamp of the algorithm
current_time = self.Time
if (current_time.hours == 9 and current_time.minutes >= 45) or (current_time.hours == 10 and current_time.minutes <= 45):
# do something
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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.
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