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Hello,
I want to execute coarse filter only at a specific time interval. Like weekly, 15 days or monthly. I will take example of monthly -
if self.Time.month == self.current:
return Universe.Unchanged
self.current = self.Time.monthHow is it different from -
if self.Time.month - self.current < 2:
return Universe.Unchanged
self.current = self.Time.monthConsidering we have initialized self.current on init -
self.current = self.Time.monthI get different results for both the scenarios above.
Also, how can I make the code run every 15 days or every week?
Thanks,
Ray
Rahul Chowdhury
Hey Ray,
The algorithm returns different results because
if self.Time.month == self.current: return Universe.Unchanged self.current = self.Time.monthrebalances once a month, while
if self.Time.month - self.current < 2: return Universe.Unchanged self.current = self.Time.monthrebalances once every two months.You can rebalance every week by using the week number of the datetime object, which is accessed with time.isocalender()[1]
if self.Time.isocalendar()[1] == self.current: return Universe.Unchanged self.current = self.Time.isocalender()[1]One way to rebalance every 15 days is to use a pointer to keep track of our next rebalance date and wait until that date.
if self.Time < self.nextRebalance: return Universe.Unchanged self.nextRebalance = self.Time + timedelta(days=15)Best
Rahul
Ray Trader
Hi Rahul,
Thanks for the details. I will check it out. Is there a place for official documentation for methods available for "Time" or it is a default python class that can be checked?
Rahul Chowdhury
Hi Ray,
Time returns a datetime object, which is a default python class. You can find more information about datetime in the python docs.
Ray Trader
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