Hi,

I am simply trying to write the day of the week in my CoarseSelectionFilter():

def Initialize(self): self.SetStartDate(1998, 1, 1) self.SetEndDate(1998, 3, 1) self.MinPriceForSelectionFilter = 10.0 self.NumAssets = 10 self.SetCash(100000) self.AddUniverse(self.CoarseSelectionFilter) # what resolution should the data *added* to the universe be? self.UniverseSettings.Resolution = Resolution.Daily def CoarseSelectionFilter(self, coarse): self.Debug(self.Time.DayOfWeek)

But I get this error:

Runtime Error: AttributeError : 'datetime.datetime' object has no attribute 'DayOfWeek'
at CoarseSelectionFilter in main.py:line 24

 

It looks to me that Time is a .net dateTime object so I don't understand why I get this error?

ANy help is greatly appreciated.

Author