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.