I would like to reset some booleans at the beginning of each trading day.  One thing I notice in the live environment is that data feeds in faster than every minute.  So doing something like:

if time(9,30) < algorithm.Time.time() <= time(9,31): myBoolean = True

doesn't work exactly as intended.  What I would love to do is set a 

self.Schedule.On(self.DateRules.EveryDay("QQQ"), self.TimeRules.AfterMarketOpen("QQQ", 1), self.AtOpen)

instead.  Is this possible?  If not, is there an elegant workaround that is dynamic enough to allow me to maybe offset this request for other features that might alter state at noon or 1.5 hours before close or some other arbitrary time during the trading session? 

Author

Stephen Hyer

February 2021