I'm trying to fire an event once daily at 3:59:30 PM. I've tried the following to no avail:
// This method does not accept seconds?
self.Schedule.On(self.DateRules.EveryDay(self.symbol),
self.TimeRules.At(15, 59),
Action(self.ThirtySecondsBeforeMarketClose))
// This method fires at 4:00PM instead of 3:59:30 PM
self.Schedule.On(self.DateRules.EveryDay(self.symbol), \
self.TimeRules.BeforeMarketClose(self.symbol, 0.5), \
Action(self.ThirtySecondsBeforeMarketClose))
// This method oddly fires twice at 9:31 AM and once at 3:59:00 PM
self.Schedule.On(self.DateRules.EveryDay(self.symbol), self.TimeRules.Every(timedelta(seconds=(23370))), Action(self.EveryMarketClose))
Brian Sax
I should mention I also tried adding seconds as a self.TimeRules.At parameter:
self.Schedule.On(self.DateRules.EveryDay(self.symbol),
self.TimeRules.At(15, 59, 30),
Action(self.ThirtySecondsBeforeMarketClose))
But this still fires at 4:00:00 PM and not 3:59:30 PM.
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Brian Sax
Also tried putting a timedelta of seconds into the BeforeMarketClose parameter which throws an error:
self.Schedule.On(self.DateRules.EveryDay(self.symbol),
self.TimeRules.BeforeMarketClose(self.symbol, timedelta(seconds=(30))),
Action(self.EveryMarketClose))
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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