Pause trading but not scanning

Hi Sean,
To implement the above logic we recommend adding the following code snippet at end of the Update method before returning the insight list:
 

if algorithm.Time.time()<time(9,40):
           
    return []

best,
Varad Kabade

Hi Varad,

Thank you!  It looks like this didn't quite work though.  I think that paused both scanning and buying.  For example, the attached backtest kept buying even though the true high of day ($7.33) was never broken after 9:40.  Is there a way to pause trading without pausing scanning?

Thanks!
Sean

Hi Sean,
The above code will not emit any insight for the required duration. To stop the algorithm from placing orders, we recommend modifying the ExecutionModel logic to include the above code snippet, so it does not place any order for that time.
Best,
Varad Kabade 

Hi Varad,

Thank you again for your response!  Sorry I'm not sure I completely followed.  Your next recommendation would be to edit line 17 of my original attached backtest?  You would recommend something like this?
 

Thanks!
Sean

Hi Sean,
We recommend modifying the Execute method of the ImmediateExecutionModel as follows:
 

def Execute(self, algorithm, targets):
	 '''Immediately submits orders for the specified portfolio targets.
	 Args:
	 algorithm: The algorithm instance
	 targets: The portfolio targets to be ordered'''
	 
	 # for performance we check count value, OrderByMarginImpact and ClearFulfilled are expensive to call
         if algorithm.Time.time()<time(9,40): return 
	 self.targetsCollection.AddRange(targets)
	 if self.targetsCollection.Count > 0:
	 for target in self.targetsCollection.OrderByMarginImpact(algorithm):
	 security = algorithm.Securities[target.Symbol]
	 # calculate remaining quantity to be ordered
	 quantity = OrderSizing.GetUnorderedQuantity(algorithm, target, security)
	 if quantity != 0:
	 aboveMinimumPortfolio = BuyingPowerModelExtensions.AboveMinimumOrderMarginPortfolioPercentage(security.BuyingPowerModel, security, quantity, algorithm.Portfolio, algorithm.Settings.MinimumOrderMarginPortfolioPercentage)
	 if aboveMinimumPortfolio:
	 algorithm.MarketOrder(security, quantity)
	 
	 self.targetsCollection.ClearFulfilled(algorithm)

Best,
Varad Kabade

Hi Varad,

Amazing thank you!  I placed those lines of code in line 33 of the original attached backtest.  But now I am getting “SyntaxError: ‘return’ outside function."  Did I place those lines of code in the wrong spot?

Thanks,
Sean

Hi Sean

Please make sure the implementation of the correct "tab" space for line 34-51/so on, like in line 27-31 that they should be inside the method header.

Best
Louis

Hi Louis,

Thank you!  Sorry I'm still not quite grasping the error here.  Now I'm seeing ‘unexpected indent’ with the latest try?

Thanks!
Sean

Hi Sean,
Please make sure you add indentation to the whole method as follows:
 

def Execute(self, algorithm, targets):
     '''Immediately submits orders for the specified portfolio targets.
     Args:
     algorithm: The algorithm instance
     targets: The portfolio targets to be ordered'''
     
     # for performance we check count value, OrderByMarginImpact and ClearFulfilled are expensive to call
     if algorithm.Time.time()<time(9,40): return 
     self.targetsCollection.AddRange(targets)
     if self.targetsCollection.Count > 0:
       for target in self.targetsCollection.OrderByMarginImpact(algorithm):
           security = algorithm.Securities[target.Symbol]
     # calculate remaining quantity to be ordered
           quantity = OrderSizing.GetUnorderedQuantity(algorithm, target, security)
           if quantity != 0:
              aboveMinimumPortfolio = BuyingPowerModelExtensions.AboveMinimumOrderMarginPortfolioPercentage(security.BuyingPowerModel, security, quantity, algorithm.Portfolio, algorithm.Settings.MinimumOrderMarginPortfolioPercentage)
           if aboveMinimumPortfolio:
              algorithm.MarketOrder(security, quantity)
     
     self.targetsCollection.ClearFulfilled(algorithm)

Best,
Varad Kabade

Thanks Varad and Louis I think it's working now!