Hi all,
I'm finding that my scheduled events are not executing in the Warmup phase of my algorithm. I've tested this by placing "ready" checks for my indicators right after they have been updated; they all register "not ready" all the way until well past the warmup phase. The indicators are all updated within scheduled events (i.e. on certain days of the week), so I assume that the scheduled events are not being executed during Warmup.
I'd like these indicators to be ready by the time the warmup is complete. Anybody have experience with this?
Many thanks!
-Stephen
Jared Broad
Our decimal wrapper was removed. You can just remove the header `import decimal as d` and then replace the uses of it like "self.Lev = d.Decimal(1.0)" to self.Lev = 1.0
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Clemens Fruhwirth
Thank you Alex Muci for sharing the code!
I brought the code forward to run with the latest LEAN changes. Also I changed the data resolution to hourly, because the only thing requiring minute data was the rebalance done at 10:01. I moved that to 10:00. Now, the backtest runs much faster.
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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