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Hello,
I'm trying to get my Framework Algorithm to download a file once a day from Dropbox and use the signals in that file to create Insights. It would be quite simple to create an array of Insights based on the text downloaded from Dropbox and return it. This means I only want to generate my insights once per day (ideally before market open), but I need minutely data for my ExecutionModel. Since I have set my resolution to minutely data, this means that my Update method in my AlphaModel runs every minute, which would cause me to re-download my signal file every minute in live trading.
Is it possible to make it so that my AlphaModel only Updates once during the day, even if my resolution has been set to minutely in my algorithm?
Alexandre Catarino
You can create a class variable, e.g.: self.day, and use it to control the file download:
def __init__(self): self.day = 0 def Update(self, algorithm, slice): if self.day != algorithm.Time.day: self.day = algorithm.Time.day # download fileAlternatively, you can use ScheduledUniverseSelectionModel (see example) to download the file and select the securities that will have insights. This algorithm design will properly separate the concerns.
KILLC
Thank you Alexandre! This solves the issue I was having in another thread (which you also respoded to, thank you!)
https://www.quantconnect.com/forum/discussion/4898/how-to-use-nullalphamodel/p1
KILLC
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