Hi,
When I was trying to design the algorithm, I got one question: how could I get the dynamic current date(time) of the backtest? Suppose the backtest comes to the date 2017,1,1, how could I get the fundamental data of one stock around that date? And keep getting the date when the date goes by? Is there a global variable tracking the date and time of the backtest?
Thanks a lot!
Best,
Eric
Xiyuan Liu
I think it should be self.time which returns a DateTime object?
Douglas Stridsberg
Yes - either self.Time or self.UtcTime will return what you're looking for. It tracks the internal time of the algorithm - it would reflect the real datetime of a system running a live version of your backtest.
Xiyuan Liu
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