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I am using hourly resolution for the data and currently perform hourly rebalancing. However, I would like to reduce the frequency of rebalancing. What would be the best way to check the backtesting time when the onData function is called, so that I can, for example, make balancing in every two hours (by skipping hours that are odd numbers)? Thanks.
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Kamer Ali Yüksel
I have done it as follows:
   def OnData(self, data):
       if self.Time.hour % 4 != 0: return
Link Liang
Hi Kamer,
I believe you are rebalancing every 4 hour with your code, and it is a right way to do it. Thanks for sharing your experience to the community!
Kamer Ali Yüksel
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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