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Hello all,
As the title suggests I am having difficulty creating a boolean condition inside OnData to check if a current bar represents the beginning of a new year compared to the previous bar
def OnData(self, data):
if not self.Portfolio.Invested: #initialise holdings at backtest start
self.SetHoldings(self.vti, 0.3)
if ' ' ' boolean to compare current datetime with previous bar datetime' ' ' :
self.SetHoldings(self.vti, 0.3)
Has anyone got an example of how to check this?
Thank you in advance
Rahul Chowdhury
Hey Louis,
You can achieve annual rebalancing by keeping a pointer of the year when you last rebalanced. We can initialize this pointer to -1 when we start our algorithm so that it immediately rebalances.
def Initialize(self): self.SetStartDate(2015, 1, 1) # Set Start Date self.SetCash(100000) # Set Strategy Cash self.AddEquity("SPY", Resolution.Daily).Symbol self.lastYear = -1and then in OnData we can rebalance when the year has changed.
def OnData(self, data): if self.Time.year == self.lastYear: return self.lastYear = self.Time.year self.SetHoldings("SPY", 0.5)Louis Dwyer
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