Hi all
I would like to rebalance my portfolio at every start of the month. However, I have noticed that if the start of the month happens to be on a weekend/public holidays, the rebalance will not occur. How can i code my algorithm in a way that if the start of the month happens on a non-trading day, the algorithm should not skip the rebalancing part for the month but rather rebalance on the next trading day?
Thank you! Appreciate all your help here.
Mathieu Meynier
# schedule an event to fire at the beginning of the month, the symbol is # optional. # if specified, it will fire the first trading day for that symbol of the month, # if not specified it will fire on the first day of the month self.Schedule.On(self.DateRules.MonthStart("SPY"), \ self.TimeRules.AfterMarketOpen("SPY"), \ self.RebalancingCode)
ÂYin Yi
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