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Adds overload to ScheduleManager.On method that accepts a PyObject parameter

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Adding an overload to `ScheduleManager.On` method that accepts a `PyObject` parameter enables python algorithm to pass a method as parameter directly.
- Fixes `ScheduleEventsAlgorithm` to show the new feature in action.
This commit is contained in:
AlexCatarino
2018-05-07 12:05:00 +01:00
parent 99360d2ad5
commit 88b97bd8e4
2 changed files with 30 additions and 10 deletions
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Algorithm.Python/ScheduledEventsAlgorithm.py
+6 -10
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@@ -43,32 +43,28 @@ class ScheduledEventsAlgorithm(QCAlgorithm):
# date rules specify on what dates and event will fire
# time rules specify at what time on thos dates the event will fire
# Python note:
# Schedule.On third argument type is System.Action or System.Action[System.String,System.DateTime]
# we need to cast the callback function using Action(...) to make it work
# schedule an event to fire at a specific date/time
self.Schedule.On(self.DateRules.On(2013, 10, 7), self.TimeRules.At(13, 0), Action(self.SpecificTime))
self.Schedule.On(self.DateRules.On(2013, 10, 7), self.TimeRules.At(13, 0), self.SpecificTime)
# schedule an event to fire every trading day for a security the
# time rule here tells it to fire 10 minutes after SPY's market open
self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.AfterMarketOpen("SPY", 10), Action(self.EveryDayAfterMarketOpen))
self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.AfterMarketOpen("SPY", 10), self.EveryDayAfterMarketOpen)
# schedule an event to fire every trading day for a security the
# time rule here tells it to fire 10 minutes before SPY's market close
self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.BeforeMarketClose("SPY", 10), Action(self.EveryDayAfterMarketClose))
self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.BeforeMarketClose("SPY", 10), self.EveryDayAfterMarketClose)
# schedule an event to fire on certain days of the week
self.Schedule.On(self.DateRules.Every(DayOfWeek.Monday, DayOfWeek.Friday), self.TimeRules.At(12, 0), Action(self.EveryMonFriAtNoon))
self.Schedule.On(self.DateRules.Every(DayOfWeek.Monday, DayOfWeek.Friday), self.TimeRules.At(12, 0), self.EveryMonFriAtNoon)
# the scheduling methods return the ScheduledEvent object which can be used for other things here I set
# the event up to check the portfolio value every 10 minutes, and liquidate if we have too many losses
self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.Every(timedelta(minutes=10)), Action(self.LiquidateUnrealizedLosses))
self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.Every(timedelta(minutes=10)), self.LiquidateUnrealizedLosses)
# 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"), Action(self.RebalancingCode))
self.Schedule.On(self.DateRules.MonthStart("SPY"), self.TimeRules.AfterMarketOpen("SPY"), self.RebalancingCode)
def OnData(self, data):