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.
Without the inner exception, information on the user exception is lost. In python algorithm, the stack trace is completely lost.
Removes ScheduledEventExceptionMessage property as it is redundant to Message property inherited from parent class.
- MonthEnd(): fires on the last day of each month
- MonthEnd(Symbol): fires on the last tradeable date for the specified symbol of each month
- WeekStart(): fires on Monday each week
- WeekStart(Symbol): fires on the first tradeable date for the specified symbol of each week
- WeekEnd(): fires on Friday each week
- WeekEnd(Symbol): fire on the last tradeable date for the specified symbol of each week
Catching the exception in BacktestingRealTimeHandler prevents unhandled errors in backtesting and provides more specific logging to make debugging easier for users
These changes fix a bug so that when an exception is thrown with the LiveTradingResultHandler, the error is handled and the next scheduled event can happen as scheduled.
This includes updating all usages of symbol as a security identifier to use the new type.
The type includes a unique field, SID, as well as the current ticker's value. This allows
for consistent addressability while also allowing the ticker to evolve over time with the
mapping changes.
Effort was made to maintain compile and runtime backwards compatibility.
Algorithms can now use syntax like the following to define events:
Schedule.Event(name).{DateRuleMethod}.{TimeRuleMethod}.Run( lambda )
For example: Schedule.Event(tues).Every(DayOfWeek.Tuesday).AfterMarketOpen(SPY, 20).Run(MyTuesdayHandler);
Adds the ScheduleManager which allows an algorithm to add/remove scheduled events
Check out the ScheduledEventsAlgorithm for syntax
ScheduledEvents are at their core an IEnumerator<DateTime> that defines the event times coupled with a callback
IDateRule defines dates for events
ITimeRule defines time(s) on a given date for events
Martin Molinero