- 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
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
AlexCatarino