Commit Graph

5 Commits

Author SHA1 Message Date
Martin Molinero a92bee5bf1 Fix OnEndOfDay not fired
- Adding `IRealTimeHandler.OnSecurityChanged()` will be used to update
the `OnEndOfDay` security related scheduled events
- Adding `BaseRealTimeHandler.cs` to reduce code duplication in the
`Backtesting` and `LiveTrading` `RealTimeHandlers`
- Adding CSharp and Python regression tests
- Deprecating `OnEndOfDay()` callback because of two reasons, mainly
because Python does not support two methods with the same name, but also
because different assets have different market close times.
- `ScheduledEvents` set at the same time will now be deterministic
2019-06-20 17:35:28 -03:00
Stefano Raggi a8fc134c57 Support for scheduled events with same names or date/time rules
Fixes #1061
2018-02-05 11:53:09 +01:00
snugs e1938baafe Clean up using directives 2015-09-01 22:17:35 -04:00
snugs 730430b1bb Adds scheduling feature
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
2015-08-10 10:56:14 -04:00
snugs 7fa9a4b1be Implements self re-scheduling events
A ScheduledEvent can be defined using an enumerator of event times and a callback
2015-08-05 13:13:08 -04:00