- `ITimeRules` are expected to yield time date in UTC, fixing `Noon`,
`Midnight` and `Every`
- `ScheduledUniverseSelectionModel` will use UTC time zone by default
since that is the default expected time zone `ITimeRule` provides
- Adding regression test
These are simple, easy to use convenience properties for creating short-term
scheduled events and produces a cleaner, easier reading syntax than using the
other various methods to produce the same result, for example:
Schedule.On(DateRules.Tomorrow, TimeRules.Noon, MyScheduledEventMethod);
Also fixes typo in FuncDateRule constructor parameter.
The `NullReferenceException` type is intended to only be thrown by the CLR.
In most cases, it should be converted to an `ArgumentException` or an
`InvalidOperationException`, depending on if the null value is a parameter
to the current method or not.
The `Exception` type should never really be thrown as it doesn't provide any
additional information or hints as to the issue. It also forces users that
would like to handle expected exceptions to catch all exceptions. These are
converted to an exception type that more accurately describes the reason for
raising the exception: `KeyNotFoundException`, `InvalidOperationException`
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