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* First potential solution
* Add unit tests
* Address requested changes
* Add unit test reproducing user bug
* Missing update
* Address reviews
* Improve unit test
* Improve unit test
* Nit change
* Nit changes
* Nit changes
- Remove universe selection on dates with extended market hours only
- Updating regression algorithms
- Expand date & time rules API to support specifying whether extended
market hours only dates are desired or not
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* Minor api improvements
- Adding Universe.Selected to hold the current set of selected symbols.
Adding regression tests
- Adjusting TimeRules and DateRules to fallback to the MHDB if the
security hasn't been added. Updating existing regression tests
* Expand regression test assertion
* Add Scheduled Universe Selection
- Adding `UniverseSettings.Schedule` that will allow users to
specify a custom selection schedule which is independent of the
underlying data frequency
- Adding unit and regression tests
* Add live trading schedule time shift
* Changed argument exceptions so that they used the nameof() operator for parameter names
* Update IQSocket.cs
---------
Co-authored-by: John Doe <john@doe>
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
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- During warmup period the algorithms initial time might not be a rounded date
value, so it's important to take into account hours/minutes. Adding
regression algorithm reproducing and asserting issue
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* Apply fix for both start and end month cases
* Add unit tests for both cases
* Fix weekstart/weekend for same issue; add unit tests
* nit - rename tests
* Adjust logic
* Add offset capabilities and related tests
* Add tests for Weekend Offsets on Symbol DateRules
* Unify Iterator Behavior
* Refactor and consolidate functions to reduce duplicate code
* Positive offset values only
* Address review
* Expand Month tests to include Forex and Crypto cases
* Ensure order of days in schedule
* Refactor and unify behavior
* More edge cases and tuning
* Address review + more tests
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`
- 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
Alexandre Catarino