Provides methods for creating common scheduled events More...

Static Public Member Functions
static ScheduledEvent	EveryDayAt (string name, IEnumerable< DateTime > dates, TimeSpan timeOfDay, Action< string, DateTime > callback, DateTime? currentUtcTime=null)
	Creates a new ScheduledEvent that will fire at the specified timeOfDay for every day in dates More...

static ScheduledEvent	EveryAlgorithmEndOfDay (IAlgorithm algorithm, IResultHandler resultHandler, DateTime start, DateTime end, TimeSpan endOfDayDelta, DateTime? currentUtcTime=null)
	Creates a new ScheduledEvent that will fire before market close by the specified time More...

static ScheduledEvent	EverySecurityEndOfDay (IAlgorithm algorithm, IResultHandler resultHandler, Security security, DateTime start, DateTime end, TimeSpan endOfDayDelta, DateTime? currentUtcTime=null)
	Creates a new ScheduledEvent that will fire before market close by the specified time More...

static string	CreateEventName (string scope, string name)
	Defines the format of event names generated by this system. More...

Detailed Description

Provides methods for creating common scheduled events

Definition at line 31 of file ScheduledEventFactory.cs.

Member Function Documentation

◆ EveryDayAt()

static ScheduledEvent QuantConnect.Lean.Engine.RealTime.ScheduledEventFactory.EveryDayAt	(	string	name,
		IEnumerable< DateTime >	dates,
		TimeSpan	timeOfDay,
		Action< string, DateTime >	callback,
		DateTime?	currentUtcTime = `null`
	)

static

Creates a new ScheduledEvent that will fire at the specified timeOfDay for every day in dates

Parameters

name	An identifier for this event
dates	The dates to set events for at the specified time. These act as a base time to which the timeOfDay is added to, that is, the implementation does not use .Date before the addition
timeOfDay	The time each tradeable date to fire the event
callback	The delegate to call when an event fires
currentUtcTime	Specfies the current time in UTC, before which, no events will be scheduled. Specify null to skip this filter.

Returns: A new ScheduledEvent instance that fires events each tradeable day from the start to the finish at the specified time

Definition at line 45 of file ScheduledEventFactory.cs.

◆ EveryAlgorithmEndOfDay()

static ScheduledEvent QuantConnect.Lean.Engine.RealTime.ScheduledEventFactory.EveryAlgorithmEndOfDay	(	IAlgorithm	algorithm,
		IResultHandler	resultHandler,
		DateTime	start,
		DateTime	end,
		TimeSpan	endOfDayDelta,
		DateTime?	currentUtcTime = `null`
	)

static

Creates a new ScheduledEvent that will fire before market close by the specified time

Parameters

algorithm	The algorithm instance the event is fo
resultHandler	The result handler, used to communicate run time errors
start	The date to start the events
end	The date to end the events
endOfDayDelta	The time difference between the market close and the event, positive time will fire before market close
currentUtcTime	Specfies the current time in UTC, before which, no events will be scheduled. Specify null to skip this filter.

Returns: The new ScheduledEvent that will fire near market close each tradeable dat

Definition at line 66 of file ScheduledEventFactory.cs.

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◆ EverySecurityEndOfDay()

static ScheduledEvent QuantConnect.Lean.Engine.RealTime.ScheduledEventFactory.EverySecurityEndOfDay	(	IAlgorithm	algorithm,
		IResultHandler	resultHandler,
		Security	security,
		DateTime	start,
		DateTime	end,
		TimeSpan	endOfDayDelta,
		DateTime?	currentUtcTime = `null`
	)

static

Creates a new ScheduledEvent that will fire before market close by the specified time

Parameters

algorithm	The algorithm instance the event is fo
resultHandler	The result handler, used to communicate run time errors
security	The security used for defining tradeable dates
start	The first date for the events
end	The date to end the events
endOfDayDelta	The time difference between the market close and the event, positive time will fire before market close
currentUtcTime	Specfies the current time in UTC, before which, no events will be scheduled. Specify null to skip this filter.

Returns: The new ScheduledEvent that will fire near market close each tradeable dat

Definition at line 116 of file ScheduledEventFactory.cs.

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◆ CreateEventName()

static string QuantConnect.Lean.Engine.RealTime.ScheduledEventFactory.CreateEventName	(	string	scope,
		string	name
	)

static

Defines the format of event names generated by this system.

Parameters

scope	The scope of the event, example, 'Algorithm' or 'Security'
name	A name for this specified event in this scope, example, 'EndOfDay'

Returns: A string representing a fully scoped event name

Definition at line 162 of file ScheduledEventFactory.cs.

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The documentation for this class was generated from the following file:

Engine/RealTime/ScheduledEventFactory.cs

Static Public Member Functions

Detailed Description

Member Function Documentation

◆ EveryDayAt()

◆ EveryAlgorithmEndOfDay()

◆ EverySecurityEndOfDay()

◆ CreateEventName()