ScheduledEventFactory

QuantConnect.Lean.Engine.RealTime.ScheduledEventFactory

Bases: Object

Provides methods for creating common scheduled events

create_event_name

create_event_name(scope: str, name: str) -> str

Defines the format of event names generated by this system.

Parameters:

Name	Type	Description	Default
scope	str	The scope of the event, example, 'Algorithm' or 'Security'	required
name	str	A name for this specified event in this scope, example, 'EndOfDay'	required

Returns:

Type	Description
str	A string representing a fully scoped event name.

every_algorithm_end_of_day

every_algorithm_end_of_day(
    algorithm: IAlgorithm,
    result_handler: IResultHandler,
    start: Union[datetime, date],
    end: Union[datetime, date],
    end_of_day_delta: timedelta,
    current_utc_time: Optional[datetime] = None,
) -> ScheduledEvent

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

This method is deprecated. It will generate ScheduledEvents for the deprecated IAlgorithm.OnEndOfDay()

Parameters:

Name	Type	Description	Default
algorithm	IAlgorithm	The algorithm instance the event is fo	required
result_handler	IResultHandler	The result handler, used to communicate run time errors	required
start	Union[datetime, date]	The date to start the events	required
end	Union[datetime, date]	The date to end the events	required
end_of_day_delta	timedelta	The time difference between the market close and the event, positive time will fire before market close	required
current_utc_time	Optional[datetime]	Specfies the current time in UTC, before which, no events will be scheduled. Specify null to skip this filter.	None

Returns:

Type	Description
ScheduledEvent	The new ScheduledEvent that will fire near market close each tradeable dat.

every_day_at

every_day_at(
    name: str,
    dates: List[datetime],
    time_of_day: timedelta,
    callback: Callable[[str, datetime], Any],
    current_utc_time: Optional[datetime] = None,
) -> ScheduledEvent

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

Parameters:

Name	Type	Description	Default
name	str	An identifier for this event	required
dates	List[datetime]	The dates to set events for at the specified time. These act as a base time to which the time_of_day is added to, that is, the implementation does not use .Date before the addition	required
time_of_day	timedelta	The time each tradeable date to fire the event	required
callback	Callable[[str, datetime], Any]	The delegate to call when an event fires	required
current_utc_time	Optional[datetime]	Specfies the current time in UTC, before which, no events will be scheduled. Specify null to skip this filter.	None

Returns:

Type	Description
ScheduledEvent	A new ScheduledEvent instance that fires events each tradeable day from the start to the finish at the specified time.

every_security_end_of_day

every_security_end_of_day(
    algorithm: IAlgorithm,
    result_handler: IResultHandler,
    security: Security,
    start: Union[datetime, date],
    end: Union[datetime, date],
    end_of_day_delta: timedelta,
    current_utc_time: Optional[datetime] = None,
) -> ScheduledEvent

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

Parameters:

Name	Type	Description	Default
algorithm	IAlgorithm	The algorithm instance the event is fo	required
result_handler	IResultHandler	The result handler, used to communicate run time errors	required
security	Security	The security used for defining tradeable dates	required
start	Union[datetime, date]	The first date for the events	required
end	Union[datetime, date]	The date to end the events	required
end_of_day_delta	timedelta	The time difference between the market close and the event, positive time will fire before market close	required
current_utc_time	Optional[datetime]	Specfies the current time in UTC, before which, no events will be scheduled. Specify null to skip this filter.	None

Returns:

Type	Description
ScheduledEvent	The new ScheduledEvent that will fire near market close each tradeable dat.