DateRules

QuantConnect.Scheduling.DateRules

DateRules(
    algorithm: IAlgorithm,
    securities: SecurityManager,
    time_zone: Any,
    market_hours_database: MarketHoursDatabase,
)

Bases: BaseScheduleRules

Helper class used to provide better syntax when defining date rules

Initializes a new instance of the DateRules helper class

Parameters:

Name	Type	Description	Default
`algorithm`	`IAlgorithm`	The algorithm instance	required
`securities`	`SecurityManager`	The security manager	required
`time_zone`	`Any`	The algorithm's default time zone	required
`market_hours_database`	`MarketHoursDatabase`	The market hours database instance to use	required

today

today: IDateRule

Specifies an event should only fire today in the algorithm's time zone using _securities.UtcTime instead of 'start' since ScheduleManager backs it up a day

tomorrow

tomorrow: IDateRule

Specifies an event should only fire tomorrow in the algorithm's time zone using _securities.UtcTime instead of 'start' since ScheduleManager backs it up a day

time_zone

time_zone: Any

The algorithm's default time zone

This codeEntityType is protected.

securities

securities: SecurityManager

The security manager

This codeEntityType is protected.

market_hours_database

market_hours_database: MarketHoursDatabase

The market hours database instance to use

This codeEntityType is protected.

every

every(day: DayOfWeek) -> IDateRule

every(
    *days: Union[DayOfWeek, Iterable[DayOfWeek]]
) -> IDateRule

Specifies an event should fire on each of the specified days of week

Parameters:

Name	Type	Description	Default
`day`	`Optional[DayOfWeek]`	The day the event should fire	`None`
`days`	`Union[DayOfWeek, Iterable[DayOfWeek]]`	The days the event should fire	`()`

Returns:

Type	Description
`IDateRule`	A date rule that fires on every specified day of week.

every_day

every_day() -> IDateRule

every_day(
    symbol: str, extended_market_hours: bool = False
) -> IDateRule

every_day(
    symbol: Union[Symbol, str, BaseContract],
    extended_market_hours: bool = False,
) -> IDateRule

Signature descriptions:

Specifies an event should fire every day
Specifies an event should fire every day the symbol is trading

Parameters:

Name	Type	Description	Default
`symbol`	`Optional[str \| Union[Symbol, str, BaseContract]]`	The symbol whose exchange is used to determine tradable dates	`None`
`extended_market_hours`	`Optional[bool]`	True to include days with extended market hours only, like sunday for futures	`False`

Returns:

Type	Description
`IDateRule`	Depends on the signature used. Case 1: [A date rule that fires every day.]; Case 2: [A date rule that fires every day the specified symbol trades.]

month_end

month_end(days_offset: int = 0) -> IDateRule

month_end(
    symbol: str,
    days_offset: int = 0,
    extended_market_hours: bool = True,
) -> IDateRule

month_end(
    symbol: Union[Symbol, str, BaseContract],
    days_offset: int = 0,
    extended_market_hours: bool = True,
) -> IDateRule

Signature descriptions:

Specifies an event should fire on the last of each month
Specifies an event should fire on the last tradable date - offset for the specified symbol of each month

Parameters:

Name	Type	Description	Default
`days_offset`	`int`	The amount of days to offset the schedule by; must be between 0 and 30	`0`
`symbol`	`Optional[str \| Union[Symbol, str, BaseContract]]`	The symbol whose exchange is used to determine the last tradable date of the month	`None`
`extended_market_hours`	`Optional[bool]`	True to include days with extended market hours only, like sunday for futures	`True`

Returns:

Type	Description
`IDateRule`	Depends on the signature used. Case 1: [A date rule that fires on the last of each month - offset.]; Case 2: [A date rule that fires on the last tradable date - offset for the specified security each month.]

month_start

month_start(days_offset: int = 0) -> IDateRule

month_start(
    symbol: str,
    days_offset: int = 0,
    extended_market_hours: bool = True,
) -> IDateRule

month_start(
    symbol: Union[Symbol, str, BaseContract],
    days_offset: int = 0,
    extended_market_hours: bool = True,
) -> IDateRule

Signature descriptions:

Specifies an event should fire on the first of each month + offset
Specifies an event should fire on the first tradable date + offset for the specified symbol of each month

Parameters:

Name	Type	Description	Default
`days_offset`	`int`	The amount of days to offset the schedule by; must be between 0 and 30.	`0`
`symbol`	`Optional[str \| Union[Symbol, str, BaseContract]]`	The symbol whose exchange is used to determine the first tradable date of the month	`None`
`extended_market_hours`	`Optional[bool]`	True to include days with extended market hours only, like sunday for futures	`True`

Returns:

Type	Description
`IDateRule`	Depends on the signature used. Case 1: [A date rule that fires on the first of each month + offset.]; Case 2: [A date rule that fires on the first tradable date + offset for the]

on

on(year: int, month: int, day: int) -> IDateRule

on(
    *dates: Union[datetime, Iterable[datetime]]
) -> IDateRule

Signature descriptions:

Specifies an event should fire only on the specified day
Specifies an event should fire only on the specified days

Parameters:

Name	Type	Description	Default
`year`	`Optional[int]`	The year	`None`
`month`	`Optional[int]`	The month	`None`
`day`	`Optional[int]`	The day	`None`
`dates`	`Union[datetime, Iterable[datetime]]`	The dates the event should fire	`()`

week_end

week_end(days_offset: int = 0) -> IDateRule

week_end(
    symbol: str,
    days_offset: int = 0,
    extended_market_hours: bool = True,
) -> IDateRule

week_end(
    symbol: Union[Symbol, str, BaseContract],
    days_offset: int = 0,
    extended_market_hours: bool = True,
) -> IDateRule

Signature descriptions:

Specifies an event should fire on Friday - offset
Specifies an event should fire on the last - offset tradable date for the specified symbol of each week

Parameters:

Name	Type	Description	Default
`days_offset`	`int`	The amount of days to offset Friday by; must be between 0 and 6	`0`
`symbol`	`Optional[str \| Union[Symbol, str, BaseContract]]`	The symbol whose exchange is used to determine the last	`None`
`extended_market_hours`	`Optional[bool]`	True to include extended market hours, false otherwise	`True`

Returns:

Type	Description
`IDateRule`	Depends on the signature used. Case 1: [A date rule that fires on Friday each week.]; Case 2: [A date rule that fires on the last - offset tradable date for the specified security each week.]

week_start

week_start(days_offset: int = 0) -> IDateRule

week_start(
    symbol: str,
    days_offset: int = 0,
    extended_market_hours: bool = True,
) -> IDateRule

week_start(
    symbol: Union[Symbol, str, BaseContract],
    days_offset: int = 0,
    extended_market_hours: bool = True,
) -> IDateRule

Signature descriptions:

Specifies an event should fire on Monday + offset each week
Specifies an event should fire on the first tradable date + offset for the specified symbol each week

Parameters:

Name	Type	Description	Default
`days_offset`	`int`	The amount of days to offset monday by; must be between 0 and 6	`0`
`symbol`	`Optional[str \| Union[Symbol, str, BaseContract]]`	The symbol whose exchange is used to determine the first	`None`
`extended_market_hours`	`Optional[bool]`	True to include extended market hours, false otherwise	`True`

Returns:

Type	Description
`IDateRule`	Depends on the signature used. Case 1: [A date rule that fires on Monday + offset each week.]; Case 2: [A date rule that fires on the first + offset tradable date for the specified]

year_end

year_end(days_offset: int = 0) -> IDateRule

year_end(
    symbol: str,
    days_offset: int = 0,
    extended_market_hours: bool = True,
) -> IDateRule

year_end(
    symbol: Union[Symbol, str, BaseContract],
    days_offset: int = 0,
    extended_market_hours: bool = True,
) -> IDateRule

Signature descriptions:

Specifies an event should fire on the last of each year
Specifies an event should fire on the last tradable date - offset for the specified symbol of each year

Parameters:

Name	Type	Description	Default
`days_offset`	`int`	The amount of days to offset the schedule by; must be between 0 and 365	`0`
`symbol`	`Optional[str \| Union[Symbol, str, BaseContract]]`	The symbol whose exchange is used to determine the last tradable date of the year	`None`
`extended_market_hours`	`Optional[bool]`	True to include days with extended market hours only, like sunday for futures	`True`

Returns:

Type	Description
`IDateRule`	Depends on the signature used. Case 1: [A date rule that fires on the last of each year - offset.]; Case 2: [A date rule that fires on the last tradable date - offset for the specified security each year.]

year_start

year_start(days_offset: int = 0) -> IDateRule

year_start(
    symbol: str,
    days_offset: int = 0,
    extended_market_hours: bool = True,
) -> IDateRule

year_start(
    symbol: Union[Symbol, str, BaseContract],
    days_offset: int = 0,
    extended_market_hours: bool = True,
) -> IDateRule

Signature descriptions:

Specifies an event should fire on the first of each year + offset
Specifies an event should fire on the first tradable date + offset for the specified symbol of each year

Parameters:

Name	Type	Description	Default
`days_offset`	`int`	The amount of days to offset the schedule by; must be between 0 and 365.	`0`
`symbol`	`Optional[str \| Union[Symbol, str, BaseContract]]`	The symbol whose exchange is used to determine the first tradable date of the year	`None`
`extended_market_hours`	`Optional[bool]`	True to include days with extended market hours only, like sunday for futures	`True`

Returns:

Type	Description
`IDateRule`	Depends on the signature used. Case 1: [A date rule that fires on the first of each year + offset.]; Case 2: [A date rule that fires on the first tradable date + offset for the]

set_default_time_zone

set_default_time_zone(time_zone: Any) -> None

Sets the default time zone

Parameters:

Name	Type	Description	Default
`time_zone`	`Any`	The time zone to use for helper methods that can't resolve a time zone	required

get_security_exchange_hours

get_security_exchange_hours(
    symbol: Union[Symbol, str, BaseContract],
) -> SecurityExchangeHours

Helper method to fetch the security exchange hours

This codeEntityType is protected.

get_symbol

get_symbol(ticker: str) -> Symbol

This codeEntityType is protected.