TimeRules

QuantConnect.Scheduling.TimeRules

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

Bases: BaseScheduleRules

Helper class used to provide better syntax when defining time rules

Initializes a new instance of the TimeRules 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

now

now: ITimeRule

Specifies an event should fire at the current time

midnight

midnight: ITimeRule

Convenience property for running a scheduled event at midnight in the algorithm time zone

noon

noon: ITimeRule

Convenience property for running a scheduled event at noon in the algorithm time zone

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.

after_market_close

after_market_close(
    symbol: str,
    minutes_after_close: float = 0,
    extended_market_close: bool = False,
) -> ITimeRule

after_market_close(
    symbol: Union[Symbol, str, BaseContract],
    minutes_after_close: float = 0,
    extended_market_close: bool = False,
) -> ITimeRule

Specifies an event should fire at the market close +- minutes_after_close

Parameters:

Name	Type	Description	Default
`symbol`	`str \| Union[Symbol, str, BaseContract]`	The symbol whose market close we want an event for	required
`minutes_after_close`	`float`	The time after market close that the event should fire	`0`
`extended_market_close`	`bool`	True to use extended market close, false to use regular market close	`False`

Returns:

Type	Description
`ITimeRule`	A time rule that fires the specified number of minutes after the symbol's market close.

after_market_open

after_market_open(
    symbol: str,
    minutes_after_open: float = 0,
    extended_market_open: bool = False,
) -> ITimeRule

after_market_open(
    symbol: Union[Symbol, str, BaseContract],
    minutes_after_open: float = 0,
    extended_market_open: bool = False,
) -> ITimeRule

Specifies an event should fire at market open +- minutes_after_open

Parameters:

Name	Type	Description	Default
`symbol`	`str \| Union[Symbol, str, BaseContract]`	The symbol whose market open we want an event for	required
`minutes_after_open`	`float`	The minutes after market open that the event should fire	`0`
`extended_market_open`	`bool`	True to use extended market open, false to use regular market open	`False`

Returns:

Type	Description
`ITimeRule`	A time rule that fires the specified number of minutes after the symbol's market open.

at

at(hour: int, minute: int, time_zone: Any) -> ITimeRule

at(
    hour: int, minute: int, second: int, time_zone: Any
) -> ITimeRule

at(time_of_day: timedelta, time_zone: Any) -> ITimeRule

at(time_of_day: timedelta) -> ITimeRule

at(hour: int, minute: int, second: int = 0) -> ITimeRule

Signature descriptions:

Specifies an event should fire at the specified time of day in the specified time zone
Specifies an event should fire at the specified time of day in the algorithm's time zone

Parameters:

Name	Type	Description	Default
`hour`	`Optional[int]`	The hour	`None`
`minute`	`Optional[int]`	The minute	`None`
`time_zone`	`Optional[Any]`	The time zone the event time is represented in	`None`
`second`	`Optional[int]`	The second	`0`
`time_of_day`	`Optional[timedelta]`	The time of day in the algorithm's time zone the event should fire	`None`

Returns:

Type	Description
`ITimeRule`	A time rule that fires at the specified time in the algorithm's time zone.

before_market_close

before_market_close(
    symbol: str,
    minutes_before_close: float = 0,
    extended_market_close: bool = False,
) -> ITimeRule

before_market_close(
    symbol: Union[Symbol, str, BaseContract],
    minutes_before_close: float = 0,
    extended_market_close: bool = False,
) -> ITimeRule

Specifies an event should fire at the market close +- minutes_before_close

Parameters:

Name	Type	Description	Default
`symbol`	`str \| Union[Symbol, str, BaseContract]`	The symbol whose market close we want an event for	required
`minutes_before_close`	`float`	The time before market close that the event should fire	`0`
`extended_market_close`	`bool`	True to use extended market close, false to use regular market close	`False`

Returns:

Type	Description
`ITimeRule`	A time rule that fires the specified number of minutes before the symbol's market close.

before_market_open

before_market_open(
    symbol: str,
    minutes_before_open: float = 0,
    extended_market_open: bool = False,
) -> ITimeRule

before_market_open(
    symbol: Union[Symbol, str, BaseContract],
    minutes_before_open: float = 0,
    extended_market_open: bool = False,
) -> ITimeRule

Specifies an event should fire at market open +- minutes_before_open

Parameters:

Name	Type	Description	Default
`symbol`	`str \| Union[Symbol, str, BaseContract]`	The symbol whose market open we want an event for	required
`minutes_before_open`	`float`	The minutes before market open that the event should fire	`0`
`extended_market_open`	`bool`	True to use extended market open, false to use regular market open	`False`

Returns:

Type	Description
`ITimeRule`	A time rule that fires the specified number of minutes before the symbol's market open.

every

every(interval: timedelta) -> ITimeRule

Specifies an event should fire periodically on the requested interval

Parameters:

Name	Type	Description	Default
`interval`	`timedelta`	The frequency with which the event should fire, can not be zero or less	required

Returns:

Type	Description
`ITimeRule`	A time rule that fires after each interval passes.

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.