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Helper class used to provide better syntax when defining date rules More...
Public Member Functions | |
DateRules (SecurityManager securities, DateTimeZone timeZone, MarketHoursDatabase marketHoursDatabase) | |
Initializes a new instance of the DateRules helper class More... | |
void | SetDefaultTimeZone (DateTimeZone timeZone) |
Sets the default time zone More... | |
IDateRule | On (int year, int month, int day) |
Specifies an event should fire only on the specified day More... | |
IDateRule | On (params DateTime[] dates) |
Specifies an event should fire only on the specified days More... | |
IDateRule | Every (DayOfWeek day) |
Specifies an event should fire on each of the specified days of week More... | |
IDateRule | Every (params DayOfWeek[] days) |
Specifies an event should fire on each of the specified days of week More... | |
IDateRule | EveryDay () |
Specifies an event should fire every day More... | |
IDateRule | EveryDay (Symbol symbol) |
Specifies an event should fire every day the symbol is trading More... | |
IDateRule | MonthStart (int daysOffset=0) |
Specifies an event should fire on the first of each month + offset More... | |
IDateRule | MonthStart (Symbol symbol, int daysOffset=0) |
Specifies an event should fire on the first tradable date + offset for the specified symbol of each month More... | |
IDateRule | MonthEnd (int daysOffset=0) |
Specifies an event should fire on the last of each month More... | |
IDateRule | MonthEnd (Symbol symbol, int daysOffset=0) |
Specifies an event should fire on the last tradable date - offset for the specified symbol of each month More... | |
IDateRule | WeekStart (int daysOffset=0) |
Specifies an event should fire on Monday + offset each week More... | |
IDateRule | WeekStart (Symbol symbol, int daysOffset=0) |
Specifies an event should fire on the first tradable date + offset for the specified symbol each week More... | |
IDateRule | WeekEnd (int daysOffset=0) |
Specifies an event should fire on Friday - offset More... | |
IDateRule | WeekEnd (Symbol symbol, int daysOffset=0) |
Specifies an event should fire on the last - offset tradable date for the specified symbol of each week More... | |
Public Member Functions inherited from QuantConnect.Scheduling.BaseScheduleRules | |
BaseScheduleRules (SecurityManager securities, DateTimeZone timeZone, MarketHoursDatabase marketHoursDatabase) | |
Initializes a new instance of the TimeRules helper class More... | |
Public Attributes | |
IDateRule | Today |
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 More... | |
IDateRule | Tomorrow |
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 More... | |
Additional Inherited Members | |
Protected Member Functions inherited from QuantConnect.Scheduling.BaseScheduleRules | |
SecurityExchangeHours | GetSecurityExchangeHours (Symbol symbol) |
Helper method to fetch the security exchange hours More... | |
Properties inherited from QuantConnect.Scheduling.BaseScheduleRules | |
DateTimeZone | TimeZone [get, set] |
The algorithm's default time zone More... | |
SecurityManager | Securities [get, set] |
The security manager More... | |
MarketHoursDatabase | MarketHoursDatabase [get, set] |
The market hours database instance to use More... | |
Helper class used to provide better syntax when defining date rules
Definition at line 29 of file DateRules.cs.
QuantConnect.Scheduling.DateRules.DateRules | ( | SecurityManager | securities, |
DateTimeZone | timeZone, | ||
MarketHoursDatabase | marketHoursDatabase | ||
) |
Initializes a new instance of the DateRules helper class
securities | The security manager |
timeZone | The algorithm's default time zone |
marketHoursDatabase | The market hours database instance to use |
Definition at line 37 of file DateRules.cs.
void QuantConnect.Scheduling.DateRules.SetDefaultTimeZone | ( | DateTimeZone | timeZone | ) |
Sets the default time zone
timeZone | The time zone to use for helper methods that can't resolve a time zone |
Definition at line 46 of file DateRules.cs.
IDateRule QuantConnect.Scheduling.DateRules.On | ( | int | year, |
int | month, | ||
int | day | ||
) |
Specifies an event should fire only on the specified day
year | The year |
month | The month |
day | The day |
Definition at line 58 of file DateRules.cs.
IDateRule QuantConnect.Scheduling.DateRules.On | ( | params DateTime[] | dates | ) |
Specifies an event should fire only on the specified days
dates | The dates the event should fire |
Definition at line 69 of file DateRules.cs.
IDateRule QuantConnect.Scheduling.DateRules.Every | ( | DayOfWeek | day | ) |
Specifies an event should fire on each of the specified days of week
day | The day the event should fire |
IDateRule QuantConnect.Scheduling.DateRules.Every | ( | params DayOfWeek[] | days | ) |
Specifies an event should fire on each of the specified days of week
days | The days the event should fire |
Definition at line 106 of file DateRules.cs.
IDateRule QuantConnect.Scheduling.DateRules.EveryDay | ( | ) |
Specifies an event should fire every day
Definition at line 116 of file DateRules.cs.
Specifies an event should fire every day the symbol is trading
symbol | The symbol whose exchange is used to determine tradable dates |
Definition at line 126 of file DateRules.cs.
IDateRule QuantConnect.Scheduling.DateRules.MonthStart | ( | int | daysOffset = 0 | ) |
Specifies an event should fire on the first of each month + offset
daysOffset | The amount of days to offset the schedule by; must be between 0 and 30. |
Definition at line 137 of file DateRules.cs.
Specifies an event should fire on the first tradable date + offset for the specified symbol of each month
symbol | The symbol whose exchange is used to determine the first tradable date of the month |
daysOffset | The amount of tradable days to offset the schedule by; must be between 0 and 30 |
Definition at line 149 of file DateRules.cs.
IDateRule QuantConnect.Scheduling.DateRules.MonthEnd | ( | int | daysOffset = 0 | ) |
Specifies an event should fire on the last of each month
daysOffset | The amount of days to offset the schedule by; must be between 0 and 30 |
Definition at line 166 of file DateRules.cs.
Specifies an event should fire on the last tradable date - offset for the specified symbol of each month
symbol | The symbol whose exchange is used to determine the last tradable date of the month |
daysOffset | The amount of tradable days to offset the schedule by; must be between 0 and 30. |
Definition at line 177 of file DateRules.cs.
IDateRule QuantConnect.Scheduling.DateRules.WeekStart | ( | int | daysOffset = 0 | ) |
Specifies an event should fire on Monday + offset each week
daysOffset | The amount of days to offset monday by; must be between 0 and 6 |
Definition at line 194 of file DateRules.cs.
Specifies an event should fire on the first tradable date + offset for the specified symbol each week
symbol | The symbol whose exchange is used to determine the first tradeable date of the week |
daysOffset | The amount of tradable days to offset the first tradable day by |
Definition at line 214 of file DateRules.cs.
IDateRule QuantConnect.Scheduling.DateRules.WeekEnd | ( | int | daysOffset = 0 | ) |
Specifies an event should fire on Friday - offset
daysOffset | The amount of days to offset Friday by; must be between 0 and 6 |
Definition at line 237 of file DateRules.cs.
Specifies an event should fire on the last - offset tradable date for the specified symbol of each week
symbol | The symbol whose exchange is used to determine the last tradable date of the week |
daysOffset | The amount of tradable days to offset the last tradable day by each week |
Definition at line 256 of file DateRules.cs.
IDateRule QuantConnect.Scheduling.DateRules.Today |
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
Definition at line 80 of file DateRules.cs.
IDateRule QuantConnect.Scheduling.DateRules.Tomorrow |
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
Definition at line 90 of file DateRules.cs.