Helper class used to provide better syntax when defining time rules More...

Inheritance diagram for QuantConnect.Scheduling.TimeRules:

Public Member Functions
	TimeRules (SecurityManager securities, DateTimeZone timeZone, MarketHoursDatabase marketHoursDatabase)
	Initializes a new instance of the TimeRules helper class More...

void	SetDefaultTimeZone (DateTimeZone timeZone)
	Sets the default time zone More...

ITimeRule	At (TimeSpan timeOfDay)
	Specifies an event should fire at the specified time of day in the algorithm's time zone More...

ITimeRule	At (int hour, int minute, int second=0)
	Specifies an event should fire at the specified time of day in the algorithm's time zone More...

ITimeRule	At (int hour, int minute, DateTimeZone timeZone)
	Specifies an event should fire at the specified time of day in the specified time zone More...

ITimeRule	At (int hour, int minute, int second, DateTimeZone timeZone)
	Specifies an event should fire at the specified time of day in the specified time zone More...

ITimeRule	At (TimeSpan timeOfDay, DateTimeZone timeZone)
	Specifies an event should fire at the specified time of day in the specified time zone More...

ITimeRule	Every (TimeSpan interval)
	Specifies an event should fire periodically on the requested interval More...

ITimeRule	AfterMarketOpen (Symbol symbol, double minutesAfterOpen=0, bool extendedMarketOpen=false)
	Specifies an event should fire at market open +- minutesAfterOpen More...

ITimeRule	BeforeMarketClose (Symbol symbol, double minutesBeforeClose=0, bool extendedMarketClose=false)
	Specifies an event should fire at the market close +- minutesBeforeClose 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
ITimeRule	Now
	Specifies an event should fire at the current time More...

ITimeRule	Midnight => new FuncTimeRule("Midnight", dates => dates.Select(date => date.ConvertToUtc(TimeZone)))
	Convenience property for running a scheduled event at midnight in the algorithm time zone More...

ITimeRule	Noon => new FuncTimeRule("Noon", dates => dates.Select(date => date.ConvertToUtc(TimeZone).AddHours(12)))
	Convenience property for running a scheduled event at noon in the algorithm time zone 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...

Detailed Description

Helper class used to provide better syntax when defining time rules

Definition at line 29 of file TimeRules.cs.

Constructor & Destructor Documentation

◆ TimeRules()

QuantConnect.Scheduling.TimeRules.TimeRules	(	SecurityManager	securities,
		DateTimeZone	timeZone,
		MarketHoursDatabase	marketHoursDatabase
	)

Initializes a new instance of the TimeRules helper class

Parameters

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 TimeRules.cs.

Member Function Documentation

◆ SetDefaultTimeZone()

void QuantConnect.Scheduling.TimeRules.SetDefaultTimeZone ( DateTimeZone timeZone )

Sets the default time zone

Parameters

timeZone The time zone to use for helper methods that can't resolve a time zone

Definition at line 46 of file TimeRules.cs.

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◆ At() [1/5]

ITimeRule QuantConnect.Scheduling.TimeRules.At ( TimeSpan timeOfDay )

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

Parameters

timeOfDay The time of day in the algorithm's time zone the event should fire

Returns: A time rule that fires at the specified time in the algorithm's time zone

Definition at line 80 of file TimeRules.cs.

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◆ At() [2/5]

ITimeRule QuantConnect.Scheduling.TimeRules.At	(	int	hour,
		int	minute,
		int	second = `0`
	)

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

Parameters

hour	The hour
minute	The minute
second	The second

Returns: A time rule that fires at the specified time in the algorithm's time zone

Definition at line 92 of file TimeRules.cs.

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◆ At() [3/5]

ITimeRule QuantConnect.Scheduling.TimeRules.At	(	int	hour,
		int	minute,
		DateTimeZone	timeZone
	)

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

Parameters

hour	The hour
minute	The minute
timeZone	The time zone the event time is represented in

Returns: A time rule that fires at the specified time in the algorithm's time zone

Definition at line 104 of file TimeRules.cs.

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◆ At() [4/5]

ITimeRule QuantConnect.Scheduling.TimeRules.At	(	int	hour,
		int	minute,
		int	second,
		DateTimeZone	timeZone
	)

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

Parameters

hour	The hour
minute	The minute
second	The second
timeZone	The time zone the event time is represented in

Returns: A time rule that fires at the specified time in the algorithm's time zone

Definition at line 117 of file TimeRules.cs.

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◆ At() [5/5]

ITimeRule QuantConnect.Scheduling.TimeRules.At	(	TimeSpan	timeOfDay,
		DateTimeZone	timeZone
	)

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

Parameters

timeOfDay	The time of day in the algorithm's time zone the event should fire
timeZone	The time zone the date time is expressed in

Returns: A time rule that fires at the specified time in the algorithm's time zone

Definition at line 128 of file TimeRules.cs.

◆ Every()

ITimeRule QuantConnect.Scheduling.TimeRules.Every ( TimeSpan interval )

Specifies an event should fire periodically on the requested interval

Parameters

interval The frequency with which the event should fire, can not be zero or less

Returns: A time rule that fires after each interval passes

Definition at line 145 of file TimeRules.cs.

◆ AfterMarketOpen()

ITimeRule QuantConnect.Scheduling.TimeRules.AfterMarketOpen	(	Symbol	symbol,
		double	minutesAfterOpen = `0`,
		bool	extendedMarketOpen = `false`
	)

Specifies an event should fire at market open +- minutesAfterOpen

Parameters

symbol	The symbol whose market open we want an event for
minutesAfterOpen	The minutes after market open that the event should fire
extendedMarketOpen	True to use extended market open, false to use regular market open

Returns: A time rule that fires the specified number of minutes after the symbol's market open

Definition at line 163 of file TimeRules.cs.

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◆ BeforeMarketClose()

ITimeRule QuantConnect.Scheduling.TimeRules.BeforeMarketClose	(	Symbol	symbol,
		double	minutesBeforeClose = `0`,
		bool	extendedMarketClose = `false`
	)

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

Parameters

symbol	The symbol whose market close we want an event for
minutesBeforeClose	The time before market close that the event should fire
extendedMarketClose	True to use extended market close, false to use regular market close

Returns: A time rule that fires the specified number of minutes before the symbol's market close

Definition at line 189 of file TimeRules.cs.

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Member Data Documentation

◆ Now

ITimeRule QuantConnect.Scheduling.TimeRules.Now

Initial value:

=> new FuncTimeRule("Now", dates => {
            return dates.Select(date =>
            {
                
                
                
                
                return Securities.UtcTime;
            });
        })

Specifies an event should fire at the current time

Definition at line 54 of file TimeRules.cs.

◆ Midnight

ITimeRule QuantConnect.Scheduling.TimeRules.Midnight => new FuncTimeRule("Midnight", dates => dates.Select(date => date.ConvertToUtc(TimeZone)))

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

Definition at line 68 of file TimeRules.cs.

◆ Noon

ITimeRule QuantConnect.Scheduling.TimeRules.Noon => new FuncTimeRule("Noon", dates => dates.Select(date => date.ConvertToUtc(TimeZone).AddHours(12)))

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

Definition at line 73 of file TimeRules.cs.

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

Common/Scheduling/TimeRules.cs

Public Member Functions

Public Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ TimeRules()

Member Function Documentation

◆ SetDefaultTimeZone()

◆ At() [1/5]

◆ At() [2/5]

◆ At() [3/5]

◆ At() [4/5]

◆ At() [5/5]

◆ Every()

◆ AfterMarketOpen()

◆ BeforeMarketClose()

Member Data Documentation

◆ Now

◆ Midnight

◆ Noon