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

Inheritance diagram for QuantConnect.Scheduling.DateRules:

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, bool extendedMarketHours=false)
	Specifies an event should fire every day the symbol is trading More...

IDateRule	YearStart (int daysOffset=0)
	Specifies an event should fire on the first of each year + offset More...

IDateRule	YearStart (Symbol symbol, int daysOffset=0)
	Specifies an event should fire on the first tradable date + offset for the specified symbol of each year More...

IDateRule	YearEnd (int daysOffset=0)
	Specifies an event should fire on the last of each year More...

IDateRule	YearEnd (Symbol symbol, int daysOffset=0)
	Specifies an event should fire on the last tradable date - offset for the specified symbol of each year 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...

Detailed Description

Helper class used to provide better syntax when defining date rules

Definition at line 29 of file DateRules.cs.

Constructor & Destructor Documentation

◆ DateRules()

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

Initializes a new instance of the DateRules 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 DateRules.cs.

Member Function Documentation

◆ SetDefaultTimeZone()

void QuantConnect.Scheduling.DateRules.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 DateRules.cs.

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◆ On() [1/2]

IDateRule QuantConnect.Scheduling.DateRules.On	(	int	year,
		int	month,
		int	day
	)

Specifies an event should fire only on the specified day

Parameters

year	The year
month	The month
day	The day

Returns

Definition at line 58 of file DateRules.cs.

◆ On() [2/2]

IDateRule QuantConnect.Scheduling.DateRules.On ( params DateTime[] dates )

Specifies an event should fire only on the specified days

Parameters

dates The dates the event should fire

Definition at line 69 of file DateRules.cs.

◆ Every() [1/2]

IDateRule QuantConnect.Scheduling.DateRules.Every ( DayOfWeek day )

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

Parameters

day	The day the event should fire

Returns: A date rule that fires on every specified day of week

◆ Every() [2/2]

IDateRule QuantConnect.Scheduling.DateRules.Every ( params DayOfWeek[] days )

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

Parameters

days	The days the event should fire

Returns: A date rule that fires on every specified day of week

Definition at line 106 of file DateRules.cs.

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◆ EveryDay() [1/2]

IDateRule QuantConnect.Scheduling.DateRules.EveryDay ( )

Specifies an event should fire every day

Returns: A date rule that fires every day

Definition at line 116 of file DateRules.cs.

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◆ EveryDay() [2/2]

IDateRule QuantConnect.Scheduling.DateRules.EveryDay	(	Symbol	symbol,
		bool	extendedMarketHours = `false`
	)

Specifies an event should fire every day the symbol is trading

Parameters

symbol	The symbol whose exchange is used to determine tradable dates
extendedMarketHours	True to include days with extended market hours only, like sunday for futures

Returns: A date rule that fires every day the specified symbol trades

Definition at line 127 of file DateRules.cs.

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◆ YearStart() [1/2]

IDateRule QuantConnect.Scheduling.DateRules.YearStart ( int daysOffset = 0 )

Specifies an event should fire on the first of each year + offset

Parameters

daysOffset The amount of days to offset the schedule by; must be between 0 and 365.

Returns: A date rule that fires on the first of each year + offset

Definition at line 138 of file DateRules.cs.

◆ YearStart() [2/2]

IDateRule QuantConnect.Scheduling.DateRules.YearStart	(	Symbol	symbol,
		int	daysOffset = `0`
	)

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

Parameters

symbol	The symbol whose exchange is used to determine the first tradable date of the year
daysOffset	The amount of tradable days to offset the schedule by; must be between 0 and 365

Returns: A date rule that fires on the first tradable date + offset for the specified security each year

Definition at line 150 of file DateRules.cs.

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◆ YearEnd() [1/2]

IDateRule QuantConnect.Scheduling.DateRules.YearEnd ( int daysOffset = 0 )

Specifies an event should fire on the last of each year

Parameters

daysOffset The amount of days to offset the schedule by; must be between 0 and 365

Returns: A date rule that fires on the last of each year - offset

Definition at line 173 of file DateRules.cs.

◆ YearEnd() [2/2]

IDateRule QuantConnect.Scheduling.DateRules.YearEnd	(	Symbol	symbol,
		int	daysOffset = `0`
	)

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

Parameters

symbol	The symbol whose exchange is used to determine the last tradable date of the year
daysOffset	The amount of tradable days to offset the schedule by; must be between 0 and 365.

Returns: A date rule that fires on the last tradable date - offset for the specified security each year

Definition at line 184 of file DateRules.cs.

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◆ MonthStart() [1/2]

IDateRule QuantConnect.Scheduling.DateRules.MonthStart ( int daysOffset = 0 )

Specifies an event should fire on the first of each month + offset

Parameters

daysOffset The amount of days to offset the schedule by; must be between 0 and 30.

Returns: A date rule that fires on the first of each month + offset

Definition at line 207 of file DateRules.cs.

◆ MonthStart() [2/2]

IDateRule QuantConnect.Scheduling.DateRules.MonthStart	(	Symbol	symbol,
		int	daysOffset = `0`
	)

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

Parameters

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

Returns: A date rule that fires on the first tradable date + offset for the specified security each month

Definition at line 219 of file DateRules.cs.

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◆ MonthEnd() [1/2]

IDateRule QuantConnect.Scheduling.DateRules.MonthEnd ( int daysOffset = 0 )

Specifies an event should fire on the last of each month

Parameters

daysOffset The amount of days to offset the schedule by; must be between 0 and 30

Returns: A date rule that fires on the last of each month - offset

Definition at line 236 of file DateRules.cs.

◆ MonthEnd() [2/2]

IDateRule QuantConnect.Scheduling.DateRules.MonthEnd	(	Symbol	symbol,
		int	daysOffset = `0`
	)

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

Parameters

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.

Returns: A date rule that fires on the last tradable date - offset for the specified security each month

Definition at line 247 of file DateRules.cs.

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◆ WeekStart() [1/2]

IDateRule QuantConnect.Scheduling.DateRules.WeekStart ( int daysOffset = 0 )

Specifies an event should fire on Monday + offset each week

Parameters

daysOffset The amount of days to offset monday by; must be between 0 and 6

Returns: A date rule that fires on Monday + offset each week

Definition at line 264 of file DateRules.cs.

◆ WeekStart() [2/2]

IDateRule QuantConnect.Scheduling.DateRules.WeekStart	(	Symbol	symbol,
		int	daysOffset = `0`
	)

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

Parameters

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

Returns: A date rule that fires on the first + offset tradable date for the specified security each week

Definition at line 284 of file DateRules.cs.

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◆ WeekEnd() [1/2]

IDateRule QuantConnect.Scheduling.DateRules.WeekEnd ( int daysOffset = 0 )

Specifies an event should fire on Friday - offset

Parameters

daysOffset The amount of days to offset Friday by; must be between 0 and 6

Returns: A date rule that fires on Friday each week

Definition at line 307 of file DateRules.cs.

◆ WeekEnd() [2/2]

IDateRule QuantConnect.Scheduling.DateRules.WeekEnd	(	Symbol	symbol,
		int	daysOffset = `0`
	)

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

Parameters

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

Returns: A date rule that fires on the last - offset tradable date for the specified security each week

Definition at line 326 of file DateRules.cs.

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Member Data Documentation

◆ Today

IDateRule QuantConnect.Scheduling.DateRules.Today

Initial value:

=> new FuncDateRule("TodayOnly",
            (start, e) => {
                return new[] { Securities.UtcTime.ConvertFromUtc(TimeZone).Date };
            }
        )

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.

◆ Tomorrow

IDateRule QuantConnect.Scheduling.DateRules.Tomorrow

Initial value:

=> new FuncDateRule("TomorrowOnly",
            (start, e) => new[] {Securities.UtcTime.ConvertFromUtc(TimeZone).Date.AddDays(1)}
        )

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.

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

Common/Scheduling/DateRules.cs

Public Member Functions

Public Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ DateRules()

Member Function Documentation

◆ SetDefaultTimeZone()

◆ On() [1/2]

◆ On() [2/2]

◆ Every() [1/2]

◆ Every() [2/2]

◆ EveryDay() [1/2]

◆ EveryDay() [2/2]

◆ YearStart() [1/2]

◆ YearStart() [2/2]

◆ YearEnd() [1/2]

◆ YearEnd() [2/2]

◆ MonthStart() [1/2]

◆ MonthStart() [2/2]

◆ MonthEnd() [1/2]

◆ MonthEnd() [2/2]

◆ WeekStart() [1/2]

◆ WeekStart() [2/2]

◆ WeekEnd() [1/2]

◆ WeekEnd() [2/2]

Member Data Documentation

◆ Today

◆ Tomorrow