CalculateAndPlaceOrdersRegularEvent

class qf_lib.backtesting.events.time_event.regular_time_event.calculate_and_place_orders_event.CalculateAndPlaceOrdersRegularEvent

Bases: RegularMarketEvent

Class implementing the logic for all triggering regular calculation of signals and placing orders. This should be used as a trigger for a a strategy to run calculations.

Example

trigger_time {“hour”: 13, “minute”: 30, “second”: 0, “microsecond”: 0} CalculateAndPlaceOrdersRegularEvent.set_trigger_time(trigger_time) will result in an event being triggered every day at 13:30

trigger_time {“minute”: 5, “second”: 0, “microsecond”: 0} CalculateAndPlaceOrdersRegularEvent.set_trigger_time(trigger_time) will result in an event being triggered every hour, 00:05, 01:05, 02:05, …

Methods:

set_daily_default_trigger_time()

Convenience method used to set daily trigger time at 1:00 a.m.

classmethod set_daily_default_trigger_time()

Convenience method used to set daily trigger time at 1:00 a.m. every day. This causes the signals to be calculated every day (in case if exclude_weekends() was not called, on working days otherwise) early in the morning.