Currently, doing specific things on certain days or events leads to messy nested ifs. I propose we add a decorators for scheduling. The big task (as always) is naming things, I was thinking of the following syntax, but there might be better options.
@run(every='monday', on='open')
@run(every='day', on='close')
@run(every='firstdayofweek', on='open') # run on tuesday if market closed on monday
@run(on='open') # sensible default for every could be 'day'
@run(every='tuesday') # while on could default to ['open', 'close'] (open & close)
...
Another option that instead of replacing ifs inside strategies would make it easier to determine if certain conditions are met would be to introduce a ScheduleConditions class, e.g. with shorthand bt.schedule
if bt.schedule.monday:
...
if bt.schedule.open:
...
if bt.schedule.first_day_of.week:
...
if bt.schedule.first_day_of.month:
...
if bt.schedule.date == '2019-1-1':
...
if bt.schedule.event == 'open':
...
We could also pass schedule to strategies directly and get rid of day and event.
Decorators could still work like this:
@run(Schedule.first_day_of.week)
...
Schedule could be static (it only depends on bt, no internal state) and e.g. bt.schedule.open could just be shorthand for Schedule.open(bt).
Or we could use a scheduling library but they would almost certainly have to be modified for the specific market calendars we are using.
Currently, doing specific things on certain days or events leads to messy nested ifs. I propose we add a decorators for scheduling. The big task (as always) is naming things, I was thinking of the following syntax, but there might be better options.
Another option that instead of replacing ifs inside strategies would make it easier to determine if certain conditions are met would be to introduce a
ScheduleConditionsclass, e.g. with shorthandbt.scheduleWe could also pass schedule to strategies directly and get rid of
dayandevent. Decorators could still work like this:Schedule could be static (it only depends on bt, no internal state) and e.g.
bt.schedule.opencould just be shorthand forSchedule.open(bt). Or we could use a scheduling library but they would almost certainly have to be modified for the specific market calendars we are using.