# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. # Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. from AlgorithmImports import * class ScheduledEventsBenchmark(QCAlgorithm): def initialize(self): self.set_start_date(2011, 1, 1) self.set_end_date(2022, 1, 1) self.set_cash(100000) self.add_equity("SPY") for i in range(300): self.schedule.on(self.date_rules.every_day("SPY"), self.time_rules.after_market_open("SPY", i), self.rebalance) self.schedule.on(self.date_rules.every_day("SPY"), self.time_rules.before_market_close("SPY", i), self.rebalance) def on_data(self, data): pass def rebalance(self): pass