/// <summary> /// Initializes a new instance of the <see cref="ScheduleManager"/> class /// </summary> /// <param name="securities">Securities manager containing the algorithm's securities</param> /// <param name="timeZone">The algorithm's time zone</param> public ScheduleManager(SecurityManager securities, DateTimeZone timeZone) { _securities = securities; DateRules = new DateRules(securities); TimeRules = new TimeRules(securities, timeZone); // used for storing any events before the event schedule is set _preInitializedEvents = new List <ScheduledEvent>(); }
/// <summary> /// Initializes a new instance of the <see cref="ScheduleManager"/> class /// </summary> /// <param name="securities">Securities manager containing the algorithm's securities</param> /// <param name="timeZone">The algorithm's time zone</param> public ScheduleManager(SecurityManager securities, DateTimeZone timeZone) { _securities = securities; DateRules = new DateRules(securities); TimeRules = new TimeRules(securities, timeZone); // used for storing any events before the event schedule is set _preInitializedEvents = new List<ScheduledEvent>(); }
private static TimeRules GetTimeRules(DateTimeZone dateTimeZone) { var timeKeeper = new TimeKeeper(DateTime.Today, new List<DateTimeZone>()); var manager = new SecurityManager(timeKeeper); var securityExchangeHours = SecurityExchangeHoursProvider.FromDataFolder().GetExchangeHours("usa", null, SecurityType.Equity); var config = new SubscriptionDataConfig(typeof(TradeBar), SecurityType.Equity, "SPY", Resolution.Daily, "usa", securityExchangeHours.TimeZone, true, false, false); manager.Add("SPY", new Security(securityExchangeHours, config, 1)); var rules = new TimeRules(manager, dateTimeZone); return rules; }
private static TimeRules GetTimeRules(DateTimeZone dateTimeZone) { var timeKeeper = new TimeKeeper(DateTime.Today, new List<DateTimeZone>()); var manager = new SecurityManager(timeKeeper); var marketHourDbEntry = MarketHoursDatabase.FromDataFolder().GetEntry(Market.USA, null, SecurityType.Equity); var securityExchangeHours = marketHourDbEntry.ExchangeHours; var config = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Daily, marketHourDbEntry.DataTimeZone, securityExchangeHours.TimeZone, true, false, false); manager.Add(Symbols.SPY, new Security(securityExchangeHours, config, 1)); var rules = new TimeRules(manager, dateTimeZone); return rules; }