Add Shortened-Day Trade Schedule Awareness #11
Labels
modest_infra_improvement
Enhancements that don't impact usability, but would be nice to have.
p4
Low Priority (priority 4)
Add Shortened-Day Trade Schedule Awareness
Summary
We do not currently take shortened days into account. More specifically, we allow a fixed amount of time for computation "within the same trading interval". For example, if the changes suggested in this issue are used, we will use the
strat.options.tradinginterval
(i.e. thetradinginterval
argument specified inStrategyOptions
) to determine how long we can place/fill orders for a particular bar. Since this is a fixed number, it does not take into account shortened days.Solution
Solving this would involve at least the following steps:
tradinginterval(today::Dates.Dates)
).tradinginterval
static value with logic to checktradinginterval(today)
for this while loop.The text was updated successfully, but these errors were encountered: