Trading After Hours

[grzesir]

How can we trade stocks after hours?

[SlimBeji]

Can I have more details about what we want to achieve exactly? The first thing I think of is to use the lifecycle method after_market_closes but maybe we want a more complex behavior.

[neilsmurphy]

This is an interesting point.

I'm wondering if an override in the is_market_open method would help where one could manually extend the hours of the day. This issue comes up a lot. When just using bars and time, trading times/restrictions can be added in manually. e.g. Client only wants to trade the LSE or afterhour coins.

This can come up too when clients just want to set the times they trade. I've had clients not want to have their algo trade during lunch.

[neilsmurphy]

I wonder if we couldn't have an option for the user to create a parameter dictionary that would give hours (and maybe days) where trading is permitted or excluded. These could have labels for the keys. For example:

trading_hours = dict(
    late_start=dict(
        start=datetime.time(0, 0),
        end=datetime.time(9, 35),
        trading=False,
    ),
    lunch=dict(
        start=datetime.time(11, 45),
        end=datetime.time(13, 15),
        trading=False,
    )
)

We could then layer this logic over the is_market_open logic to determine market openness.

[grzesir]

When I was speaking with santayan (out past student who’s adding crypto trading to lumibot), he had a good point: crypto does not have open or close times at all. We definitely need to be able to accommodate for this too.

On Sat, Apr 10, 2021 at 4:28 PM Neil Murphy ***@***.***> wrote: I wonder if we couldn't have an option for the user to create a parameter dictionary that would give hours (and maybe days) where trading is permitted or excluded. These could have labels for the keys. For example: trading_hours = dict( late_start=dict( start=datetime.time(0, 0), end=datetime.time(9, 35), trading=False, ), lunch=dict( start=datetime.time(11, 45), end=datetime.time(13, 15), trading=False, ) ) We could then layer this logic over the is_market_open logic to determine market openness. — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub <#32 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AAIYQK74W2IZKI6QJEOP5IDTICYFVANCNFSM42R3IOFQ> .

-- Robert Grzesik 347-635-3416

[SlimBeji]

@grzesir Is this matter specific to crypto trading or are there some stocks that can be traded outside opening hours.

@neilsmurphy I think it is possible to add the dictionary trading_hours you suggested to how the method StrategyExecutor._run_trading_session behave without too much trouble (Inside the while statement). We can also add a function to be executed in that time range.

[dclong]

Is this feature implemented? If so, any doc on it?

[grzesir]

What are you looking to accomplish? self.set_market(“24/7”) - usually in initialize() - will allow your bit to trade 24/7. Then you can put if statements in the on trading iteration checking self.get_datetime() Robert Grzesik 347-635-3416

…

On Thu, Mar 14, 2024 at 12:43 AM Ben Chuanlong Du ***@***.***> wrote: Is this feature implemented? If so, any doc on it? — Reply to this email directly, view it on GitHub <#32 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AAIYQK4IKZIFQSA4A6JR6RTYYETIVAVCNFSM42R3IOF2U5DIOJSWCZC7NNSXTN2JONZXKZKDN5WW2ZLOOQ5TCOJZGYZTSOJTGM3Q> . You are receiving this because you modified the open/close state.Message ID: ***@***.***>