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Document DateRules.QuarterStart and DateRules.QuarterEnd (Lean #9454) #2368

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Merged
jaredbroad merged 1 commit into from
May 7, 2026
Merged

Document DateRules.QuarterStart and DateRules.QuarterEnd (Lean #9454) #2368

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30 changes: 29 additions & 1 deletion 03 Writing Algorithms/26 Scheduled Events/10 Examples.html
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Original file line number Diff line number Diff line change
Expand Up @@ -86,12 +86,26 @@
TimeRules.AfterMarketOpen("SPY", 5),
RebalancingCode);

// Schedule an event to fire at the end of the week, the symbol is optional.
// Schedule an event to fire at the end of the week, the symbol is optional.
// If specified, it will fire the last trading day for that symbol of the week.
// Otherwise, it will fire on the first day of the week.
Schedule.On(DateRules.WeekEnd("SPY"),
TimeRules.BeforeMarketClose("SPY", 5),
RebalancingCode);

// Schedule an event to fire at the beginning of the quarter, the symbol is optional.
// If specified, it will fire the first trading day for that symbol of the quarter.
// Otherwise, it will fire on the first day of the quarter.
Schedule.On(DateRules.QuarterStart("SPY"),
TimeRules.AfterMarketOpen("SPY"),
RebalancingCode);

// Schedule an event to fire at the end of the quarter, the symbol is optional.
// If specified, it will fire the last trading day for that symbol of the quarter.
// Otherwise, it will fire on the last day of the quarter.
Schedule.On(DateRules.QuarterEnd("SPY"),
TimeRules.BeforeMarketClose("SPY"),
RebalancingCode);
}

// The following methods are not defined in Initialize:
Expand Down Expand Up @@ -193,6 +207,20 @@
self.time_rules.before_market_close("SPY", 5),
self._rebalancing_code)

# Schedule an event to fire at the beginning of the quarter, the symbol is optional.
# If specified, it will fire the first trading day for that symbol of the quarter.
# Otherwise, it will fire on the first day of the quarter.
self.schedule.on(self.date_rules.quarter_start("SPY"),
self.time_rules.after_market_open("SPY"),
self._rebalancing_code)

# Schedule an event to fire at the end of the quarter, the symbol is optional.
# If specified, it will fire the last trading day for that symbol of the quarter.
# Otherwise, it will fire on the last day of the quarter.
self.schedule.on(self.date_rules.quarter_end("SPY"),
self.time_rules.before_market_close("SPY"),
self._rebalancing_code)

# The following methods from examples above should be defined in the algorithm body.
def _liquidate_unrealized_losses(self) -> None:
''' if we have over 1000 dollars in unrealized losses, liquidate'''
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20 changes: 20 additions & 0 deletions Resources/scheduled-events/date-rules.html
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Expand Up @@ -78,6 +78,26 @@
<code class="csharp">DateRules.WeekEnd(Symbol symbol, int daysOffset = 0)</code></td>
<td>Trigger an event on the last tradable date of each week for a specific symbol minus an offset.</td>
</tr>
<tr>
<td><code class="python">self.date_rules.quarter_start(days_offset: int = 0)</code>
<code class="csharp">DateRules.QuarterStart(int daysOffset = 0)</code></td>
<td>Trigger an event on the first day of each quarter plus an offset.</td>
</tr>
<tr>
<td><code class="python">self.date_rules.quarter_start(symbol: Symbol, days_offset: int = 0)</code>
<code class="csharp">DateRules.QuarterStart(Symbol symbol, int daysOffset = 0)</code></td>
<td>Trigger an event on the first tradable date of each quarter for a specific symbol plus an offset.</td>
</tr>
<tr>
<td><code class="python">self.date_rules.quarter_end(days_offset: int = 0)</code>
<code class="csharp">DateRules.QuarterEnd(int daysOffset = 0)</code></td>
<td>Trigger an event on the last day of each quarter minus an offset.</td>
</tr>
<tr>
<td><code class="python">self.date_rules.quarter_end(symbol: Symbol, days_offset: int = 0)</code>
<code class="csharp">DateRules.QuarterEnd(Symbol symbol, int daysOffset = 0)</code></td>
<td>Trigger an event on the last tradable date of each quarter for a specific symbol minus an offset.</td>
</tr>
<tr>
<td><code class="python">self.date_rules.year_start(days_offset: int = 0)</code>
<code class="csharp">DateRules.YearStart(int daysOffset = 0)</code></td>
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