chore: import upstream snapshot with attribution

Algorithm.Python/ScheduledEventsAlgorithm.py

@@ -0,0 +1,99 @@
+# 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 *
+
+### <summary>
+### Demonstration of the Scheduled Events features available in QuantConnect.
+### </summary>
+### <meta name="tag" content="scheduled events" />
+### <meta name="tag" content="date rules" />
+### <meta name="tag" content="time rules" />
+class ScheduledEventsAlgorithm(QCAlgorithm):
+
+    def initialize(self):
+        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
+
+        self.set_start_date(2013,10,7)   #Set Start Date
+        self.set_end_date(2013,10,11)    #Set End Date
+        self.set_cash(100000)           #Set Strategy Cash
+        # Find more symbols here: http://quantconnect.com/data
+        self.add_equity("SPY")
+
+        # events are scheduled using date and time rules
+        # date rules specify on what dates and event will fire
+        # time rules specify at what time on thos dates the event will fire
+
+        # schedule an event to fire at a specific date/time
+        self.schedule.on(self.date_rules.on(2013, 10, 7), self.time_rules.at(13, 0), self.specific_time)
+
+        # schedule an event to fire every trading day for a security the
+        # time rule here tells it to fire 10 minutes after SPY's market open
+        self.schedule.on(self.date_rules.every_day("SPY"), self.time_rules.after_market_open("SPY", 10), self.every_day_after_market_open)
+
+        # schedule an event to fire every trading day for a security the
+        # time rule here tells it to fire 10 minutes before SPY's market close
+        self.schedule.on(self.date_rules.every_day("SPY"), self.time_rules.before_market_close("SPY", 10), self.every_day_after_market_close)
+
+        # schedule an event to fire on a single day of the week
+        self.schedule.on(self.date_rules.every(DayOfWeek.WEDNESDAY), self.time_rules.at(12, 0), self.every_wed_at_noon)
+
+        # schedule an event to fire on certain days of the week
+        self.schedule.on(self.date_rules.every(DayOfWeek.MONDAY, DayOfWeek.FRIDAY), self.time_rules.at(12, 0), self.every_mon_fri_at_noon)
+
+        # the scheduling methods return the ScheduledEvent object which can be used for other things here I set
+        # the event up to check the portfolio value every 10 minutes, and liquidate if we have too many losses
+        self.schedule.on(self.date_rules.every_day(), self.time_rules.every(timedelta(minutes=10)), self.liquidate_unrealized_losses)
+
+        # schedule an event to fire at the beginning of the month, the symbol is optional
+        # if specified, it will fire the first trading day for that symbol of the month,
+        # if not specified it will fire on the first day of the month
+        self.schedule.on(self.date_rules.month_start("SPY"), self.time_rules.after_market_open("SPY"), self.rebalancing_code)
+
+
+    def on_data(self, data):
+        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.'''
+        if not self.portfolio.invested:
+            self.set_holdings("SPY", 1)
+
+
+    def specific_time(self):
+        self.log(f"SpecificTime: Fired at : {self.time}")
+
+
+    def every_day_after_market_open(self):
+        self.log(f"EveryDay.SPY 10 min after open: Fired at: {self.time}")
+
+
+    def every_day_after_market_close(self):
+        self.log(f"EveryDay.SPY 10 min before close: Fired at: {self.time}")
+
+
+    def every_wed_at_noon(self):
+        self.log(f"Wed at 12pm: Fired at: {self.time}")
+
+
+    def every_mon_fri_at_noon(self):
+        self.log(f"Mon/Fri at 12pm: Fired at: {self.time}")
+
+
+    def liquidate_unrealized_losses(self):
+        ''' if we have over 1000 dollars in unrealized losses, liquidate'''
+        if self.portfolio.total_unrealized_profit < -1000:
+            self.log(f"Liquidated due to unrealized losses at: {self.time}")
+            self.liquidate()
+
+
+    def rebalancing_code(self):
+        ''' Good spot for rebalancing code?'''
+        pass