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Update "Today" EOD Data for Yahoo

For Yahoo Data Manager, allow the option of "Update Today EOD Data for Yahoo"
Use case steps-
1. "Update Today EOD Data" to be called by user. (Potentially about 60++ stocks)
2. Automatic Retest of previously prepared strategies up till Today. (This can be manually adjusted to Today. Hence no issue)
3. User will Save to files list of trades and manually filter out the trades triggered for Today to prepare for manual trading the next day.
Current Challenges - Data Manager not able to "Update Today EOD Data". The other parts are tedious, but not totally impossible to do manually.
Requirements Proposal - Enable [Update "Today" EOD Data for Yahoo] as the rest looks okay for now.
1. In Data Manager, Instruments tab, when properties of instrument is brought up, allow to add a EOD update time.
2. Yahoo delays quotes by 1 hr. Hence, user to set up timezone of exchange and EOD of the timezone and delay to allow Yahoo to catch up. E.g. for SGX (https://www.sgx.com/securities/trading)
  1. Time Zone - +8GMT (No DST)
  2. EOD - 1716hrs (Local Time)
  3. Yahoo Delay - 120 minutes
3. This would mean if the update is triggered after the above time, Today data will be downloaded.
Other potential requirements
1. If using D1 timeframe, running the auto retest might not be able to show a triggered trade "Today". Might want to request that be done as well. This will allow user to know that a entry/exit is to be made Today.
Considerations
1. Setting EOD incorrectly could update data before EOD which might throw the strategy mining off. A simple delete data, redo settings and redownload should solve this issue.

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Votes +1
Project StrategyQuant X
Type Feature
Status New
Priority Normal

History

AngelDuz

18.04.2021 10:37

Task created

AngelDuz

18.04.2021 10:37

Voted for this task.

Votes: +1