I'm trying to create a function to exit all positions held on the day before the stock's next earnings report is released. It looks like I should be able to use the data provided from EventVestor. The built-in BusinessDaysUntilNextEarnings pipeline factor will be equal to 1 when this is the case.
Can you use this factor outside of a pipeline?
- If so, how could I get this factor for the current stocks held. Say this is in a list called "context.current_stocks".
- If not, is there another way to do this? I've looked into adding these factors as output from my pipeline, but apparently you cannot incorporate your current positions in your pipeline (see post).