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schedule_function not working? I keep getting "Local variable 'schedule_function' is assigned to but never used"

I'm building a strategy, where I want the system to run only once per day. Here's the start of my code:

def initialize(context):  
    set_commission(commission.PerShare(cost=0.0075, min_trade_cost=1))  
    set_slippage(slippage.VolumeShareSlippage(volume_limit=0.025, price_impact=0.10))  
    schedule_function = (my_system, date_rules.every_day(), time_rules.market_close(hours=1))  
    context.spy = sid(8554)  
    context.aapl = sid(24)  
def my_system(context, data):  
    # trading strategy, signal generation, and trade execution


Also, "my_system" is the function that has all my strategy code, such as signal generation, trading execution, and rebalancing. But for some reason, the backtest doesn't work, and I get the error message:

"Local variable 'schedule_function' is assigned to but never used"

Why is this?

2 responses

Probably just a typo... the schedule function code should be

    schedule_function(my_system, date_rules.every_day(), time_rules.market_close(hours=1))  

There was an equal sign in there. With the equal sign, Python thought you were trying to create a new local variable called schedule_function and assign a value to it. schedule_function is a method and should be called as above.


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Thanks Dan, appreciate it