investfly.models.strategy.TriggerSchedule
Schedules and decorators for time-driven strategy callbacks.
Supported recurrence patterns for a scheduled callback.
Calendar used to decide which days a schedule may run.
Weekday values accepted by weekly and custom-day schedules.
Ways to anchor a monthly schedule within the month.
Market or instrument events usable by event-relative schedules.
Whether a callback runs before, after, or on its reference event.
Intraday time window, expressed as HH:MM local market times.
Recurrence definition used by scheduled().
Prefer the named factory methods such as daily(), weekly(), or
eventRelative(); they populate the fields required by each pattern.
Create a one-minute schedule within an optional intraday window.
Create a five-minute schedule within an optional intraday window.
Create a fifteen-minute schedule within an optional intraday window.
Create a thirty-minute schedule within an optional intraday window.
Create a repeating minute interval on the selected days and time window.
Create an hourly schedule on the selected days and time window.
Create a once-per-day schedule at time in HH:MM format.
Create a weekly schedule on one or more weekdays.
Create a schedule relative to a market or instrument event.
Invocation details passed to a scheduled strategy callback.
A discovered callback together with its validated schedule.
Decorate a strategy method so Investfly invokes it on schedule.
The decorated method receives one ScheduleEvent and may return a
list of trade orders, matching the scheduled callback contract on
TradingStrategy.