I want to test quarterly rebalancing. i see we have an option for month_start but nothing like quarter_start. In order to use month_start itself, was thinking of checking if the month is the first month of the quarter and only then proceed. How can i get the date that the backtest is currently running in ?
Probably you need this. Import the function from blueshift.api. Calling get_datetime() will return the current simulation time (for backtest) or real time (for live / paper trading) in pandas tz-aware Timestamp format (tz same as applicable for the broker). To trade quarterly, you can schedule monthly and control the days offset there. For triggring the function only on selected months, use the 'month' and 'year' attributes of the timestamp object returned from the call to get_datetime.