Scheduling¶

Automate signal generation and trading with cron-based scheduling.

Overview¶

sigc scheduling:

Cron expressions for flexibility
Trading calendar awareness
Market hours handling
Timezone support

Basic Scheduling¶

Configuration¶

YAML

schedule:
  timezone: America/New_York

  jobs:
    - name: morning_rebalance
      cron: "0 9 * * 1-5"          # 9 AM weekdays
      strategy: momentum_strategy

Cron Syntax¶

Text Only

┌─────────────── minute (0 - 59)
│ ┌───────────── hour (0 - 23)
│ │ ┌─────────── day of month (1 - 31)
│ │ │ ┌───────── month (1 - 12)
│ │ │ │ ┌─────── day of week (0 - 6) (Sunday = 0)
│ │ │ │ │
│ │ │ │ │
* * * * *

Common Schedules¶

Schedule	Cron	Description
Daily 9 AM	`0 9 * * *`	Every day at 9 AM
Weekdays 9 AM	`0 9 * * 1-5`	Mon-Fri at 9 AM
Hourly	`0 * * * *`	Every hour
Every 15 min	`/15 * * *`	Every 15 minutes
Monday 9 AM	`0 9 * * 1`	Weekly on Monday
First of month	`0 9 1 * *`	Monthly on 1^st

Trading Calendar¶

NYSE Calendar¶

YAML

schedule:
  calendar: nyse
  skip_holidays: true
  skip_early_close: false

  jobs:
    - name: rebalance
      cron: "0 9 * * 1-5"
      strategy: momentum
      # Automatically skips NYSE holidays

Custom Calendar¶

YAML

schedule:
  calendar: custom
  holidays_file: /etc/sigc/holidays.yaml

  # Or inline
  holidays:
    - "2024-01-01"  # New Year's Day
    - "2024-01-15"  # MLK Day
    - "2024-02-19"  # Presidents' Day
    # ...

Market Hours¶

YAML

schedule:
  market_hours:
    open: "09:30"
    close: "16:00"
    timezone: America/New_York

  jobs:
    - name: intraday_signal
      cron: "*/30 9-15 * * 1-5"  # Every 30 min during market
      condition: market_open

Job Types¶

Signal Computation¶

YAML

jobs:
  - name: compute_signals
    type: compute
    cron: "0 8 * * 1-5"
    strategy: momentum_strategy

Execute Trades¶

YAML

jobs:
  - name: execute_trades
    type: execute
    cron: "30 9 * * 1-5"
    strategy: momentum_strategy

Compute + Execute¶

YAML

jobs:
  - name: full_rebalance
    type: rebalance
    cron: "0 9 * * 1-5"
    strategy: momentum_strategy
    # Computes signals, then executes trades

Data Refresh¶

YAML

jobs:
  - name: refresh_data
    type: data_refresh
    cron: "0 6 * * 1-5"
    source: prices

Reconciliation¶

YAML

jobs:
  - name: position_check
    type: reconcile
    cron: "0 16 * * 1-5"

Custom Script¶

YAML

jobs:
  - name: custom_job
    type: script
    cron: "0 17 * * 1-5"
    script: /opt/sigc/scripts/eod_report.sh

Job Conditions¶

Market Open¶

YAML

jobs:
  - name: intraday_signal
    cron: "*/30 * * * 1-5"
    condition: market_open

Data Fresh¶

YAML

jobs:
  - name: compute
    cron: "0 9 * * 1-5"
    condition: data_fresh
    data_max_age_minutes: 30

Previous Job Success¶

YAML

jobs:
  - name: compute
    cron: "0 9 * * 1-5"

  - name: execute
    cron: "30 9 * * 1-5"
    depends_on: compute

Custom Condition¶

YAML

jobs:
  - name: low_vol_trade
    cron: "0 10 * * 1-5"
    condition:
      type: metric
      expr: "vix < 20"

Execution Windows¶

Time Window¶

YAML

jobs:
  - name: rebalance
    cron: "0 9 * * 1-5"
    execution:
      window_minutes: 30
      algorithm: twap

Retry Policy¶

YAML

jobs:
  - name: rebalance
    cron: "0 9 * * 1-5"
    retry:
      max_attempts: 3
      delay_minutes: 5
      backoff: exponential

Schedule Management¶

View Schedule¶

Bash

sigc schedule list

Text Only

Scheduled Jobs:
NAME               | CRON           | NEXT RUN            | STATUS
-------------------+----------------+---------------------+--------
morning_rebalance  | 0 9 * * 1-5   | 2024-01-16 09:00:00| enabled
eod_reconcile      | 0 16 * * 1-5  | 2024-01-15 16:00:00| enabled
data_refresh       | 0 6 * * 1-5   | 2024-01-16 06:00:00| enabled

Enable/Disable Jobs¶

Bash

# Disable a job
sigc schedule disable morning_rebalance

# Enable a job
sigc schedule enable morning_rebalance

# Disable all
sigc schedule pause

# Enable all
sigc schedule resume

Run Immediately¶

Bash

# Run job now (outside schedule)
sigc schedule run morning_rebalance

# Dry run
sigc schedule run morning_rebalance --dry-run

View History¶

Bash

sigc schedule history morning_rebalance

Text Only

Job History: morning_rebalance

TIMESTAMP            | STATUS  | DURATION | DETAILS
---------------------+---------+----------+---------
2024-01-15 09:00:00 | success | 2.34s    | 80 positions
2024-01-12 09:00:00 | success | 2.51s    | 82 positions
2024-01-11 09:00:00 | success | 2.28s    | 79 positions
2024-01-10 09:00:00 | failed  | 0.85s    | Data error
2024-01-09 09:00:00 | success | 2.45s    | 81 positions

Multiple Strategies¶

Separate Schedules¶

YAML

schedule:
  jobs:
    - name: momentum_rebal
      cron: "0 9 * * 1-5"
      strategy: momentum

    - name: value_rebal
      cron: "0 9 1 * *"        # Monthly
      strategy: value

    - name: intraday_signal
      cron: "*/30 9-15 * * 1-5"
      strategy: mean_reversion

Coordinated Execution¶

YAML

schedule:
  jobs:
    # Compute all signals first
    - name: compute_all
      cron: "0 9 * * 1-5"
      type: compute
      strategies: [momentum, value, mean_reversion]

    # Then execute in order
    - name: execute_momentum
      cron: "15 9 * * 1-5"
      type: execute
      strategy: momentum
      depends_on: compute_all

    - name: execute_value
      cron: "20 9 * * 1-5"
      type: execute
      strategy: value
      depends_on: compute_all

Notifications¶

Job Notifications¶

YAML

schedule:
  notifications:
    on_start: false
    on_success: true
    on_failure: true
    channels: [slack]

  jobs:
    - name: rebalance
      cron: "0 9 * * 1-5"
      notifications:
        on_success: slack
        on_failure: [slack, pagerduty]

Monitoring¶

Schedule Metrics¶

Text Only

sigc_schedule_runs_total{job="morning_rebalance",status="success"} 152
sigc_schedule_runs_total{job="morning_rebalance",status="failed"} 3
sigc_schedule_last_run_timestamp{job="morning_rebalance"} 1705320000
sigc_schedule_next_run_timestamp{job="morning_rebalance"} 1705406400
sigc_schedule_duration_seconds{job="morning_rebalance"} 2.34

Best Practices¶

1. Schedule Before Market Open¶

YAML

# Good: Compute before market opens
- name: compute
  cron: "0 8 * * 1-5"     # 8 AM

# Execute at open
- name: execute
  cron: "30 9 * * 1-5"    # 9:30 AM
  depends_on: compute

2. Use Trading Calendar¶

YAML

schedule:
  calendar: nyse
  skip_holidays: true     # Don't run on holidays

3. Add Retry Logic¶

YAML

retry:
  max_attempts: 3
  delay_minutes: 5

4. Monitor Job Health¶

Set up alerts for failed jobs:

YAML

alerting:
  rules:
    - name: schedule_failure
      condition: "job_status == 'failed'"
      severity: high

5. Test Schedule Changes¶

Bash

# Preview next N runs
sigc schedule preview --runs 10

Next Steps¶

Daemon Mode - Running sigc as service
Monitoring - Track schedule execution
Alerting - Notifications on failure