Schedule_function() executing at wrong time for daily algo

Technical Help
#1

I'm trying to use schedule_function() to trigger a function that handles rolling futures contracts in the portfolio. I've specified the following in initialize() with custom hours and minutes to confirm it's executing at the correct time:

        zl.schedule_function(
            roll,
            zl.date_rules.every_day(),
            zl.time_rules.market_open(hours=2, minutes=22),
        )

However, when I log get_datetime() from roll, it's executing every day at either 21:00 or 22:00 UTC (due to DST).

Is scheduling daily functions incompatible with daily algos? My assumption is for a daily algo, Zipline optimizes the event loop to only run once per day even if there are functions scheduled for different times.

Thanks

#2

IIRC all scheduled functions run at end of day in daily mode.