Run the script every 15 minutes of the hour. For example, you want to receive 15 minute stock price quotes, which are updated every 15 minutes.
while True:
print("Update data:", datetime.now())
sleep = 15 - datetime.now().minute % 15
if sleep == 15:
run_strategy()
time.sleep(sleep * 60)
else:
time.sleep(sleep * 60)