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Add missing entries and clean MHDB #8489

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merged 3 commits into from
Jan 2, 2025

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Marinovsky
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Description

  • Add missing entry (late open before Good friday) for CME futures of equities
  • Move good friday holiday from each specific future entry to the market entry
  • Add holidays, late opens and early closes for YO Future

Related Issue

N/A

Motivation and Context

With this change, LEAN MHDB will be more precise

Requires Documentation Change

N/A

How Has This Been Tested?

N/A

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

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@Martin-Molinero Martin-Molinero left a comment

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Thank you!

@Martin-Molinero Martin-Molinero merged commit f75ea38 into QuantConnect:master Jan 2, 2025
5 of 7 checks passed
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2 participants