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Fix bug in LiveTradingRealTimeHandler #7696
Merged
Martin-Molinero
merged 16 commits into
QuantConnect:master
from
Marinovsky:bug-7662-LiveTradingHoursRefresh
Jan 24, 2024
Merged
Fix bug in LiveTradingRealTimeHandler #7696
Martin-Molinero
merged 16 commits into
QuantConnect:master
from
Marinovsky:bug-7662-LiveTradingHoursRefresh
Jan 24, 2024
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jhonabreul
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Jan 18, 2024
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Thanks! 🚀 Leaving some minor commets here. Shared some others through Slack
jhonabreul
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Jan 18, 2024
jhonabreul
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Thanks 👍 Looks good. Minor comment shared through Slack
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Description
So far,
LiveTradingRealTimeHandler
didn't take into consideration holidays nor early closes/late opens when refreshing the market hours for the Securities. In the same way, if certain update to the MHDB(MarketHoursDatabase) was done, it didn't upload its instance of the MHDB. This PR solves those bugs.Related Issue
Close #7662
Motivation and Context
With this change, users will get accurate market hours for their securities when using
LiveTradingRealTimeHandler
, even after the MHDB is updated.Requires Documentation Change
N/A
How Has This Been Tested?
There were created unit tests asserting the market hours assigned to the algorithm's securities took into consideration holidays, early closes and late opens. Additionally, it was asserted that the MHDB reset every time the method
RefreshMarketHoursToday()
was called.Types of changes
Checklist:
bug-<issue#>-<description>
orfeature-<issue#>-<description>