Merge early closes and late opens properly in MHDB

[jhonabreul]

Description

When late opens or early close times are different in a more specific entry, they following error is shown without exiting the algorithm:

A more specific entry (like Indices-usa-VIX) might contain some of the same early close/late open dates as the common entry (Indices-usa-[*]) but with different times. These changes make sure this is handle and the more specific ones take precedence.

For instance, in the following market hours database JSON string:

{
  "entries": {
    "Equity-usa-[*]": {
      "dataTimeZone": "America/New_York",
      "exchangeTimeZone": "America/New_York",
      "sunday": [],
      "monday": [...],
      "tuesday": [...],
      "wednesday": [...],
      "thursday": [...],
      "friday": [...],
      "saturday": [],
      "holidays": [],
      "earlyCloses": {
        "11/25/2015": "13:00:00",
        "11/25/2016": "13:00:00",
        "11/25/2017": "13:00:00",
        "11/25/2018": "13:00:00"
      },
      "lateOpens": {
        "11/25/2015": "11:00:00",
        "11/25/2016": "11:00:00",
        "11/25/2017": "11:00:00",
        "11/25/2018": "11:00:00"
      }
    },
    "Equity-usa-GOOG": {
      "dataTimeZone": "America/New_York",
      "exchangeTimeZone": "America/New_York",
      "sunday": [],
      "monday": [...],
      "tuesday": [...],
      "wednesday": [...],
      "thursday": [...],
      "friday": [...],
      "saturday": [],
      "holidays": [],
      "earlyCloses": {
        "11/25/2017": "13:30:00",
        "11/25/2018": "13:30:00",
        "11/25/2019": "13:30:00"
      },
      "lateOpens": {
        "11/25/2017": "11:30:00",
        "11/25/2018": "11:30:00",
        "11/25/2019": "11:30:00"
      }
    }
  }
}

The resulting MarketHoursDatabase instance would have the following early closes and late opens, where the times for the dates 11/25/2017 and 11/25/2018 would take the times as they appear in the specific entry Equity-usa-GOOG:

      "earlyCloses": {
        "11/25/2015": "13:00:00",
        "11/25/2016": "13:00:00",
        "11/25/2017": "13:30:00",
        "11/25/2018": "13:30:00",
        "11/25/2019": "13:30:00"
      },
      "lateOpens": {
        "11/25/2015": "11:00:00",
        "11/25/2016": "11:00:00",
        "11/25/2017": "11:30:00",
        "11/25/2018": "11:30:00",
        "11/25/2019": "11:30:00"
      }

Related Issue

N/A

Motivation and Context

N/A

Requires Documentation Change

N/A

How Has This Been Tested?

Unit tests

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>

[Martin-Molinero]

Nice work! Thank you 👍