QuantConnect / QuantConnect/Lean
Special Sessions on Weekends cannot be added to Market Hours Database json file
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- Dominant language
- C#
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Description
Expected Behavior
There should be a section 'special_weekends' in market-hours-database.json file for any special sessions on weekends
similar to earlyCloses
Actual Behavior
market-hours-database.json does not provide an option to add special trading sessions on weekends. We can add timings for saturdays/sundays but that will run it on all weekends.
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start with market-hours-database.json and compare the requested special_weekends section with the existing earlyCloses structure. Trace how weekend timings are read and determine how an entry can apply only to specified special sessions; done means the database supports those sessions without affecting all Saturdays or Sundays.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- data
- Issue type
- Feature
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 38/100