QuantConnect / QuantConnect/Lean
Trading Calendar thinks some trading days are holidays
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- Dominant language
- C#
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Description
Expected Behavior
The TradingDay for 2020-11-11 should not be marked as a public holiday.
Actual Behavior
The TradingDay for 2020-11-11 is marked as a public holiday even though it was not.
Potential Solution
Probably a data issue? I don’t know whether this is a one-off issue or whether there are more inaccuracies.
Reproducing the Problem
trading_day = self.trading_calendar.get_trading_day(datetime(2020, 11, 11))
assert not trading_day.public_holiday
System Information
n/a
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
- I have provided detailed steps to reproduce the issue
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 from the trading_calendar.get_trading_day entry point and the TradingDay.public_holiday value used in the reproduction. Trace the holiday data for 2020-11-11, check whether related dates have the same issue, and verify that the assertion passes after the correction.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp, python
- Domain
- backend
- Issue type
- Bug
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 35/100