- Notifications
You must be signed in to change notification settings - Fork4.9k
FIX: Fix to generalize the before_trading_start call for custom calendars#2808
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to ourterms of service andprivacy statement. We’ll occasionally send you account related emails.
Already on GitHub?Sign in to your account
Open
sauravkpaul wants to merge1 commit intoquantopian:masterChoose a base branch
base:master
Could not load branches
Branch not found:{{ refName }}
Loading
Could not load tags
Nothing to show
Loading
Are you sure you want to change the base?
Some commits from the old base branch may be removed from the timeline, and old review comments may become outdated.
Uh oh!
There was an error while loading.Please reload this page.
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.Learn more about bidirectional Unicode characters
calendarscurrently the before_trading_start is hard coded to run at 8:45local time of 'US/eastern' zone which may not work for otherdata bundles of other exchanges in different timezone.Currently before_trading_start is not invoked for data bundle of BSEstock exchange with 'XBOM' calander.This fix generalizes the code to call it 1 hour before the trading openfor each calandars local timezone.Verified it fixes the issue with XBOM calandar bundles.
Sign up for freeto join this conversation on GitHub. Already have an account?Sign in to comment
Labels
None yet
1 participant
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
currently the before_trading_start is hard coded to run at 8:45
local time of 'US/eastern' zone which may not work for other
data bundles of other exchanges in different timezone.
Currently before_trading_start is not invoked for data bundle of BSE
stock exchange with 'XBOM' calander.
This fix generalizes the code to call it 1 hour before the trading open
for each calandars local timezone.
Verified it fixes the issue with XBOM calandar bundles.