QuantConnect Lean:GitHub Releases· Martin-Molinero·· 2 days agoAI Score25
Lean Fixes Boundary Anomalies in GetMarketHours for Early Close and Delayed Open
18201: Fix GetMarketHours early close and late open edge cases (#9926)
AI summary
QuantConnect's open-source quantitative backtesting framework Lean has completed boundary anomaly fixes for the GetMarketHours function, resolving calculation errors when a delayed open is later than all trading sessions on the same day, and when early close and delayed open fall on session boundaries. This update adds regression tests for multiple scenarios, preventing issues such as zero-length trading sessions and incorrect returns of full regular trading sessions.
Source:QuantConnect Lean:GitHub Releases · github.com