QuantConnect Lean Releases Version 18201 to Fix Trading Session Boundary Issues
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QuantConnect has released version 18201 of its open-source quantitative backtesting framework Lean, fixing an issue in the GetMarketHours function where trading session boundary calculations were incorrect for early close and delayed open scenarios. This update resolves calculation errors that occurred when a delayed open time was later than all trading sessions on the same day, and when early close or delayed open times fell on session boundaries. It prevents issues such as zero-length trading sessions and incorrect returns of the full regular trading session, while also adding regression tests for multiple scenarios.
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- QuantConnect Lean：GitHub ReleasesLean Fixes Boundary Anomalies in GetMarketHours for Early Close and Delayed Open
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.
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