QuantConnect Lean Releases Version 18199 to Fix Market Session Boundary Issues
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QuantConnect has released QuantConnect Lean version 18199, which fixes boundary anomalies in the GetMarketHours function for early closes and delayed opens. This update resolves an issue where the function incorrectly returned the full regular trading session when the delayed open time was later than all trading sessions of the day. It also eliminates the anomaly of zero-length trading sessions at boundary time points. When the early close and delayed open times are the same, the system will directly execute the post-close market reopen, and no longer discard the remaining session of the day. This update adds corresponding regression tests covering scenarios such as delayed opens across multiple sessions, and early closes followed by subsequent delayed opens. The related changes have been merged into the codebase.
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- QuantConnect Lean：GitHub ReleasesQuantConnect Lean Fixes Edge Cases for Early Close and Delayed Open in GetMarketHours
QuantConnect Lean has resolved boundary anomalies in the GetMarketHours function related to early closes and delayed opens, fixing the error where a delayed open time later than all trading sessions on a given day would return the full regular trading session, while also eliminating the issue of zero-length trading sessions appearing at boundary time points. This fix adds corresponding regression tests, and the related changes have been merged into the codebase.
- QuantConnect Lean：GitHub ReleasesQuantConnect Lean Fixes GetMarketHours Early Close and Late Open Edge Cases
QuantConnect Lean has fixed edge cases in the GetMarketHours function involving early closes and delayed opens, resolving the issue where a delayed open later than all sessions on a given day would return incorrect trading hours, while also eliminating anomalies with zero-length sessions at boundaries. This update adds corresponding regression tests covering scenarios such as delayed opens across multiple sessions and early closes followed by subsequent delayed opens.
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