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I'd like to be able to check if the next day is a trading day, it's trading hours, and also, the trading hours for the current day. Working on a Forex strategy I'd like the algo to avoid having an open position Friday an hour before market close, and also, from 4:00pm to 6:00pm EST (InteractiveBrokers is shut down from 5:00pm to 5:15pm Monday-Friday). Any ideas?
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In my algorithms, I get the trading hours from the SecurityExchangeHours class we can find in the Securities object:
var hours = Securities["EURUSD"].Exchange.Hours; var todayClose = hours.GetNextMarketClose(Time, false); if (hours.IsDateOpen(Time.AddDays(1))) { var tomorrowOpen = hours.GetNextMarketOpen(Time.AddDays(1), false); var tomorrowClose = hours.GetNextMarketClose(Time.AddDays(1), false); }I don't know how you want to use it, but I would put this logic inside a Schedule Event in the Initialize method.
Best,
Mika.
Andy Visser
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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