Checking if tomorow is a holiday & market hours

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?

Update Backtest

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.



Update Backtest


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