In the attached backtest, I log the day for the self.Time in the 'onData' function. It consistently is missing some trading days and I'm trying to understand why?

January 2 and 3, 2012 do not appear in the onData
April 2, 2012 does not appear in the onData

Am I not understanding something correctly? I have verified that these are valid trading days by using TradingCalendar.GetDaysByType, but are never called in onData.

Any help would be awesome! Thanks