FIX: Fix to generalize the before_trading_start call for custom calendars #2808
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
calendars currently the before_trading_start is hard coded to run at 8:45 local time of 'US/eastern' zone which may not work for other data bundles of other exchanges in different timezone. Currently before_trading_start is not invoked for data bundle of BSE stock exchange with 'XBOM' calander. This fix generalizes the code to call it 1 hour before the trading open for each calandars local timezone. Verified it fixes the issue with XBOM calandar bundles.
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
currently the before_trading_start is hard coded to run at 8:45
local time of 'US/eastern' zone which may not work for other
data bundles of other exchanges in different timezone.
Currently before_trading_start is not invoked for data bundle of BSE
stock exchange with 'XBOM' calander.
This fix generalizes the code to call it 1 hour before the trading open
for each calandars local timezone.
Verified it fixes the issue with XBOM calandar bundles.