Skip to content

Fix HSI future expiration function#8534

Merged
Martin-Molinero merged 2 commits intoQuantConnect:masterfrom
Martin-Molinero:bug-hsi-futures-expiration-function
Jan 15, 2025
Merged

Fix HSI future expiration function#8534
Martin-Molinero merged 2 commits intoQuantConnect:masterfrom
Martin-Molinero:bug-hsi-futures-expiration-function

Conversation

@Martin-Molinero
Copy link
Member

@Martin-Molinero Martin-Molinero commented Jan 15, 2025

Description

  • Fix HSI futures expiration function. Adding unit tests reproducing issue

Sourced https://www.hkex.com.hk/Services/Trading/Derivatives/Overview/Trading-Calendar-and-Holiday-Schedule?sc_lang=en

Related Issue

See related #8497

Motivation and Context

N/A

Requires Documentation Change

N/A

How Has This Been Tested?

New unit tests & live tests, subscribing to IB on all currently listed contracts

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

- Fix HSI futures expiration function. Adding unit tests reproducing
  issue
@Martin-Molinero Martin-Molinero merged commit c35d6ee into QuantConnect:master Jan 15, 2025
4 of 7 checks passed
@Martin-Molinero Martin-Molinero deleted the bug-hsi-futures-expiration-function branch January 15, 2025 18:08
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

2 participants