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Add Southbound trading calendar OID to NON_CN_CALENDAR_OIDS
- Added "930933.INDX" to the NON_CN_CALENDAR_OIDS dictionary, enhancing the coverage of trading calendar types for Southbound instruments. - This update improves the functionality of the AnalyserMod class by ensuring more comprehensive handling of trading calendars.
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  • rqalpha/mod/rqalpha_mod_sys_analyser

rqalpha/mod/rqalpha_mod_sys_analyser/mod.py

Lines changed: 2 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -145,7 +145,8 @@ def start_up(self, env, mod_config):
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NULL_OID = {"null", "NULL"}
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NON_CN_CALENDAR_OIDS = {
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"930930.INDX": TRADING_CALENDAR_TYPE.SOUTHBOUND
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"930930.INDX": TRADING_CALENDAR_TYPE.SOUTHBOUND,
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"930933.INDX": TRADING_CALENDAR_TYPE.SOUTHBOUND
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}
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def _get_one_benchmark_daily_returns(self, ins: Instrument, trading_dates: pd.DatetimeIndex):

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