Default to all market hours when no symbol is provided to time rules#9470
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AlexCatarino wants to merge 1 commit intoQuantConnect:masterfrom
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Default to all market hours when no symbol is provided to time rules#9470AlexCatarino wants to merge 1 commit intoQuantConnect:masterfrom
AlexCatarino wants to merge 1 commit intoQuantConnect:masterfrom
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Add no-symbol overloads of `AfterMarketOpen`, `BeforeMarketOpen`, `AfterMarketClose` and `BeforeMarketClose` so scheduled events can be defined without referencing a specific security. Per-date, the helpers pick the earliest open / latest close across the algorithm's non-always-open exchanges, falling back to US equities (SPY) when no eligible security is subscribed. US equities are skipped during the walk since SPY's exchange hours already represent them. Closes QuantConnect#9461. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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Description
Adds no-symbol overloads of
AfterMarketOpen,BeforeMarketOpen,AfterMarketCloseandBeforeMarketCloseonTimeRules. Per-date, the helpers pick the earliest market open / latest market close across the algorithm's subscribed exchanges, ignoring always-open ones (e.g. Crypto). When no eligible security is subscribed they default to US equities (SPY).A small helper
BaseScheduleRules.GetMarketOpenCloseExchangeHours()builds the (deduped) set ofSecurityExchangeHoursto consider. The set is pre-seeded with SPY's exchange hours so the fallback is always present and US equities are skipped during the walk (they share the SPY entry).Related Issue
Closes #9461
Motivation and Context
Agents (and users) frequently write
time_rules.after_market_open(minutes=30)without a symbol, which currently throws because every overload requires one. The fix lets those calls succeed by inferring sensible market hours from the algorithm's subscriptions.Requires Documentation Change
The Scheduled Events documentation should mention that the no-symbol form is now available and document its open/close selection rule (earliest open / latest close, ignoring always-open exchanges, SPY fallback).
How Has This Been Tested?
Added 15 new unit tests in
Tests/Common/Scheduling/TimeRulesTests.cscovering:Securities→ SPY fallback (open and close)All 43
TimeRulesTestspass (28 pre-existing + 15 new).Types of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>