QUANTCONNECT COMMUNITY
Hi..there I was wondering if there is any method by which we can create a Holiday Calendar for Lean(as I am from India we have many Holidays on which the Market Doesn't Operate) ?
Can we make Customised Holiday Calendar so that LEAN can look into the calendar and if there is holiday just skip to the next day ?
Thanks
Ishant
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Jared Broad
Please start documenting them all Ishant – this will be the first step to making backtesting work well. You can simply submit them in a CSV / spread sheet to start
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Ishant Jain
Hey Jared Thanks for the reply,
Yes we have the data for the holidays for previous year(5 years) , so now how we can ingest this data or feed this data into lean ??
ThanksÂ
Ishant Jain
Ishant Jain
Hey Jared,
I have figured it out, Please Correct me if I am wrong,
i have to append the holidays list in the market-hours-database.json file.
ThanksÂ
Ishant
Varad Kabade
Hi Ishant,
We can confirm that you are right. The market-hours-database.json file is read by Lean to populate the holidays.
Best,
Varad Kabade
Ishant Jain
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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