I am trying to calculate the number of trading days between two dates.
I am trying to use
DateTime end = new DateTime(2018, 4, 18);
var monthTradingdays = TradingCalendar.GetDaysByType(TradingDayType.BusinessDay, Time, end).ToArray();
but then I do not know how to proceed from this point...
Just need the trading calendar for regular US stocks like SPY.
Thanks a lot!
QQQ VVV
update, a simple code works...:
monthTradingdays.Length
Def returns
I know this is ancient, but could you post how you implemented "monthTradingdays.Length". I'm googling it and this is the only page that uses it!Â
Derek Melchin
Hi Tomes,
See the attached backtest for a full working example.
Best,
Derek Melchin
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QQQ VVV
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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