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keep actual exchange hours even it different from hours database (#4781)

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Adalyat Nazirov
2020-09-29 02:22:08 +03:00
committed by GitHub
parent 934128cfa0
commit a450cea8d0
2 changed files with 12 additions and 10 deletions
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Algorithm/QCAlgorithm.Python.cs
+2 -3
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@@ -780,7 +780,7 @@ namespace QuantConnect.Algorithm
var res = GetResolution(x, resolution);
var exchange = GetExchangeHours(x);
var start = _historyRequestFactory.GetStartTimeAlgoTz(x, periods, res, exchange, config.DataTimeZone);
return _historyRequestFactory.CreateHistoryRequest(config, start, Time.RoundDown(res.ToTimeSpan()), exchange, res);
return _historyRequestFactory.CreateHistoryRequest(config, start, Time, exchange, res);
});
return PandasConverter.GetDataFrame(History(requests.Where(x => x != null)).Memoize());
@@ -843,8 +843,7 @@ namespace QuantConnect.Algorithm
var res = GetResolution(symbol, resolution);
var marketHours = GetMarketHours(symbol);
var start = _historyRequestFactory.GetStartTimeAlgoTz(symbol, periods, res, marketHours.ExchangeHours, marketHours.DataTimeZone);
var end = Time.RoundDown(res.ToTimeSpan());
return History(type, symbol, start, end, resolution);
return History(type, symbol, start, Time, resolution);
}
/// <summary>