Fix Security.IsMarketOpen for cases outside regular MH and last bar (#7343)

* Fix Security.IsMarketOpen for cases outside regular MH and last bar * Minor changes * Move bar check of IsMarketOpen into FillModel * Minor changes * Minor changes * Minor changes
2023-07-03 13:40:31 -04:00
parent 240d7db8e2
commit d39a9420d5
9 changed files with 322 additions and 17 deletions
@@ -51,7 +51,7 @@ class BasicTemplateOptionsDailyAlgorithm(QCAlgorithm):
        contracts = sorted(chain, key = lambda x: x.Expiry)

        # if found, trade it
-        if len(contracts) == 0 or not self.IsMarketOpen(contracts[0].Symbol): return
+        if len(contracts) == 0: return
        symbol = contracts[0].Symbol
        self.MarketOrder(symbol, 1)