quantconnect--lean/Algorithm.Python/BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.py

# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
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from AlgorithmImports import *
from BasicTemplateFuturesHourlyAlgorithm import BasicTemplateFuturesHourlyAlgorithm

### <summary>
### This example demonstrates how to add futures with hourly resolution and extended market hours.
### </summary>
### <meta name="tag" content="using data" />
### <meta name="tag" content="benchmarks" />
### <meta name="tag" content="futures" />
class BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm(BasicTemplateFuturesHourlyAlgorithm):

    def GetExtendedMarketHours(self):
        return True