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Fix futures history request error #8678

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JosueNina
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@JosueNina JosueNina commented Apr 7, 2025

Description

Added a fix to prevent fill forward from occurring on dates with late open times outside market hours and ensure no duplicate values for the same date

Related Issue

Closes #8616

Motivation and Context

This change ensures that fill forward only occurs within valid market hours and prevents the inclusion of duplicate values for the same date.

Requires Documentation Change

N/A

How Has This Been Tested?

This change has been tested using unit tests.

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

@JosueNina JosueNina force-pushed the bug-8616-jpy-futures-history-request-error branch 3 times, most recently from a70413f to 5358354 Compare April 8, 2025 16:38
@JosueNina JosueNina force-pushed the bug-8616-jpy-futures-history-request-error branch from 5358354 to 5b26b61 Compare April 8, 2025 20:19
@JosueNina JosueNina force-pushed the bug-8616-jpy-futures-history-request-error branch from 5f29892 to f01700d Compare April 9, 2025 07:53
@JosueNina JosueNina force-pushed the bug-8616-jpy-futures-history-request-error branch from 79c3afc to 33ce22e Compare April 10, 2025 14:44
@JosueNina JosueNina force-pushed the bug-8616-jpy-futures-history-request-error branch from b342955 to cfe6d7d Compare April 10, 2025 15:28
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@Martin-Molinero Martin-Molinero left a comment

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Nice work!

@Martin-Molinero Martin-Molinero merged commit 4c7bda8 into QuantConnect:master Apr 11, 2025
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JPY Futures History Request Error
2 participants