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Market-hours aware intraday consolidation#9516

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JosueNina wants to merge 2 commits into
QuantConnect:masterfrom
JosueNina:feature-9480-market-hours-aware-intraday-consolidation
Open

Market-hours aware intraday consolidation#9516
JosueNina wants to merge 2 commits into
QuantConnect:masterfrom
JosueNina:feature-9480-market-hours-aware-intraday-consolidation

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@JosueNina

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Description

Adds a TimeSpan period constructor to MarketHourAwareConsolidator that anchors each intraday bar to the market open without extending past the close.

Related Issue

Closes #9480

Motivation and Context

N/A

Requires Documentation Change

N/A

How Has This Been Tested?

It was tested using unit and regression 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>

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Market Hours Aware Consolidators

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