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Add BeforeMarketOpen() and AfterMarketClose() date rules #8311

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Marinovsky
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Description

Add BeforeMarketOpen() and AfterMarketClose() date rules using the already implemented AfterMarketOpen() and BeforeMarketClose() date rules.

Related Issue

Closes #8106

Motivation and Context

With this change users will be able to use a date rule that fires $x$ number of minutes before the market opens or $x$ number of minutes after the market closes.

Requires Documentation Change

This change might require a change to documentation briefing the users on this new feature.

How Has This Been Tested?

I created two unit tests, one using BeforeMarketOpen() and the other AfterMarketClose(), that assert the even times created with the time rules are the expected ones.

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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@Martin-Molinero Martin-Molinero left a comment

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Thank you 👍

@Martin-Molinero Martin-Molinero merged commit ba7fe05 into QuantConnect:master Sep 10, 2024
6 of 7 checks passed
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Successfully merging this pull request may close these issues.

Add Alias BeforeMarketOpen Passthrough to AfterMarketOpen( period * -1)
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