Fix: adjust option expiry reference date #8322
Merged
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Description
Adjust option reference date for expiration filter, so it considers OptionUniverse data arriving a date that is not tradable. For instance, selection for Mondays happens on Saturday 12am (Friday midnight), so this date must be adjusted to the next tradable date (Monday) so that filtering by expiration can compare contracts expiry to the correct reference date.
Related Issue
Closes #8321
Motivation and Context
Requires Documentation Change
How Has This Been Tested?
Types of changes
Checklist:
bug-<issue#>-<description>
orfeature-<issue#>-<description>