Address review

Marinovsky · Jan 16, 2025 · 510da0b · 510da0b
1 parent 38bfa3c
commit 510da0b
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Showing 3 changed files with 4 additions and 12 deletions.
diff --git a/Data/market-hours/market-hours-database.json b/Data/market-hours/market-hours-database.json
@@ -54297,7 +54297,6 @@
         "6/19/2025",
         "7/4/2025",
         "9/1/2025",
-        "11/27/2025",
         "12/25/2025"
       ],
       "earlyCloses": {

diff --git a/Tests/Common/Securities/Futures/FuturesExpiryUtilityFunctionsTests.cs b/Tests/Common/Securities/Futures/FuturesExpiryUtilityFunctionsTests.cs
@@ -25,14 +25,7 @@ namespace QuantConnect.Tests.Common.Securities.Futures
     [TestFixture, Parallelizable(ParallelScope.All)]
     public class FuturesExpiryUtilityFunctionsTests
     {
-        private HashSet<DateTime> _holidays = MarketHoursDatabase.FromDataFolder()
-                        .GetEntry(Market.CME, (string)null, SecurityType.Future)
-                        .ExchangeHours
-                        .Holidays;
-        private HashSet<DateTime> _bankHolidays = MarketHoursDatabase.FromDataFolder()
-                        .GetEntry(Market.CME, (string)null, SecurityType.Future)
-                        .ExchangeHours
-                        .Holidays;
+        private HashSet<DateTime> _holidays = FuturesExpiryUtilityFunctions.GetExpirationHolidays(Market.CME, null);
 
         [TestCase("08/05/2017 00:00:01", 4, "12/05/2017 00:00:01")]
         [TestCase("10/05/2017 00:00:01", 5, "17/05/2017 00:00:01")]

diff --git a/Tests/Common/Securities/MarketHoursDatabaseTests.cs b/Tests/Common/Securities/MarketHoursDatabaseTests.cs
@@ -186,13 +186,13 @@ public void CorrectlyReadsCMEGroupFutureEarlyCloses(string futureTicker, string
         public void CorrectlyReadsCMEGroupFutureBankHolidays(string futureTicker, string market, bool isBankHoliday)
         {
             var provider = MarketHoursDatabase.FromDataFolder();
-            var ticker = OptionSymbol.MapToUnderlying(futureTicker, SecurityType.Future);
-            var future = Symbol.Create(ticker, SecurityType.Future, market);
+            var future = Symbol.Create(futureTicker, SecurityType.Future, market);
 
-            var futureEntry = provider.GetEntry(market, ticker, future.SecurityType);
+            var futureEntry = provider.GetEntry(market, future, future.SecurityType);
             var bankHolidays = futureEntry.ExchangeHours.BankHolidays;
             var bankHoliday = new DateTime(2025, 11, 27);
             Assert.AreEqual(isBankHoliday, bankHolidays.Contains(bankHoliday));
+            Assert.AreEqual(isBankHoliday, futureEntry.ExchangeHours.IsDateOpen(bankHoliday, extendedMarketHours: true));
         }
 
         [TestCase("2YY", Market.CBOT, true)]