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Wrong `EndOfDay` Time for `Market.HKFE`

Open LouisSzeto opened this issue 3 years ago • 0 comments

Expected Behavior

Default OnEndOfDay(Symbol symbol) for Market.HKFE should be at 15:50 HKT

Actual Behavior

It is at 11:50AM HKT, the end of morning session

Potential Solution

Change the end-of-day implementation as per the local time of its market. This is also found in some other Futures in other time zones.

Could also provide a set function like security.SetEndOfDayTime(DateTime) for user?

Reproducing the Problem

Checklist

  • [X] I have completely filled out this template
  • [X] I have confirmed that this issue exists on the current master branch
  • [X] I have confirmed that this is not a duplicate issue by searching issues
  • [X] I have provided detailed steps to reproduce the issue

LouisSzeto avatar Jul 12 '22 13:07 LouisSzeto