calendar

name	calendar
description	Use whenever a strategy depends on the market calendar — market closures/holidays, trading-day counting, the Nth trading day before/after a date, or whether a date is a trading day. Use QuantConnect's built-in calendar; do not hand-roll a holiday calendar or hardcode dates.

Market calendar — use QC's built-in calendar, don't reinvent it

Don't hand-roll a trading-day loop or hardcode dates. QuantConnect exposes the real historical calendar for each security's exchange. But it does NOT hand you a clean "named holidays" list, so read this carefully — the obvious-looking APIs do something different from what their names suggest (all behaviour below is verified on the cloud).

Stepping / counting trading days — THIS is the reliable primitive

On the exchange hours object:

hours = self.securities[symbol].exchange.hours
prev = hours.get_previous_trading_day(d)   # -> datetime, trading day strictly before d
nxt  = hours.get_next_trading_day(d)        # -> datetime, trading day strictly after d
open_today = hours.is_date_open(d)          # -> bool, True iff the exchange trades on date d

These skip weekends and all closures, so no manual weekend/holiday checks are needed.

• "Last trading day before date H" → hours.get_previous_trading_day(H).
• "Nth trading day before H" → start at H and call get_previous_trading_day N times in a loop.
• Verified: before Memorial Day 2025 (Mon 5/26), one step → 5/23, five steps → 5/19; is_date_open(5/26) → False.

The session open/close TIME on a date (early-close aware)

For the actual TIME the exchange opens/closes on a date — not just whether it trades — use the exchange-hours helpers, instead of reading or hand-rolling the session segments: