I'm testing a strategy in replay mode. Right now, it only activates on Monday-Friday, from 6AM - 1 PM (PST). This works pretty much, but of course, there's some federal holidays during this period, on which no trading occurs (such as Tuesday, July 4th).
Is there a way to avoid writing some complex logic that, if the day is a federal holiday, then to not trade that day, when I'm replay testing? Thanks,
Comment