Add Martin Luther King's day 2025 holiday to CME futures entries (#8515)

* Add Martin Luther King'day holiday to CME futures entries Add unit test for MCL futures expiry function, first contract of 2025 expires on Jan17 but was returning the 20th * Add holiday to equity and index And by extension to options and index options * Add holiday to other entries
QuantConnect · Jan 9, 2025 · 8937995 · 8937995
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commit 8937995
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diff --git a/Data/market-hours/market-hours-database.json b/Data/market-hours/market-hours-database.json
@@ -119,6 +119,7 @@
         "1/1/2025",
         "1/2/2007",
         "1/9/2025",
+        "1/20/2025",
         "1/19/1998",
         "1/18/1999",
         "1/17/2000",
@@ -146,7 +147,6 @@
         "1/17/2022",
         "1/16/2023",
         "1/15/2024",
-        "1/20/2025",
         "2/16/1998",
         "2/15/1999",
         "2/21/2000",
@@ -614,6 +614,7 @@
         "12/24/2023",
         "12/31/2023",
         "3/29/2024",
+        "1/20/2025",
         "4/18/2025",
         "6/19/2025"
       ],
@@ -720,6 +721,7 @@
         "1/17/2022",
         "1/16/2023",
         "1/15/2024",
+        "1/20/2025",
         "2/16/1998",
         "2/15/1999",
         "2/21/2000",
@@ -1000,6 +1002,7 @@
         "1/2/2023",
         "1/2/2007",
         "1/9/2025",
+        "1/20/2025",
         "1/19/1998",
         "1/18/1999",
         "1/17/2000",
@@ -1304,6 +1307,7 @@
         "1/1/2022",
         "1/1/2024",
         "1/2/2023",
+        "1/20/2025",
         "1/2/2007",
         "1/19/1998",
         "1/18/1999",
@@ -1610,6 +1614,7 @@
         "1/1/2022",
         "1/1/2024",
         "1/9/2025",
+        "1/20/2025",
         "1/2/2023",
         "1/2/2007",
         "1/19/1998",
@@ -1946,6 +1951,7 @@
         "1/17/2022",
         "1/16/2023",
         "1/15/2024",
+        "1/20/2025",
         "2/16/1998",
         "2/15/1999",
         "2/21/2000",
@@ -108063,6 +108069,7 @@
         "1/17/2022",
         "1/16/2023",
         "1/15/2024",
+        "1/20/2025",
         "2/16/1998",
         "2/15/1999",
         "2/21/2000",
@@ -122110,6 +122117,7 @@
         "1/17/2022",
         "1/16/2023",
         "1/15/2024",
+        "1/20/2025",
         "2/16/1998",
         "2/15/1999",
         "2/21/2000",

diff --git a/Tests/Common/Securities/Futures/FuturesExpiryFunctionsTests.cs b/Tests/Common/Securities/Futures/FuturesExpiryFunctionsTests.cs
@@ -81,6 +81,20 @@ public void HSIFutures()
             Assert.AreEqual(new DateTime(2025, 2, 27, 16, 0, 0), expiration(new DateTime(2025, 2, 1)));
         }
 
+        [Test]
+        public void MCLFutures()
+        {
+            var canonical = Symbol.Create("MCL", SecurityType.Future, Market.NYMEX);
+            var expiration = FuturesExpiryFunctions.FuturesExpiryDictionary[canonical];
+
+            // 1/25 is Saturday and 1/20 is a holiday
+            Assert.AreEqual(new DateTime(2025, 1, 17, 0, 0, 0), expiration(new DateTime(2025, 2, 1)));
+            // Whole weekend in between
+            Assert.AreEqual(new DateTime(2025, 2, 19, 0, 0, 0), expiration(new DateTime(2025, 3, 1)));
+            // Normal case
+            Assert.AreEqual(new DateTime(2025, 4, 21, 0, 0, 0), expiration(new DateTime(2025, 5, 1)));
+        }
+
         [Test]
         public void FuturesExpiryFunction_MissingSymbol_ShouldThrowArgumentException()
         {