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Skip subscription to selected securities when no tradable dates #8495

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jhonabreul
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Description

Skip subscribing to securities selected from a universe when there are no tradable dates between selection time and end algorithm's end date since no data will be loaded for it.

With this, the odd log mentioned in the linked issue is skipped as well and unnecessary subscriptions are not added.

Related Issue

Closes #8471

Motivation and Context

Requires Documentation Change

How Has This Been Tested?

Unit tests and algorithms

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

Skip selected securities subscriptions when there are no tradable dates available from selection time till end date
@Martin-Molinero Martin-Molinero merged commit 57ce695 into QuantConnect:master Jan 3, 2025
5 of 7 checks passed
@jhonabreul jhonabreul deleted the bug-missing-option-data-odd-log branch January 6, 2025 15:49
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No Tradeable Dates for Option Contract
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