Minor fix

QuantConnect · Nov 27, 2024 · 7e3ff28 · 7e3ff28
1 parent 28116f0
commit 7e3ff28
Show file tree

Hide file tree

Showing 2 changed files with 4 additions and 5 deletions.
diff --git a/Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
@@ -36,7 +36,7 @@ public class BasicTemplateFuturesWithExtendedMarketDailyAlgorithm : BasicTemplat
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 14883;
+        public override long DataPoints => 14884;
 
         /// <summary>
         /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm

diff --git a/Engine/DataFeeds/Enumerators/FillForwardEnumerator.cs b/Engine/DataFeeds/Enumerators/FillForwardEnumerator.cs
@@ -442,15 +442,14 @@ private IEnumerable<CalendarInfo> GetReferenceDateIntervals(DateTime previousEnd
             }
 
             // now we can try the bar after next market open
+            var marketOpen = Exchange.Hours.GetNextMarketOpen(previousEndTime, _isExtendedMarketHours);
             if (_useStrictEndTime)
             {
-                var marketOpen = Exchange.Hours.GetNextMarketOpen(previousEndTime, false);
-                yield return LeanData.GetDailyCalendar(marketOpen, Exchange.Hours, false);
+                yield return LeanData.GetDailyCalendar(marketOpen, Exchange.Hours, _isExtendedMarketHours);
             }
             else
             {
-                var marketOpen = Exchange.Hours.GetNextMarketOpen(previousEndTime, _isExtendedMarketHours);
-                yield return new (marketOpen, resolution);
+                yield return new(marketOpen, resolution);
             }
         }