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before_trading_start on futures calendar

Hello,

Not sure if this has been brought up before, but before_trading_start is called just before market open on the equity calendar even if we are trading the futures calendar. This means anything called at market open will run before before_trading_start is called. Is this by design?

1 response

I noticed the same problem. In my case it results in rebalance being executed before before_trading_start. So if context values are created in before_trading_start, they are not defined for rebalance to use them because rebalance is executed first.