QuantConnect/Lean
Dec 2025 – Dec 2025
1 Month active
Languages Used
C#
Technical Skills
Algorithmic TradingBacktestingData EngineeringData ManagementFinancial DataFinancial Data Management
Ricardo Andrés Marino Rojas
PROFILE
Ricardo Andrés Marino Rojas
Worked on the QuantConnect/Lean repository to deliver a comprehensive market holiday and trading day data refresh covering 2025–2027, including updates for 2026 CME holidays. Focused on enhancing backtesting fidelity, the work involved adding USA equity holidays and early closes, as well as extending multi-market holiday database coverage for indices such as SPX, NDX, VIX, EUREX, HKFE, OSE, and NSE India. Implemented updates using C# and leveraged expertise in data engineering and financial data management to ensure accurate simulation of trading strategies. These changes addressed calendar-related trading errors, improving the reliability of algorithmic trading and quant research workflows.
Overall Statistics
Feature vs Bugs
100%Features
Repository Contributions
3Total
Bugs
0
Commits
3
Features
1
Lines of code
1,497
Activity Months1
Your Network
4612 peopleSame Organization
@users.noreply.github.com4593
Work History
December 2025
3 Commits • 1 Features
Dec 1, 2025December 2025: Completed Market Holiday and Trading Day Data Refresh for 2025–2027 and 2026 CME holidays, enhancing backtesting fidelity across multi-market calendars. Implemented USA equity holidays and early closes for 2025–2027; extended MHDB coverage to 2026+ across indices (USA, SPX, NDX, VIX, EUREX, HKFE, OSE, NSE India); updated 2026 CME futures holidays with EC, LP, and BH, while excluding MIR/CNH/MNH where expiration rules don\u2019t align. The update reduces calendar-related trading errors and improves simulation accuracy for strategies across US, Europe, and Asia.
3 Commits • 1 Features
Dec 1, 2025December 2025: Completed Market Holiday and Trading Day Data Refresh for 2025–2027 and 2026 CME holidays, enhancing backtesting fidelity across multi-market calendars. Implemented USA equity holidays and early closes for 2025–2027; extended MHDB coverage to 2026+ across indices (USA, SPX, NDX, VIX, EUREX, HKFE, OSE, NSE India); updated 2026 CME futures holidays with EC, LP, and BH, while excluding MIR/CNH/MNH where expiration rules don\u2019t align. The update reduces calendar-related trading errors and improves simulation accuracy for strategies across US, Europe, and Asia.
December 2025
Activity
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Quality Metrics
Correctness100.0%
Maintainability93.4%
Architecture93.4%
Performance100.0%
AI Usage20.0%
Skills & Technologies
Programming Languages
C#
Technical Skills
Algorithmic TradingBacktestingData EngineeringData ManagementFinancial DataFinancial Data ManagementQuant Trading
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