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
Marinovsky updated the QuantConnect/Lean repository by implementing a comprehensive market holiday and trading day data refresh for 2025–2027, focusing on accurate simulation across global markets. Using C# and leveraging expertise in data engineering and financial data management, Marinovsky added USA equity holidays, early closes, and extended multi-index coverage for US, European, and Asian markets. The update included detailed CME futures holiday schedules, with careful exclusion of instruments where expiration rules diverged. This work addressed the challenge of calendar-related trading errors, enhancing the reliability of backtesting and quant trading strategies by ensuring precise holiday calendars and trading rules for diverse financial instruments.
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
2908 peopleSame Organization
@users.noreply.github.com2890
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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