Default to all market hours when no symbol is provided to time rules

Common/Scheduling/BaseScheduleRules.cs

@@ -17,6 +17,7 @@
 using NodaTime;
 using QuantConnect.Interfaces;
 using QuantConnect.Securities;
+using System.Collections.Generic;
 
 namespace QuantConnect.Scheduling
 {
@@ -70,6 +71,34 @@ protected SecurityExchangeHours GetSecurityExchangeHours(Symbol symbol)
             return security.Exchange.Hours;
         }
 
+        /// <summary>
+        /// Helper method to fetch the exchange hours of the securities currently in <see cref="Securities"/>
+        /// whose markets are not always open. If no such securities are present, falls back to US equities (SPY).
+        /// </summary>
+        protected IEnumerable<SecurityExchangeHours> GetMarketOpenCloseExchangeHours()
+        {
+            // Pre-seed with SPY's exchange hours: this guarantees a fallback when no eligible
+            // security is subscribed and implicitly covers every US equity, which shares the
+            // same exchange hours — so we can skip US equities below to save the lookup.
+            var hours = new HashSet<SecurityExchangeHours>
+            {
+                MarketHoursDatabase.GetEntry(Market.USA, "SPY", SecurityType.Equity).ExchangeHours
+            };
+            foreach (var (symbol, security) in Securities)
+            {
+                if (security.Type == SecurityType.Equity && symbol.ID.Market == Market.USA)
+                {
+                    continue;
+                }
+                var exchangeHours = security.Exchange.Hours;
+                if (!exchangeHours.IsMarketAlwaysOpen)
+                {
+                    hours.Add(exchangeHours);
+                }
+            }
+            return hours;
+        }
+
         protected Symbol GetSymbol(string ticker)
         {
             if (SymbolCache.TryGetSymbol(ticker, out var symbolCache))

Common/Scheduling/TimeRules.cs

@@ -155,6 +155,19 @@ public ITimeRule Every(TimeSpan interval)
             return new FuncTimeRule(name, applicator);
         }
 
+        /// <summary>
+        /// Specifies an event should fire at market open +- <paramref name="minutesBeforeOpen"/>.
+        /// Picks, per date, the earliest market open across the algorithm's securities, ignoring always-open
+        /// exchanges. Defaults to US equities (SPY) when no eligible security is subscribed.
+        /// </summary>
+        /// <param name="minutesBeforeOpen">The minutes before market open that the event should fire</param>
+        /// <param name="extendedMarketOpen">True to use extended market open, false to use regular market open</param>
+        /// <returns>A time rule that fires the specified number of minutes before the earliest market open</returns>
+        public ITimeRule BeforeMarketOpen(double minutesBeforeOpen = 0, bool extendedMarketOpen = false)
+        {
+            return AfterMarketOpen(minutesBeforeOpen * (-1), extendedMarketOpen);
+        }
+
         /// <summary>
         /// Specifies an event should fire at market open +- <paramref name="minutesBeforeOpen"/>
         /// </summary>
@@ -176,6 +189,54 @@ public ITimeRule BeforeMarketOpen(Symbol symbol, double minutesBeforeOpen = 0, b
             return AfterMarketOpen(symbol, minutesBeforeOpen * (-1), extendedMarketOpen);
         }
 
+        /// <summary>
+        /// Specifies an event should fire at market open +- <paramref name="minutesAfterOpen"/>.
+        /// Picks, per date, the earliest market open across the algorithm's securities, ignoring always-open
+        /// exchanges. Defaults to US equities (SPY) when no eligible security is subscribed.
+        /// </summary>
+        /// <param name="minutesAfterOpen">The minutes after market open that the event should fire</param>
+        /// <param name="extendedMarketOpen">True to use extended market open, false to use regular market open</param>
+        /// <returns>A time rule that fires the specified number of minutes after the earliest market open</returns>
+        public ITimeRule AfterMarketOpen(double minutesAfterOpen = 0, bool extendedMarketOpen = false)
+        {
+            var type = extendedMarketOpen ? "ExtendedMarketOpen" : "MarketOpen";
+            var afterOrBefore = minutesAfterOpen > 0 ? "after" : "before";
+            var name = Invariant($"{Math.Abs(minutesAfterOpen):0.##} min {afterOrBefore} {type}");
+            var timeAfterOpen = TimeSpan.FromMinutes(minutesAfterOpen);
+
+            return new FuncTimeRule(name, dates => EarliestMarketOpenTimes(dates, extendedMarketOpen, timeAfterOpen));
+        }
+
+        private IEnumerable<DateTime> EarliestMarketOpenTimes(IEnumerable<DateTime> dates, bool extendedMarketOpen, TimeSpan timeAfterOpen)
+        {
+            var exchangeHoursList = GetMarketOpenCloseExchangeHours();
+            foreach (var date in dates)
+            {
+                var earliestUtc = default(DateTime);
+                foreach (var exchangeHours in exchangeHoursList)
+                {
+                    if (!exchangeHours.IsDateOpen(date, extendedMarketOpen))
+                    {
+                        continue;
+                    }
+                    var marketOpen = exchangeHours.GetFirstDailyMarketOpen((date + Time.OneDay).AddTicks(-1), extendedMarketOpen);
+                    if (marketOpen.Date != date.Date)
+                    {
+                        continue;
+                    }
+                    var utc = (marketOpen + timeAfterOpen).ConvertToUtc(exchangeHours.TimeZone);
+                    if (earliestUtc == default || utc < earliestUtc)
+                    {
+                        earliestUtc = utc;
+                    }
+                }
+                if (earliestUtc != default)
+                {
+                    yield return earliestUtc;
+                }
+            }
+        }
+
         /// <summary>
         /// Specifies an event should fire at market open +- <paramref name="minutesAfterOpen"/>
         /// </summary>
@@ -212,6 +273,19 @@ where exchangeHours.IsDateOpen(date, extendedMarketOpen) && marketOpen.Date == d
             return new FuncTimeRule(name, applicator);
         }
 
+        /// <summary>
+        /// Specifies an event should fire at the market close +- <paramref name="minutesAfterClose"/>.
+        /// Picks, per date, the latest market close across the algorithm's securities, ignoring always-open
+        /// exchanges. Defaults to US equities (SPY) when no eligible security is subscribed.
+        /// </summary>
+        /// <param name="minutesAfterClose">The time after market close that the event should fire</param>
+        /// <param name="extendedMarketClose">True to use extended market close, false to use regular market close</param>
+        /// <returns>A time rule that fires the specified number of minutes after the latest market close</returns>
+        public ITimeRule AfterMarketClose(double minutesAfterClose = 0, bool extendedMarketClose = false)
+        {
+            return BeforeMarketClose(minutesAfterClose * (-1), extendedMarketClose);
+        }
+
         /// <summary>
         /// Specifies an event should fire at the market close +- <paramref name="minutesAfterClose"/>
         /// </summary>
@@ -233,6 +307,50 @@ public ITimeRule AfterMarketClose(Symbol symbol, double minutesAfterClose = 0, b
             return BeforeMarketClose(symbol, minutesAfterClose * (-1), extendedMarketClose);
         }
 
+        /// <summary>
+        /// Specifies an event should fire at the market close +- <paramref name="minutesBeforeClose"/>.
+        /// Picks, per date, the latest market close across the algorithm's securities, ignoring always-open
+        /// exchanges. Defaults to US equities (SPY) when no eligible security is subscribed.
+        /// </summary>
+        /// <param name="minutesBeforeClose">The time before market close that the event should fire</param>
+        /// <param name="extendedMarketClose">True to use extended market close, false to use regular market close</param>
+        /// <returns>A time rule that fires the specified number of minutes before the latest market close</returns>
+        public ITimeRule BeforeMarketClose(double minutesBeforeClose = 0, bool extendedMarketClose = false)
+        {
+            var type = extendedMarketClose ? "ExtendedMarketClose" : "MarketClose";
+            var afterOrBefore = minutesBeforeClose > 0 ? "before" : "after";
+            var name = Invariant($"{Math.Abs(minutesBeforeClose):0.##} min {afterOrBefore} {type}");
+            var timeBeforeClose = TimeSpan.FromMinutes(minutesBeforeClose);
+
+            return new FuncTimeRule(name, dates => LatestMarketCloseTimes(dates, extendedMarketClose, timeBeforeClose));
+        }
+
+        private IEnumerable<DateTime> LatestMarketCloseTimes(IEnumerable<DateTime> dates, bool extendedMarketClose, TimeSpan timeBeforeClose)
+        {
+            var exchangeHoursList = GetMarketOpenCloseExchangeHours();
+            foreach (var date in dates)
+            {
+                var latestUtc = default(DateTime);
+                foreach (var exchangeHours in exchangeHoursList)
+                {
+                    if (!exchangeHours.IsDateOpen(date, extendedMarketClose))
+                    {
+                        continue;
+                    }
+                    var marketClose = exchangeHours.GetLastDailyMarketClose(date, extendedMarketClose);
+                    var utc = (marketClose - timeBeforeClose).ConvertToUtc(exchangeHours.TimeZone);
+                    if (utc > latestUtc)
+                    {
+                        latestUtc = utc;
+                    }
+                }
+                if (latestUtc != default)
+                {
+                    yield return latestUtc;
+                }
+            }
+        }
+
         /// <summary>
         /// Specifies an event should fire at the market close +- <paramref name="minutesBeforeClose"/>
         /// </summary>