Navigation: Realtest Script Language > Syntax Element Details >

HolidayList

 

 

 

 

Category

Settings

Description

Specifies the path to a text file which contains a list of future holidays

Notes

If specified, the holiday list file should be a simple text file with one date per line.

There is no need to include weekend dates -- these are handled automatically -- only future market holidays need to be listed.

The purpose of the holiday list is to enable RealTest to know whether tomorrow's bar will be a new week or month when generating live orders.

Dates on which the market closes early should also be included, preceded by an asterisk, e.g. *2022-11-25.

Early-close dates are used when generating orders that include specific times (good after time, good until date).

For backtesting, RealTest infers whether each bar is a non-trading day by the absence of data for that date.

There is therefore no reason to provide a holiday list except when generating orders.

 

 

 

 

Copyright © 2020-2024 Systematic Solutions, LLC