TASK-05: Add CME Holiday Awareness to SessionManager

File: src/NT8.Core/MarketData/SessionManager.cs Priority: MEDIUM No dependencies Estimated time: 30 min

Background

IsRegularTradingHours() currently only checks session time windows. It has no awareness of CME holidays, so the system would attempt to trade on Christmas, Thanksgiving, etc. when markets are closed.

Exact Changes Required

1. Add a static holiday set as a private field on `SessionManager`

Add this inside the class (near the other private fields):

// CME US Futures holidays — markets closed all day on these dates.
// Update annually. Dates are in the format new DateTime(year, month, day).
private static readonly System.Collections.Generic.HashSet<DateTime> _cmeHolidays =
    new System.Collections.Generic.HashSet<DateTime>
    {
        // 2025 holidays
        new DateTime(2025, 1, 1),   // New Year's Day
        new DateTime(2025, 1, 20),  // Martin Luther King Jr. Day
        new DateTime(2025, 2, 17),  // Presidents' Day
        new DateTime(2025, 4, 18),  // Good Friday
        new DateTime(2025, 5, 26),  // Memorial Day
        new DateTime(2025, 6, 19),  // Juneteenth
        new DateTime(2025, 7, 4),   // Independence Day
        new DateTime(2025, 9, 1),   // Labor Day
        new DateTime(2025, 11, 27), // Thanksgiving
        new DateTime(2025, 12, 25), // Christmas Day

        // 2026 holidays
        new DateTime(2026, 1, 1),   // New Year's Day
        new DateTime(2026, 1, 19),  // Martin Luther King Jr. Day
        new DateTime(2026, 2, 16),  // Presidents' Day
        new DateTime(2026, 4, 3),   // Good Friday
        new DateTime(2026, 5, 25),  // Memorial Day
        new DateTime(2026, 6, 19),  // Juneteenth
        new DateTime(2026, 7, 4),   // Independence Day (observed Mon 7/3 if falls on Sat — keep both just in case)
        new DateTime(2026, 9, 7),   // Labor Day
        new DateTime(2026, 11, 26), // Thanksgiving
        new DateTime(2026, 12, 25), // Christmas Day
    };

2. Add a helper method

/// <summary>
/// Returns true if the given UTC date is a CME holiday (market closed all day).
/// </summary>
private static bool IsCmeHoliday(DateTime utcTime)
{
    // Convert to ET for holiday date comparison
    try
    {
        var estTime = TimeZoneInfo.ConvertTimeFromUtc(utcTime,
            TimeZoneInfo.FindSystemTimeZoneById("Eastern Standard Time"));
        return _cmeHolidays.Contains(estTime.Date);
    }
    catch (Exception)
    {
        return false;
    }
}

3. Update `IsRegularTradingHours()` to check holidays first

The existing method body is:

var sessionInfo = GetCurrentSession(symbol, time);
return sessionInfo.IsRegularHours;

Replace with:

// Markets are fully closed on CME holidays
if (IsCmeHoliday(time))
{
    _logger.LogInformation("Holiday detected for {0} on {1} — market closed.", symbol, time.Date);
    return false;
}

var sessionInfo = GetCurrentSession(symbol, time);
return sessionInfo.IsRegularHours;

Acceptance Criteria

IsRegularTradingHours("ES", new DateTime(2025, 12, 25, 14, 0, 0, DateTimeKind.Utc)) returns false
IsRegularTradingHours("ES", new DateTime(2025, 12, 26, 14, 0, 0, DateTimeKind.Utc)) returns true (normal day)
IsRegularTradingHours("ES", new DateTime(2025, 11, 27, 14, 0, 0, DateTimeKind.Utc)) returns false (Thanksgiving)
verify-build.bat passes
All existing tests pass

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