Handle backtest calendar right boundary#2282
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Summary
Fixes #2278.
TradeCalendarManager.get_step_time()forms each step interval as[calendar[i], epsilon_change(calendar[i + 1])]. When a provider has no future calendar extension and a backtest ends on the final available calendar bar, the last step has nocalendar[i + 1]and raises an opaqueIndexError.This PR keeps the normal next-calendar path unchanged, but when the next calendar bar is unavailable it infers the right endpoint from the manager frequency (
calendar[i] + freq) and then applies the existingepsilon_changeclosed-interval convention. For a daily final bar, the last interval becomes2020-01-02 00:00:00through2020-01-02 23:59:59instead of crashing.Tests
PYTHONPYCACHEPREFIX=/private/tmp/qlib-pycache /usr/bin/python3 -m py_compile qlib/backtest/utils.py tests/backtest/test_trade_calendar_manager.pygit diff --check/opt/homebrew/bin/python3.11 -m ruff check tests/backtest/test_trade_calendar_manager.pyqlib/backtest/utils.py, and verifies both the normal next-calendar path and the final-calendar fallbackNote: direct local
pytest -q tests/backtest/test_trade_calendar_manager.pyis blocked in this unbuilt source checkout by missing compiled extensions (qlib.data._libs.rolling). The added test is a normal repository test and should run after CI builds the extension.