Exchange Session Detector

Production-grade pattern for detecting exchange trading sessions with full DST, holiday, and lunch break support. Validated in exness-data-preprocess across 10 global exchanges.

Self-Evolving Skill: This skill improves through use. If instructions are wrong, parameters drifted, or a workaround was needed — fix this file immediately, don't defer. Only update for real, reproducible issues.

When to Use

• Adding session flags (is_nyse_session, is_lse_session, etc.) to time-series DataFrames
• Detecting whether a timestamp falls within trading hours for any major exchange
• Checking for holidays (NYSE, LSE, or "major" when both are closed)
• Handling lunch breaks for Asian exchanges (Tokyo, Hong Kong, Singapore)
• Upgrading from simplified hour-range checks to production accuracy
• Building ClickHouse materialized columns for session classification

Architecture Overview