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MAINT: Sync and fill benchmarks through latest trading day #2044
It's analytically superior to have a trading system synced to the latest market close than to lag the market waiting for treasury benchmark data.
This PR removes a hard-wired 2-day lag and combines the timeseries of the market and treasury benchmarks before filling data forwards and backwards along the timeseries. This PR could be improved by averaging the treasury curve across points before backfilling the timeseries.
See comments to #2031 for more information.