Minor fix for schedule universe to always be 8 am ny (#9427)

- Avoid schedule universe running 7 or 8 NY depending on daylight
  savings, now will always run 8 am NY. Adding unit tests

Author: Martin-Molinero

Engine/DataFeeds/LiveTradingDataFeed.cs

@@ -55,13 +55,12 @@ public class LiveTradingDataFeed : FileSystemDataFeed
         private SubscriptionCollection _subscriptions;
         private IFactorFileProvider _factorFileProvider;
         private IDataChannelProvider _channelProvider;
-        // in live trading we delay scheduled universe selection between 11 & 12 hours after midnight UTC so that we allow new selection data to be piped in
-        // NY goes from -4/-5 UTC time, so:
-        // 11 UTC - 4 => 7am NY
-        // 12 UTC - 4 => 8am NY
-        private readonly TimeSpan _scheduledUniverseUtcTimeShift = TimeSpan.FromMinutes(11 * 60 + DateTime.UtcNow.Second);
         private readonly HashSet<string> _unsupportedConfigurations = new();
 
+        // in live trading we delay scheduled universe selection to 8 am NY, but NY goes from -4/-5 UTC time, so we adjust it
+        private static ReferenceWrapper<DateTime> _lastUtcDateShiftUpdate;
+        private static ReferenceWrapper<TimeSpan> _scheduledUniverseUtcTimeShift;
+
         /// <summary>
         /// Public flag indicator that the thread is still busy.
         /// </summary>
@@ -389,7 +388,7 @@ request.Universe is OptionChainUniverse ||
 
             enumerator = AddScheduleWrapper(request, enumerator, new PredicateTimeProvider(_frontierTimeProvider, (currentUtcDateTime) => {
                 // will only let time advance after it's passed the live time shift frontier
-                return currentUtcDateTime.TimeOfDay > _scheduledUniverseUtcTimeShift;
+                return currentUtcDateTime.TimeOfDay > GetScheduledUniverseUtcTimeShift(currentUtcDateTime);
             }));
 
             enumerator = GetWarmupEnumerator(request, enumerator);
@@ -402,6 +401,20 @@ request.Universe is OptionChainUniverse ||
             return subscription;
         }
 
+        public static TimeSpan GetScheduledUniverseUtcTimeShift(DateTime currentUtcDateTime)
+        {
+            var currentDate = currentUtcDateTime.Date;
+            if (currentDate != _lastUtcDateShiftUpdate?.Value)
+            {
+                // on every date change, we will update the scheduled time shift to be 8am NY time, which is 12-13 UTC depending on DST
+                _lastUtcDateShiftUpdate = new(currentDate);
+                _scheduledUniverseUtcTimeShift = new(currentDate.ConvertFromUtc(TimeZones.NewYork).Date.AddHours(8).ConvertToUtc(TimeZones.NewYork).TimeOfDay
+                    // some minor randomness
+                    + TimeSpan.FromSeconds(DateTime.UtcNow.Second));
+            }
+            return _scheduledUniverseUtcTimeShift.Value;
+        }
+
         /// <summary>
         /// Build and apply the warmup enumerators when required
         /// </summary>

Tests/Engine/DataFeeds/LiveTradingDataFeedTests.cs

@@ -2899,6 +2899,17 @@ public void FillForwardsWarmUpDataToLiveFeed(
             }
         }
 
+        [TestCase(0, 13)]
+        [TestCase(2, 13)]
+        [TestCase(10, 12)]
+        [TestCase(100, 12)]
+        [TestCase(280, 13)]
+        public void UniverseScheduleUtcShitft(int dateShitft, int expectedTimeShift)
+        {
+            var result = LiveTradingDataFeed.GetScheduledUniverseUtcTimeShift(new DateTime(2026, 3, 1).AddDays(dateShitft));
+            Assert.AreEqual(expectedTimeShift, (int)result.TotalHours);
+        }
+
         private IDataFeed RunDataFeed(Resolution resolution = Resolution.Second, List<string> equities = null, List<string> forex = null, List<string> crypto = null,
             Func<FuncDataQueueHandler, IEnumerable<BaseData>> getNextTicksFunction = null,
             Func<Symbol, bool, string, IEnumerable<Symbol>> lookupSymbolsFunction = null,