Backest-for-seasonal-performance-around-holidays

CODE:
using WealthLab.Backtest;
using System;
using WealthLab.Core;
using System.Collections.Generic;
using System.Linq;

namespace WealthScript8 
{   
   public class HolidaySeasonality : UserStrategyBase
   {
      Parameter _daysBefore; 
      Parameter _daysAfter;
      DateTime _holidate;
      
      public HolidaySeasonality()
      {
         _daysBefore = AddParameter("Enter Days Before", ParameterType.Int32, 1, 1, 10, 1);
         _daysAfter  = AddParameter("Exit Days After", ParameterType.Int32, 1, 0, 10, 1);
      }


      public override void Initialize(BarHistory bars)
      {
         StartIndex = 1;
      }

      public override void Execute(BarHistory bars, int idx)
      {   
         if (!HasOpenPosition(bars, PositionType.Long))
         {
            int days = HolidayCalculator.SessionsToHoliday(bars, bars.DateTimes[idx]);
            if (days > -1 && days <= _daysBefore.AsInt)
            {
               PlaceTrade(bars, TransactionType.Buy, OrderType.Market);
               _holidate = bars.AddTradingDays(idx, days + 1);               
            }
         }
         else
         {
            if (bars.DateTimes[idx] >= _holidate)
            {
               int days = HolidayCalculator.SessionSinceHoliday(bars, bars.DateTimes[idx]);
               if (days > -1 && days > _daysAfter.AsInt)
                  ClosePosition(LastPosition, OrderType.Market);
            }
         }
      }
   }


   public static class HolidayCalculator
   {
      //returns the number of days to the next holiday or -1 if none
      public static int SessionsToHoliday(BarHistory bars, DateTime specifiedDate)
      {
         specifiedDate = specifiedDate.Date;
         if (bars.Market.HolidayDates == null || bars.Market.HolidayDates.Count == 0)
            throw new ArgumentException("The list of holiday dates cannot be null or empty.", nameof(bars.Market.HolidayDates));

         List<DateTime> holidayDates = bars.Market.HolidayDates.OrderBy(date => date).ToList();

         var nextHoliday = holidayDates.FirstOrDefault(date => date > specifiedDate);
         return nextHoliday != default ? bars.TradingDaysBetweenDates(specifiedDate, nextHoliday) : -1;
      }

      //returns the number of days from the previous holiday or -1 if none
      public static int SessionSinceHoliday(BarHistory bars, DateTime specifiedDate)
      {
         specifiedDate = specifiedDate.Date;
         if (bars.Market.HolidayDates == null || bars.Market.HolidayDates.Count == 0)
            throw new ArgumentException("The list of holiday dates cannot be null or empty.", nameof(bars.Market.HolidayDates));

         List<DateTime> holidayDates = bars.Market.HolidayDates.OrderBy(date => date).ToList();

         var lastHoliday = holidayDates.LastOrDefault(date => date < specifiedDate);
         return lastHoliday != default ? bars.TradingDaysBetweenDates(lastHoliday, specifiedDate) : -1;
      }
   }
}