Add 2026 CME Future New Year Holiday, EC, LP, BH

[Marinovsky]

Description

• Add 2026 CME Future New Year Holiday, Early close, Late open and bank holiday
• Exclude MIR, CNH, MNH as they expire rules don't follow US holidays
• The following futures are not present in CME: LBS, CSW, EH, F1U, HCL, FTU, FT1, M6J, M6C, M6S, M5F, GE
• The info was extracted from https://www.cmegroup.com/trading-hours.html#tradeDate=2025-12-25

Related Issue

N/A

Motivation and Context

With this change the MHDB will remain updated

Requires Documentation Change

N/A

How Has This Been Tested?

I saved the changes in this file:
new_year_2026_changes.json
And then I used this python script to apply the changes automatically and to check there was no duplicates: https://github.com/Marinovsky/LEAN-MHDB/blob/master/main.py

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• Refactor (non-breaking change which improves implementation)
• Performance (non-breaking change which improves performance. Please add associated performance test and results)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Non-functional change (xml comments/documentation/etc)

Checklist:

• My code follows the code style of this project.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.
• My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>