Saturnalia was a festival in which the Romans commemorated the dedication of the temple of the god Saturn. As winter approached, they were losing harvest & were in need of the sun in order for their harvest to grow & bear fruit. Saturn was the Roman god of agriculture and harvest.
This meant that the god Saturn was in need of the sun god in order to complete his job, therefore the attention was then shifted to the sun god. The Saturnalia custom is rooted in pagan & Celtic believes & traditions. They believed in human sacrifice including the sacrifice of small children & infants in which were offered to their gods in order to empower the sun to return with strength. They believed that winter was due to the sun losing its power due to a battle between the sun god & the god of the dead. Since winter is annually, they believed these battles were fought annually and thus the sacrifices had to be annually in order to appease or empower their respective gods. Because the sun always return at the beginning of the new year, they believed that its was due to all of their human sacrifices, and costum rituals that took effect; empowering their sun god to return each year victoriously.
December 17-25 as Saturnalia.