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fixing calculate on day.

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This commit is contained in:
Will Charczuk 2016-07-27 00:34:10 -07:00
parent 865ba96eb5
commit 0c049db317
4 changed files with 23 additions and 11 deletions
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16
date/util.go
View file

@ -306,14 +306,16 @@ func CalculateMarketSecondsBetween(start, end, marketOpen, marketClose time.Time
startEastern := start.In(Eastern())
endEastern := end.In(Eastern())
startMarketOpen := NextMarketOpen(startEastern, marketOpen, isHoliday)
startMarketClose := NextMarketClose(startEastern, marketClose, isHoliday)
startMarketOpen := On(marketOpen, startEastern)
startMarketClose := On(marketClose, startEastern)
if (startEastern.Equal(startMarketOpen) || startEastern.After(startMarketOpen)) && startEastern.Before(startMarketClose) {
if endEastern.Before(startMarketClose) {
seconds += int64(endEastern.Sub(startEastern) / time.Second)
} else {
seconds += int64(startMarketClose.Sub(startEastern) / time.Second)
if !IsWeekendDay(startMarketOpen.Weekday()) && !isHoliday(startMarketOpen) {
if (startEastern.Equal(startMarketOpen) || startEastern.After(startMarketOpen)) && startEastern.Before(startMarketClose) {
if endEastern.Before(startMarketClose) {
seconds += int64(endEastern.Sub(startEastern) / time.Second)
} else {
seconds += int64(startMarketClose.Sub(startEastern) / time.Second)
}
}
}

11
date/util_test.go
View file

@ -76,6 +76,17 @@ func TestCalculateMarketSecondsBetween(t *testing.T) {
assert.Equal(shouldbe, CalculateMarketSecondsBetween(start, end, NYSEOpen, NYSEClose, IsNYSEHoliday))
}
func TestCalculateMarketSecondsBetween1D(t *testing.T) {
assert := assert.New(t)
start := time.Date(2016, 07, 22, 9, 45, 0, 0, Eastern())
end := time.Date(2016, 07, 22, 15, 45, 0, 0, Eastern())
shouldbe := 6 * 60 * 60
assert.Equal(shouldbe, CalculateMarketSecondsBetween(start, end, NYSEOpen, NYSEClose, IsNYSEHoliday))
}
func TestCalculateMarketSecondsBetweenLTM(t *testing.T) {
assert := assert.New(t)