sequence tweaks, removing market hours anything

Makefile

@@ -1,5 +1,9 @@
 all: test
 
+tools:
+	@go get -u github.com/blend/go-sdk/_bin/coverage
+	@go get -u github.com/blend/go-sdk/_bin/profanity
+
 test:
 	@go test ./...
 
@@ -8,9 +12,4 @@ profanity:
 	@profanity -include="*.go,Makefile,README.md"
 
 cover:
-	@go test -short -covermode=set -coverprofile=profile.cov
+	@coverage
-	@go tool cover -html=profile.cov
-	@rm profile.cov
-
-deps:
-	@go get -u github.com/blend/go-sdk/_bin/profanity

linear_coefficient_provider.go

@@ -0,0 +1,42 @@
+package chart
+
+// LinearCoefficientProvider is a type that returns linear cofficients.
+type LinearCoefficientProvider interface {
+	Coefficients() (m, b, stdev, avg float64)
+}
+
+// LinearCoefficients returns a fixed linear coefficient pair.
+func LinearCoefficients(m, b float64) LinearCoefficientSet {
+	return LinearCoefficientSet{
+		M: m,
+		B: b,
+	}
+}
+
+// NormalizedLinearCoefficients returns a fixed linear coefficient pair.
+func NormalizedLinearCoefficients(m, b, stdev, avg float64) LinearCoefficientSet {
+	return LinearCoefficientSet{
+		M:      m,
+		B:      b,
+		StdDev: stdev,
+		Avg:    avg,
+	}
+}
+
+// LinearCoefficientSet is the m and b values for the linear equation in the form:
+// y = (m*x) + b
+type LinearCoefficientSet struct {
+	M      float64
+	B      float64
+	StdDev float64
+	Avg    float64
+}
+
+// Coefficients returns the coefficients.
+func (lcs LinearCoefficientSet) Coefficients() (m, b, stdev, avg float64) {
+	m = lcs.M
+	b = lcs.B
+	stdev = lcs.StdDev
+	avg = lcs.Avg
+	return
+}

linear_regression_series.go

@@ -9,9 +9,10 @@ import (
 
 // Interface Assertions.
 var (
-	_ Series              = (*LinearRegressionSeries)(nil)
+	_ Series                    = (*LinearRegressionSeries)(nil)
-	_ FirstValuesProvider = (*LinearRegressionSeries)(nil)
+	_ FirstValuesProvider       = (*LinearRegressionSeries)(nil)
-	_ LastValuesProvider  = (*LinearRegressionSeries)(nil)
+	_ LastValuesProvider        = (*LinearRegressionSeries)(nil)
+	_ LinearCoefficientProvider = (*LinearRegressionSeries)(nil)
 )
 
 // LinearRegressionSeries is a series that plots the n-nearest neighbors
@@ -31,6 +32,19 @@ type LinearRegressionSeries struct {
 	stddevx float64
 }
 
+// Coefficients returns the linear coefficients for the series.
+func (lrs LinearRegressionSeries) Coefficients() (m, b, stdev, avg float64) {
+	if lrs.IsZero() {
+		lrs.computeCoefficients()
+	}
+
+	m = lrs.m
+	b = lrs.b
+	stdev = lrs.stddevx
+	avg = lrs.avgx
+	return
+}
+
 // GetName returns the name of the time series.
 func (lrs LinearRegressionSeries) GetName() string {
 	return lrs.Name
@@ -79,7 +93,7 @@ func (lrs *LinearRegressionSeries) GetValues(index int) (x, y float64) {
 	if lrs.InnerSeries == nil || lrs.InnerSeries.Len() == 0 {
 		return
 	}
-	if lrs.m == 0 && lrs.b == 0 {
+	if lrs.IsZero() {
 		lrs.computeCoefficients()
 	}
 	offset := lrs.GetOffset()
@@ -94,7 +108,7 @@ func (lrs *LinearRegressionSeries) GetFirstValues() (x, y float64) {
 	if lrs.InnerSeries == nil || lrs.InnerSeries.Len() == 0 {
 		return
 	}
-	if lrs.m == 0 && lrs.b == 0 {
+	if lrs.IsZero() {
 		lrs.computeCoefficients()
 	}
 	x, y = lrs.InnerSeries.GetValues(0)
@@ -107,7 +121,7 @@ func (lrs *LinearRegressionSeries) GetLastValues() (x, y float64) {
 	if lrs.InnerSeries == nil || lrs.InnerSeries.Len() == 0 {
 		return
 	}
-	if lrs.m == 0 && lrs.b == 0 {
+	if lrs.IsZero() {
 		lrs.computeCoefficients()
 	}
 	endIndex := lrs.GetEndIndex()
@@ -116,6 +130,29 @@ func (lrs *LinearRegressionSeries) GetLastValues() (x, y float64) {
 	return
 }
 
+// Render renders the series.
+func (lrs *LinearRegressionSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
+	style := lrs.Style.InheritFrom(defaults)
+	Draw.LineSeries(r, canvasBox, xrange, yrange, style, lrs)
+}
+
+// Validate validates the series.
+func (lrs *LinearRegressionSeries) Validate() error {
+	if lrs.InnerSeries == nil {
+		return fmt.Errorf("linear regression series requires InnerSeries to be set")
+	}
+	return nil
+}
+
+// IsZero returns if we've computed the coefficients or not.
+func (lrs *LinearRegressionSeries) IsZero() bool {
+	return lrs.m == 0 && lrs.b == 0
+}
+
+//
+// internal helpers
+//
+
 func (lrs *LinearRegressionSeries) normalize(xvalue float64) float64 {
 	return (xvalue - lrs.avgx) / lrs.stddevx
 }
@@ -151,17 +188,3 @@ func (lrs *LinearRegressionSeries) computeCoefficients() {
 	lrs.m = (p*sumxy - sumx*sumy) / (p*sumxx - sumx*sumx)
 	lrs.b = (sumy / p) - (lrs.m * sumx / p)
 }
-
-// Render renders the series.
-func (lrs *LinearRegressionSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
-	style := lrs.Style.InheritFrom(defaults)
-	Draw.LineSeries(r, canvasBox, xrange, yrange, style, lrs)
-}
-
-// Validate validates the series.
-func (lrs *LinearRegressionSeries) Validate() error {
-	if lrs.InnerSeries == nil {
-		return fmt.Errorf("linear regression series requires InnerSeries to be set")
-	}
-	return nil
-}

linear_series.go

@@ -0,0 +1,119 @@
+package chart
+
+import (
+	"fmt"
+)
+
+// Interface Assertions.
+var (
+	_ Series              = (*LinearSeries)(nil)
+	_ FirstValuesProvider = (*LinearSeries)(nil)
+	_ LastValuesProvider  = (*LinearSeries)(nil)
+)
+
+// LinearSeries is a series that plots a line in a given domain.
+type LinearSeries struct {
+	Name  string
+	Style Style
+	YAxis YAxisType
+
+	XValues     []float64
+	InnerSeries LinearCoefficientProvider
+
+	m     float64
+	b     float64
+	stdev float64
+	avg   float64
+}
+
+// GetName returns the name of the time series.
+func (ls LinearSeries) GetName() string {
+	return ls.Name
+}
+
+// GetStyle returns the line style.
+func (ls LinearSeries) GetStyle() Style {
+	return ls.Style
+}
+
+// GetYAxis returns which YAxis the series draws on.
+func (ls LinearSeries) GetYAxis() YAxisType {
+	return ls.YAxis
+}
+
+// Len returns the number of elements in the series.
+func (ls LinearSeries) Len() int {
+	return len(ls.XValues)
+}
+
+// GetEndIndex returns the effective limit end.
+func (ls LinearSeries) GetEndIndex() int {
+	return len(ls.XValues) - 1
+}
+
+// GetValues gets a value at a given index.
+func (ls *LinearSeries) GetValues(index int) (x, y float64) {
+	if ls.InnerSeries == nil || len(ls.XValues) == 0 {
+		return
+	}
+	if ls.IsZero() {
+		ls.computeCoefficients()
+	}
+	x = ls.XValues[index]
+	y = (ls.m * ls.normalize(x)) + ls.b
+	return
+}
+
+// GetFirstValues computes the first linear regression value.
+func (ls *LinearSeries) GetFirstValues() (x, y float64) {
+	if ls.InnerSeries == nil || len(ls.XValues) == 0 {
+		return
+	}
+	if ls.IsZero() {
+		ls.computeCoefficients()
+	}
+	x, y = ls.GetValues(0)
+	return
+}
+
+// GetLastValues computes the last linear regression value.
+func (ls *LinearSeries) GetLastValues() (x, y float64) {
+	if ls.InnerSeries == nil || len(ls.XValues) == 0 {
+		return
+	}
+	if ls.IsZero() {
+		ls.computeCoefficients()
+	}
+	x, y = ls.GetValues(ls.GetEndIndex())
+	return
+}
+
+// Render renders the series.
+func (ls *LinearSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
+	Draw.LineSeries(r, canvasBox, xrange, yrange, ls.Style.InheritFrom(defaults), ls)
+}
+
+// Validate validates the series.
+func (ls LinearSeries) Validate() error {
+	if ls.InnerSeries == nil {
+		return fmt.Errorf("linear regression series requires InnerSeries to be set")
+	}
+	return nil
+}
+
+// IsZero returns if the linear series has computed coefficients or not.
+func (ls LinearSeries) IsZero() bool {
+	return ls.m == 0 && ls.b == 0
+}
+
+// computeCoefficients computes the `m` and `b` terms in the linear formula given by `y = mx+b`.
+func (ls *LinearSeries) computeCoefficients() {
+	ls.m, ls.b, ls.stdev, ls.avg = ls.InnerSeries.Coefficients()
+}
+
+func (ls *LinearSeries) normalize(xvalue float64) float64 {
+	if ls.avg > 0 && ls.stdev > 0 {
+		return (xvalue - ls.avg) / ls.stdev
+	}
+	return xvalue
+}

market_hours_range.go

@@ -1,195 +0,0 @@
-package chart
-
-import (
-	"fmt"
-	"time"
-
-	"github.com/wcharczuk/go-chart/seq"
-	"github.com/wcharczuk/go-chart/util"
-)
-
-// MarketHoursRange is a special type of range that compresses a time range into just the
-// market (i.e. NYSE operating hours and days) range.
-type MarketHoursRange struct {
-	Min time.Time
-	Max time.Time
-
-	MarketOpen  time.Time
-	MarketClose time.Time
-
-	HolidayProvider util.HolidayProvider
-
-	ValueFormatter ValueFormatter
-
-	Descending bool
-	Domain     int
-}
-
-// IsDescending returns if the range is descending.
-func (mhr MarketHoursRange) IsDescending() bool {
-	return mhr.Descending
-}
-
-// GetTimezone returns the timezone for the market hours range.
-func (mhr MarketHoursRange) GetTimezone() *time.Location {
-	return mhr.GetMarketOpen().Location()
-}
-
-// IsZero returns if the range is setup or not.
-func (mhr MarketHoursRange) IsZero() bool {
-	return mhr.Min.IsZero() && mhr.Max.IsZero()
-}
-
-// GetMin returns the min value.
-func (mhr MarketHoursRange) GetMin() float64 {
-	return util.Time.ToFloat64(mhr.Min)
-}
-
-// GetMax returns the max value.
-func (mhr MarketHoursRange) GetMax() float64 {
-	return util.Time.ToFloat64(mhr.GetEffectiveMax())
-}
-
-// GetEffectiveMax gets either the close on the max, or the max itself.
-func (mhr MarketHoursRange) GetEffectiveMax() time.Time {
-	maxClose := util.Date.On(mhr.MarketClose, mhr.Max)
-	if maxClose.After(mhr.Max) {
-		return maxClose
-	}
-	return mhr.Max
-}
-
-// SetMin sets the min value.
-func (mhr *MarketHoursRange) SetMin(min float64) {
-	mhr.Min = util.Time.FromFloat64(min)
-	mhr.Min = mhr.Min.In(mhr.GetTimezone())
-}
-
-// SetMax sets the max value.
-func (mhr *MarketHoursRange) SetMax(max float64) {
-	mhr.Max = util.Time.FromFloat64(max)
-	mhr.Max = mhr.Max.In(mhr.GetTimezone())
-}
-
-// GetDelta gets the delta.
-func (mhr MarketHoursRange) GetDelta() float64 {
-	min := mhr.GetMin()
-	max := mhr.GetMax()
-	return max - min
-}
-
-// GetDomain gets the domain.
-func (mhr MarketHoursRange) GetDomain() int {
-	return mhr.Domain
-}
-
-// SetDomain sets the domain.
-func (mhr *MarketHoursRange) SetDomain(domain int) {
-	mhr.Domain = domain
-}
-
-// GetHolidayProvider coalesces a userprovided holiday provider and the date.DefaultHolidayProvider.
-func (mhr MarketHoursRange) GetHolidayProvider() util.HolidayProvider {
-	if mhr.HolidayProvider == nil {
-		return func(_ time.Time) bool { return false }
-	}
-	return mhr.HolidayProvider
-}
-
-// GetMarketOpen returns the market open time.
-func (mhr MarketHoursRange) GetMarketOpen() time.Time {
-	if mhr.MarketOpen.IsZero() {
-		return util.NYSEOpen()
-	}
-	return mhr.MarketOpen
-}
-
-// GetMarketClose returns the market close time.
-func (mhr MarketHoursRange) GetMarketClose() time.Time {
-	if mhr.MarketClose.IsZero() {
-		return util.NYSEClose()
-	}
-	return mhr.MarketClose
-}
-
-// GetTicks returns the ticks for the range.
-// This is to override the default continous ticks that would be generated for the range.
-func (mhr *MarketHoursRange) GetTicks(r Renderer, defaults Style, vf ValueFormatter) []Tick {
-	times := seq.Time.MarketHours(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
-	timesWidth := mhr.measureTimes(r, defaults, vf, times)
-	if timesWidth <= mhr.Domain {
-		return mhr.makeTicks(vf, times)
-	}
-
-	times = seq.Time.MarketHourQuarters(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
-	timesWidth = mhr.measureTimes(r, defaults, vf, times)
-	if timesWidth <= mhr.Domain {
-		return mhr.makeTicks(vf, times)
-	}
-
-	times = seq.Time.MarketDayCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
-	timesWidth = mhr.measureTimes(r, defaults, vf, times)
-	if timesWidth <= mhr.Domain {
-		return mhr.makeTicks(vf, times)
-	}
-
-	times = seq.Time.MarketDayAlternateCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
-	timesWidth = mhr.measureTimes(r, defaults, vf, times)
-	if timesWidth <= mhr.Domain {
-		return mhr.makeTicks(vf, times)
-	}
-
-	times = seq.Time.MarketDayMondayCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
-	timesWidth = mhr.measureTimes(r, defaults, vf, times)
-	if timesWidth <= mhr.Domain {
-		return mhr.makeTicks(vf, times)
-	}
-
-	return GenerateContinuousTicks(r, mhr, false, defaults, vf)
-
-}
-
-func (mhr *MarketHoursRange) measureTimes(r Renderer, defaults Style, vf ValueFormatter, times []time.Time) int {
-	defaults.GetTextOptions().WriteToRenderer(r)
-	var total int
-	for index, t := range times {
-		timeLabel := vf(t)
-
-		labelBox := r.MeasureText(timeLabel)
-		total += labelBox.Width()
-		if index > 0 {
-			total += DefaultMinimumTickHorizontalSpacing
-		}
-	}
-	return total
-}
-
-func (mhr *MarketHoursRange) makeTicks(vf ValueFormatter, times []time.Time) []Tick {
-	ticks := make([]Tick, len(times))
-	for index, t := range times {
-		ticks[index] = Tick{
-			Value: util.Time.ToFloat64(t),
-			Label: vf(t),
-		}
-	}
-	return ticks
-}
-
-func (mhr MarketHoursRange) String() string {
-	return fmt.Sprintf("MarketHoursRange [%s, %s] => %d", mhr.Min.Format(time.RFC3339), mhr.Max.Format(time.RFC3339), mhr.Domain)
-}
-
-// Translate maps a given value into the ContinuousRange space.
-func (mhr MarketHoursRange) Translate(value float64) int {
-	valueTime := util.Time.FromFloat64(value)
-	valueTimeEastern := valueTime.In(util.Date.Eastern())
-	totalSeconds := util.Date.CalculateMarketSecondsBetween(mhr.Min, mhr.GetEffectiveMax(), mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.HolidayProvider)
-	valueDelta := util.Date.CalculateMarketSecondsBetween(mhr.Min, valueTimeEastern, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.HolidayProvider)
-	translated := int((float64(valueDelta) / float64(totalSeconds)) * float64(mhr.Domain))
-
-	if mhr.IsDescending() {
-		return mhr.Domain - translated
-	}
-
-	return translated
-}

market_hours_range_test.go

@@ -1,73 +0,0 @@
-package chart
-
-import (
-	"testing"
-	"time"
-
-	assert "github.com/blend/go-sdk/assert"
-	"github.com/wcharczuk/go-chart/util"
-)
-
-func TestMarketHoursRangeGetDelta(t *testing.T) {
-	assert := assert.New(t)
-
-	r := &MarketHoursRange{
-		Min:             time.Date(2016, 07, 19, 9, 30, 0, 0, util.Date.Eastern()),
-		Max:             time.Date(2016, 07, 22, 16, 00, 0, 0, util.Date.Eastern()),
-		MarketOpen:      util.NYSEOpen(),
-		MarketClose:     util.NYSEClose(),
-		HolidayProvider: util.Date.IsNYSEHoliday,
-	}
-
-	assert.NotZero(r.GetDelta())
-}
-
-func TestMarketHoursRangeTranslate(t *testing.T) {
-	assert := assert.New(t)
-
-	r := &MarketHoursRange{
-		Min:             time.Date(2016, 07, 18, 9, 30, 0, 0, util.Date.Eastern()),
-		Max:             time.Date(2016, 07, 22, 16, 00, 0, 0, util.Date.Eastern()),
-		MarketOpen:      util.NYSEOpen(),
-		MarketClose:     util.NYSEClose(),
-		HolidayProvider: util.Date.IsNYSEHoliday,
-		Domain:          1000,
-	}
-
-	weds := time.Date(2016, 07, 20, 9, 30, 0, 0, util.Date.Eastern())
-
-	assert.Equal(0, r.Translate(util.Time.ToFloat64(r.Min)))
-	assert.Equal(400, r.Translate(util.Time.ToFloat64(weds)))
-	assert.Equal(1000, r.Translate(util.Time.ToFloat64(r.Max)))
-}
-
-func TestMarketHoursRangeGetTicks(t *testing.T) {
-	assert := assert.New(t)
-
-	r, err := PNG(1024, 1024)
-	assert.Nil(err)
-
-	f, err := GetDefaultFont()
-	assert.Nil(err)
-
-	defaults := Style{
-		Font:      f,
-		FontSize:  10,
-		FontColor: ColorBlack,
-	}
-
-	ra := &MarketHoursRange{
-		Min:             util.Date.On(util.NYSEOpen(), util.Date.Date(2016, 07, 18, util.Date.Eastern())),
-		Max:             util.Date.On(util.NYSEClose(), util.Date.Date(2016, 07, 22, util.Date.Eastern())),
-		MarketOpen:      util.NYSEOpen(),
-		MarketClose:     util.NYSEClose(),
-		HolidayProvider: util.Date.IsNYSEHoliday,
-		Domain:          1024,
-	}
-
-	ticks := ra.GetTicks(r, defaults, TimeValueFormatter)
-	assert.NotEmpty(ticks)
-	assert.Len(ticks, 5)
-	assert.NotEqual(util.Time.ToFloat64(ra.Min), ticks[0].Value)
-	assert.NotEmpty(ticks[0].Label)
-}

seq/time.go

@@ -20,95 +20,6 @@ func (ts timeSequence) Days(days int) []time.Time {
 	return values
 }
 
-func (ts timeSequence) MarketHours(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
-	var times []time.Time
-	cursor := util.Date.On(marketOpen, from)
-	toClose := util.Date.On(marketClose, to)
-	for cursor.Before(toClose) || cursor.Equal(toClose) {
-		todayOpen := util.Date.On(marketOpen, cursor)
-		todayClose := util.Date.On(marketClose, cursor)
-		isValidTradingDay := !isHoliday(cursor) && util.Date.IsWeekDay(cursor.Weekday())
-
-		if (cursor.Equal(todayOpen) || cursor.After(todayOpen)) && (cursor.Equal(todayClose) || cursor.Before(todayClose)) && isValidTradingDay {
-			times = append(times, cursor)
-		}
-		if cursor.After(todayClose) {
-			cursor = util.Date.NextMarketOpen(cursor, marketOpen, isHoliday)
-		} else {
-			cursor = util.Date.NextHour(cursor)
-		}
-	}
-	return times
-}
-
-func (ts timeSequence) MarketHourQuarters(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
-	var times []time.Time
-	cursor := util.Date.On(marketOpen, from)
-	toClose := util.Date.On(marketClose, to)
-	for cursor.Before(toClose) || cursor.Equal(toClose) {
-
-		isValidTradingDay := !isHoliday(cursor) && util.Date.IsWeekDay(cursor.Weekday())
-
-		if isValidTradingDay {
-			todayOpen := util.Date.On(marketOpen, cursor)
-			todayNoon := util.Date.NoonOn(cursor)
-			today2pm := util.Date.On(util.Date.Time(14, 0, 0, 0, cursor.Location()), cursor)
-			todayClose := util.Date.On(marketClose, cursor)
-			times = append(times, todayOpen, todayNoon, today2pm, todayClose)
-		}
-
-		cursor = util.Date.NextDay(cursor)
-	}
-	return times
-}
-
-func (ts timeSequence) MarketDayCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
-	var times []time.Time
-	cursor := util.Date.On(marketOpen, from)
-	toClose := util.Date.On(marketClose, to)
-	for cursor.Before(toClose) || cursor.Equal(toClose) {
-		isValidTradingDay := !isHoliday(cursor) && util.Date.IsWeekDay(cursor.Weekday())
-		if isValidTradingDay {
-			todayClose := util.Date.On(marketClose, cursor)
-			times = append(times, todayClose)
-		}
-
-		cursor = util.Date.NextDay(cursor)
-	}
-	return times
-}
-
-func (ts timeSequence) MarketDayAlternateCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
-	var times []time.Time
-	cursor := util.Date.On(marketOpen, from)
-	toClose := util.Date.On(marketClose, to)
-	for cursor.Before(toClose) || cursor.Equal(toClose) {
-		isValidTradingDay := !isHoliday(cursor) && util.Date.IsWeekDay(cursor.Weekday())
-		if isValidTradingDay {
-			todayClose := util.Date.On(marketClose, cursor)
-			times = append(times, todayClose)
-		}
-
-		cursor = cursor.AddDate(0, 0, 2)
-	}
-	return times
-}
-
-func (ts timeSequence) MarketDayMondayCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
-	var times []time.Time
-	cursor := util.Date.On(marketClose, from)
-	toClose := util.Date.On(marketClose, to)
-
-	for cursor.Equal(toClose) || cursor.Before(toClose) {
-		isValidTradingDay := !isHoliday(cursor) && util.Date.IsWeekDay(cursor.Weekday())
-		if isValidTradingDay {
-			times = append(times, cursor)
-		}
-		cursor = util.Date.NextDayOfWeek(cursor, time.Monday)
-	}
-	return times
-}
-
 func (ts timeSequence) Hours(start time.Time, totalHours int) []time.Time {
 	times := make([]time.Time, totalHours)
 
@@ -123,49 +34,17 @@ func (ts timeSequence) Hours(start time.Time, totalHours int) []time.Time {
 
 // HoursFilled adds zero values for the data bounded by the start and end of the xdata array.
 func (ts timeSequence) HoursFilled(xdata []time.Time, ydata []float64) ([]time.Time, []float64) {
-	start := Time.Start(xdata)
+	start, end := util.Time.StartAndEnd(xdata...)
-	end := Time.End(xdata)
+	totalHours := util.Time.DiffHours(start, end)
-
-	totalHours := util.Math.AbsInt(util.Date.DiffHours(start, end))
 
 	finalTimes := ts.Hours(start, totalHours+1)
 	finalValues := make([]float64, totalHours+1)
 
 	var hoursFromStart int
 	for i, xd := range xdata {
-		hoursFromStart = util.Date.DiffHours(start, xd)
+		hoursFromStart = util.Time.DiffHours(start, xd)
 		finalValues[hoursFromStart] = ydata[i]
 	}
 
 	return finalTimes, finalValues
 }
-
-// Start returns the earliest (min) time in a list of times.
-func (ts timeSequence) Start(times []time.Time) time.Time {
-	if len(times) == 0 {
-		return time.Time{}
-	}
-
-	start := times[0]
-	for _, t := range times[1:] {
-		if t.Before(start) {
-			start = t
-		}
-	}
-	return start
-}
-
-// Start returns the earliest (min) time in a list of times.
-func (ts timeSequence) End(times []time.Time) time.Time {
-	if len(times) == 0 {
-		return time.Time{}
-	}
-
-	end := times[0]
-	for _, t := range times[1:] {
-		if t.After(end) {
-			end = t
-		}
-	}
-	return end
-}

seq/time_test.go

@@ -8,40 +8,13 @@ import (
 	"github.com/wcharczuk/go-chart/util"
 )
 
-func TestTimeMarketHours(t *testing.T) {
-	assert := assert.New(t)
-
-	today := time.Date(2016, 07, 01, 12, 0, 0, 0, util.Date.Eastern())
-	mh := Time.MarketHours(today, today, util.NYSEOpen(), util.NYSEClose(), util.Date.IsNYSEHoliday)
-	assert.Len(mh, 8)
-	assert.Equal(util.Date.Eastern(), mh[0].Location())
-}
-
-func TestTimeMarketHourQuarters(t *testing.T) {
-	assert := assert.New(t)
-	today := time.Date(2016, 07, 01, 12, 0, 0, 0, util.Date.Eastern())
-	mh := Time.MarketHourQuarters(today, today, util.NYSEOpen(), util.NYSEClose(), util.Date.IsNYSEHoliday)
-	assert.Len(mh, 4)
-	assert.Equal(9, mh[0].Hour())
-	assert.Equal(30, mh[0].Minute())
-	assert.Equal(util.Date.Eastern(), mh[0].Location())
-
-	assert.Equal(12, mh[1].Hour())
-	assert.Equal(00, mh[1].Minute())
-	assert.Equal(util.Date.Eastern(), mh[1].Location())
-
-	assert.Equal(14, mh[2].Hour())
-	assert.Equal(00, mh[2].Minute())
-	assert.Equal(util.Date.Eastern(), mh[2].Location())
-}
-
 func TestTimeHours(t *testing.T) {
 	assert := assert.New(t)
 
 	today := time.Date(2016, 07, 01, 12, 0, 0, 0, time.UTC)
 	seq := Time.Hours(today, 24)
 
-	end := Time.End(seq)
+	end := util.Time.End(seq...)
 	assert.Len(seq, 24)
 	assert.Equal(2016, end.Year())
 	assert.Equal(07, int(end.Month()))
@@ -73,7 +46,7 @@ func TestSequenceHoursFill(t *testing.T) {
 	}
 
 	filledTimes, filledValues := Time.HoursFilled(xdata, ydata)
-	expected := util.Date.DiffHours(Time.Start(xdata), Time.End(xdata)) + 1
+	expected := util.Time.DiffHours(util.Time.Start(xdata...), util.Time.End(xdata...)) + 1
 	assert.Len(filledTimes, expected)
 	assert.Equal(len(filledValues), len(filledTimes))
 
@@ -94,7 +67,7 @@ func TestTimeStart(t *testing.T) {
 		time.Now().AddDate(0, 0, -5),
 	}
 
-	assert.InTimeDelta(Time.Start(times), times[4], time.Millisecond)
+	assert.InTimeDelta(util.Time.Start(times...), times[4], time.Millisecond)
 }
 
 func TestTimeEnd(t *testing.T) {
@@ -108,5 +81,5 @@ func TestTimeEnd(t *testing.T) {
 		time.Now().AddDate(0, 0, -5),
 	}
 
-	assert.InTimeDelta(Time.End(times), times[2], time.Millisecond)
+	assert.InTimeDelta(util.Time.End(times...), times[2], time.Millisecond)
 }

seq/times.go

@@ -0,0 +1,31 @@
+package seq
+
+import (
+	"time"
+
+	"github.com/wcharczuk/go-chart/util"
+)
+
+// Assert types implement interfaces.
+var (
+	_ Provider = (*Times)(nil)
+)
+
+// Times are an array of times.
+// It wraps the array with methods that implement `seq.Provider`.
+type Times []time.Time
+
+// Array returns the times to an array.
+func (t Times) Array() []time.Time {
+	return []time.Time(t)
+}
+
+// Len returns the length of the array.
+func (t Times) Len() int {
+	return len(t)
+}
+
+// GetValue returns a value at an index as a time.
+func (t Times) GetValue(index int) float64 {
+	return util.Time.ToFloat64(t[index])
+}

util/date.go

@@ -1,7 +1,6 @@
 package util
 
 import (
-	"sync"
 	"time"
 )
 
@@ -45,192 +44,88 @@ var (
 	Epoch = time.Unix(0, 0)
 )
 
-var (
+// Date contains utility functions that operate on dates.
-	_easternLock sync.Mutex
+var Date date
-	_eastern     *time.Location
-)
-
-// NYSEOpen is when the NYSE opens.
-func NYSEOpen() time.Time { return Date.Time(9, 30, 0, 0, Date.Eastern()) }
-
-// NYSEClose is when the NYSE closes.
-func NYSEClose() time.Time { return Date.Time(16, 0, 0, 0, Date.Eastern()) }
-
-// NASDAQOpen is when NASDAQ opens.
-func NASDAQOpen() time.Time { return Date.Time(9, 30, 0, 0, Date.Eastern()) }
-
-// NASDAQClose is when NASDAQ closes.
-func NASDAQClose() time.Time { return Date.Time(16, 0, 0, 0, Date.Eastern()) }
-
-// NYSEArcaOpen is when NYSEARCA opens.
-func NYSEArcaOpen() time.Time { return Date.Time(4, 0, 0, 0, Date.Eastern()) }
-
-// NYSEArcaClose is when NYSEARCA closes.
-func NYSEArcaClose() time.Time { return Date.Time(20, 0, 0, 0, Date.Eastern()) }
-
-// HolidayProvider is a function that returns if a given time falls on a holiday.
-type HolidayProvider func(time.Time) bool
-
-// defaultHolidayProvider implements `HolidayProvider` and just returns false.
-func defaultHolidayProvider(_ time.Time) bool { return false }
-
-var (
-	// Date contains utility functions that operate on dates.
-	Date = &date{}
-)
 
 type date struct{}
 
-// IsNYSEHoliday returns if a date was/is on a nyse holiday day.
+func (d date) MustEastern() *time.Location {
-func (d date) IsNYSEHoliday(t time.Time) bool {
+	if eastern, err := d.Eastern(); err != nil {
-	te := t.In(d.Eastern())
+		panic(err)
-	if te.Year() == 2013 {
+	} else {
-		if te.Month() == 1 {
+		return eastern
-			return te.Day() == 1 || te.Day() == 21
+	}
-		} else if te.Month() == 2 {
+}
-			return te.Day() == 18
+
-		} else if te.Month() == 3 {
+// Eastern returns the eastern timezone.
-			return te.Day() == 29
+func (d date) Eastern() (*time.Location, error) {
-		} else if te.Month() == 5 {
+	// Try POSIX
-			return te.Day() == 27
+	est, err := time.LoadLocation("America/New_York")
-		} else if te.Month() == 7 {
+	if err == nil {
-			return te.Day() == 4
+		// Try Windows
-		} else if te.Month() == 9 {
+		est, err = time.LoadLocation("EST")
-			return te.Day() == 2
+		if err == nil {
-		} else if te.Month() == 11 {
+			return nil, err
-			return te.Day() == 28
-		} else if te.Month() == 12 {
-			return te.Day() == 25
-		}
-	} else if te.Year() == 2014 {
-		if te.Month() == 1 {
-			return te.Day() == 1 || te.Day() == 20
-		} else if te.Month() == 2 {
-			return te.Day() == 17
-		} else if te.Month() == 4 {
-			return te.Day() == 18
-		} else if te.Month() == 5 {
-			return te.Day() == 26
-		} else if te.Month() == 7 {
-			return te.Day() == 4
-		} else if te.Month() == 9 {
-			return te.Day() == 1
-		} else if te.Month() == 11 {
-			return te.Day() == 27
-		} else if te.Month() == 12 {
-			return te.Day() == 25
-		}
-	} else if te.Year() == 2015 {
-		if te.Month() == 1 {
-			return te.Day() == 1 || te.Day() == 19
-		} else if te.Month() == 2 {
-			return te.Day() == 16
-		} else if te.Month() == 4 {
-			return te.Day() == 3
-		} else if te.Month() == 5 {
-			return te.Day() == 25
-		} else if te.Month() == 7 {
-			return te.Day() == 3
-		} else if te.Month() == 9 {
-			return te.Day() == 7
-		} else if te.Month() == 11 {
-			return te.Day() == 26
-		} else if te.Month() == 12 {
-			return te.Day() == 25
-		}
-	} else if te.Year() == 2016 {
-		if te.Month() == 1 {
-			return te.Day() == 1 || te.Day() == 18
-		} else if te.Month() == 2 {
-			return te.Day() == 15
-		} else if te.Month() == 3 {
-			return te.Day() == 25
-		} else if te.Month() == 5 {
-			return te.Day() == 30
-		} else if te.Month() == 7 {
-			return te.Day() == 4
-		} else if te.Month() == 9 {
-			return te.Day() == 5
-		} else if te.Month() == 11 {
-			return te.Day() == 24 || te.Day() == 25
-		} else if te.Month() == 12 {
-			return te.Day() == 26
-		}
-	} else if te.Year() == 2017 {
-		if te.Month() == 1 {
-			return te.Day() == 1 || te.Day() == 16
-		} else if te.Month() == 2 {
-			return te.Day() == 20
-		} else if te.Month() == 4 {
-			return te.Day() == 15
-		} else if te.Month() == 5 {
-			return te.Day() == 29
-		} else if te.Month() == 7 {
-			return te.Day() == 4
-		} else if te.Month() == 9 {
-			return te.Day() == 4
-		} else if te.Month() == 11 {
-			return te.Day() == 23
-		} else if te.Month() == 12 {
-			return te.Day() == 25
-		}
-	} else if te.Year() == 2018 {
-		if te.Month() == 1 {
-			return te.Day() == 1 || te.Day() == 15
-		} else if te.Month() == 2 {
-			return te.Day() == 19
-		} else if te.Month() == 3 {
-			return te.Day() == 30
-		} else if te.Month() == 5 {
-			return te.Day() == 28
-		} else if te.Month() == 7 {
-			return te.Day() == 4
-		} else if te.Month() == 9 {
-			return te.Day() == 3
-		} else if te.Month() == 11 {
-			return te.Day() == 22
-		} else if te.Month() == 12 {
-			return te.Day() == 25
 		}
 	}
-	return false
+	return est, nil
 }
 
-// IsNYSEArcaHoliday returns that returns if a given time falls on a holiday.
+func (d date) MustPacific() *time.Location {
-func (d date) IsNYSEArcaHoliday(t time.Time) bool {
+	if pst, err := d.Pacific(); err != nil {
-	return d.IsNYSEHoliday(t)
+		panic(err)
+	} else {
+		return pst
+	}
 }
 
-// IsNASDAQHoliday returns if a date was a NASDAQ holiday day.
+// Pacific returns the pacific timezone.
-func (d date) IsNASDAQHoliday(t time.Time) bool {
+func (d date) Pacific() (*time.Location, error) {
-	return d.IsNYSEHoliday(t)
+	// Try POSIX
+	pst, err := time.LoadLocation("America/Los_Angeles")
+	if err == nil {
+		// Try Windows
+		pst, err = time.LoadLocation("PST")
+		if err == nil {
+			return nil, err
+		}
+	}
+	return pst, nil
+}
+
+// TimeUTC returns a new time.Time for the given clock components in UTC.
+// It is meant to be used with the `OnDate` function.
+func (d date) TimeUTC(hour, min, sec, nsec int) time.Time {
+	return time.Date(0, 0, 0, hour, min, sec, nsec, time.UTC)
 }
 
 // Time returns a new time.Time for the given clock components.
+// It is meant to be used with the `OnDate` function.
 func (d date) Time(hour, min, sec, nsec int, loc *time.Location) time.Time {
 	return time.Date(0, 0, 0, hour, min, sec, nsec, loc)
 }
 
+// DateUTC returns a new time.Time for the given date comonents at (noon) in UTC.
+func (d date) DateUTC(year, month, day int) time.Time {
+	return time.Date(year, time.Month(month), day, 12, 0, 0, 0, time.UTC)
+}
+
+// DateUTC returns a new time.Time for the given date comonents at (noon) in a given location.
 func (d date) Date(year, month, day int, loc *time.Location) time.Time {
 	return time.Date(year, time.Month(month), day, 12, 0, 0, 0, loc)
 }
 
-// On returns the clock components of clock (hour,minute,second) on the date components of d.
+// OnDate returns the clock components of clock (hour,minute,second) on the date components of d.
-func (d date) On(clock, cd time.Time) time.Time {
+func (d date) OnDate(clock, date time.Time) time.Time {
-	tzAdjusted := cd.In(clock.Location())
+	tzAdjusted := date.In(clock.Location())
 	return time.Date(tzAdjusted.Year(), tzAdjusted.Month(), tzAdjusted.Day(), clock.Hour(), clock.Minute(), clock.Second(), clock.Nanosecond(), clock.Location())
 }
 
-// NoonOn is a shortcut for On(Time(12,0,0), cd) a.k.a. noon on a given date.
+// NoonOnDate is a shortcut for On(Time(12,0,0), cd) a.k.a. noon on a given date.
-func (d date) NoonOn(cd time.Time) time.Time {
+func (d date) NoonOnDate(cd time.Time) time.Time {
 	return time.Date(cd.Year(), cd.Month(), cd.Day(), 12, 0, 0, 0, cd.Location())
 }
 
-// Optional returns a pointer reference to a given time.
-func (d date) Optional(t time.Time) *time.Time {
-	return &t
-}
-
 // IsWeekDay returns if the day is a monday->friday.
 func (d date) IsWeekDay(day time.Weekday) bool {
 	return !d.IsWeekendDay(day)
@@ -253,116 +148,11 @@ func (d date) Before(before, reference time.Time) bool {
 	return tzAdjustedBefore.Year() == reference.Year() && tzAdjustedBefore.Month() == reference.Month() && tzAdjustedBefore.Day() < reference.Day()
 }
 
-// NextMarketOpen returns the next market open after a given time.
-func (d date) NextMarketOpen(after, openTime time.Time, isHoliday HolidayProvider) time.Time {
-	afterLocalized := after.In(openTime.Location())
-	todaysOpen := d.On(openTime, afterLocalized)
-
-	if isHoliday == nil {
-		isHoliday = defaultHolidayProvider
-	}
-
-	todayIsValidTradingDay := d.IsWeekDay(todaysOpen.Weekday()) && !isHoliday(todaysOpen)
-
-	if (afterLocalized.Equal(todaysOpen) || afterLocalized.Before(todaysOpen)) && todayIsValidTradingDay {
-		return todaysOpen
-	}
-
-	for cursorDay := 1; cursorDay < 7; cursorDay++ {
-		newDay := todaysOpen.AddDate(0, 0, cursorDay)
-		isValidTradingDay := d.IsWeekDay(newDay.Weekday()) && !isHoliday(newDay)
-		if isValidTradingDay {
-			return d.On(openTime, newDay)
-		}
-	}
-	panic("Have exhausted day window looking for next market open.")
-}
-
-// NextMarketClose returns the next market close after a given time.
-func (d date) NextMarketClose(after, closeTime time.Time, isHoliday HolidayProvider) time.Time {
-	afterLocalized := after.In(closeTime.Location())
-
-	if isHoliday == nil {
-		isHoliday = defaultHolidayProvider
-	}
-
-	todaysClose := d.On(closeTime, afterLocalized)
-	if afterLocalized.Before(todaysClose) && d.IsWeekDay(todaysClose.Weekday()) && !isHoliday(todaysClose) {
-		return todaysClose
-	}
-
-	if afterLocalized.Equal(todaysClose) { //rare but it might happen.
-		return todaysClose
-	}
-
-	for cursorDay := 1; cursorDay < 6; cursorDay++ {
-		newDay := todaysClose.AddDate(0, 0, cursorDay)
-		if d.IsWeekDay(newDay.Weekday()) && !isHoliday(newDay) {
-			return d.On(closeTime, newDay)
-		}
-	}
-	panic("Have exhausted day window looking for next market close.")
-}
-
-// CalculateMarketSecondsBetween calculates the number of seconds the market was open between two dates.
-func (d date) CalculateMarketSecondsBetween(start, end, marketOpen, marketClose time.Time, isHoliday HolidayProvider) (seconds int64) {
-	startEastern := start.In(d.Eastern())
-	endEastern := end.In(d.Eastern())
-
-	startMarketOpen := d.On(marketOpen, startEastern)
-	startMarketClose := d.On(marketClose, startEastern)
-
-	if !d.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)
-			}
-		}
-	}
-
-	cursor := d.NextMarketOpen(startMarketClose, marketOpen, isHoliday)
-	for d.Before(cursor, endEastern) {
-		if d.IsWeekDay(cursor.Weekday()) && !isHoliday(cursor) {
-			close := d.NextMarketClose(cursor, marketClose, isHoliday)
-			seconds += int64(close.Sub(cursor) / time.Second)
-		}
-		cursor = cursor.AddDate(0, 0, 1)
-	}
-
-	finalMarketOpen := d.NextMarketOpen(cursor, marketOpen, isHoliday)
-	finalMarketClose := d.NextMarketClose(cursor, marketClose, isHoliday)
-	if endEastern.After(finalMarketOpen) {
-		if endEastern.Before(finalMarketClose) {
-			seconds += int64(endEastern.Sub(finalMarketOpen) / time.Second)
-		} else {
-			seconds += int64(finalMarketClose.Sub(finalMarketOpen) / time.Second)
-		}
-	}
-
-	return
-}
-
 const (
 	_secondsPerHour = 60 * 60
 	_secondsPerDay  = 60 * 60 * 24
 )
 
-func (d date) DiffDays(t1, t2 time.Time) (days int) {
-	t1n := t1.Unix()
-	t2n := t2.Unix()
-	diff := t2n - t1n //yields seconds
-	return int(diff / (_secondsPerDay))
-}
-
-func (d date) DiffHours(t1, t2 time.Time) (hours int) {
-	t1n := t1.Unix()
-	t2n := t2.Unix()
-	diff := t2n - t1n //yields seconds
-	return int(diff / (_secondsPerHour))
-}
-
 // NextDay returns the timestamp advanced a day.
 func (d date) NextDay(ts time.Time) time.Time {
 	return ts.AddDate(0, 0, 1)

util/date_posix.go

@@ -1,17 +0,0 @@
-// +build !windows
-
-package util
-
-import "time"
-
-// Eastern returns the eastern timezone.
-func (d date) Eastern() *time.Location {
-	if _eastern == nil {
-		_easternLock.Lock()
-		defer _easternLock.Unlock()
-		if _eastern == nil {
-			_eastern, _ = time.LoadLocation("America/New_York")
-		}
-	}
-	return _eastern
-}

util/date_test.go

@@ -33,10 +33,10 @@ func TestDateDate(t *testing.T) {
 	assert.Equal(time.UTC, ts.Location())
 }
 
-func TestDateOn(t *testing.T) {
+func TestDateOnDate(t *testing.T) {
 	assert := assert.New(t)
 
-	ts := Date.On(Date.Time(5, 4, 3, 2, time.UTC), Date.Date(2016, 6, 7, Date.Eastern()))
+	ts := Date.OnDate(Date.Time(5, 4, 3, 2, time.UTC), Date.Date(2016, 6, 7, Date.MustEastern()))
 	assert.Equal(2016, ts.Year())
 	assert.Equal(6, ts.Month())
 	assert.Equal(7, ts.Day())
@@ -47,9 +47,9 @@ func TestDateOn(t *testing.T) {
 	assert.Equal(time.UTC, ts.Location())
 }
 
-func TestDateNoonOn(t *testing.T) {
+func TestDateNoonOnDate(t *testing.T) {
 	assert := assert.New(t)
-	noon := Date.NoonOn(time.Date(2016, 04, 03, 02, 01, 0, 0, time.UTC))
+	noon := Date.NoonOnDate(time.Date(2016, 04, 03, 02, 01, 0, 0, time.UTC))
 
 	assert.Equal(2016, noon.Year())
 	assert.Equal(4, noon.Month())
@@ -77,101 +77,16 @@ func TestDateBeforeHandlesTimezones(t *testing.T) {
 
 	tuesdayUTC := time.Date(2016, 8, 02, 22, 00, 0, 0, time.UTC)
 	mondayUTC := time.Date(2016, 8, 01, 1, 00, 0, 0, time.UTC)
-	sundayEST := time.Date(2016, 7, 31, 22, 00, 0, 0, Date.Eastern())
+	sundayEST := time.Date(2016, 7, 31, 22, 00, 0, 0, Date.MustEastern())
 
 	assert.True(Date.Before(sundayEST, tuesdayUTC))
 	assert.False(Date.Before(sundayEST, mondayUTC))
 }
 
-func TestNextMarketOpen(t *testing.T) {
-	assert := assert.New(t)
-
-	beforeOpen := time.Date(2016, 07, 18, 9, 0, 0, 0, Date.Eastern())
-	todayOpen := time.Date(2016, 07, 18, 9, 30, 0, 0, Date.Eastern())
-
-	afterOpen := time.Date(2016, 07, 18, 9, 31, 0, 0, Date.Eastern())
-	tomorrowOpen := time.Date(2016, 07, 19, 9, 30, 0, 0, Date.Eastern())
-
-	afterFriday := time.Date(2016, 07, 22, 9, 31, 0, 0, Date.Eastern())
-	mondayOpen := time.Date(2016, 07, 25, 9, 30, 0, 0, Date.Eastern())
-
-	weekend := time.Date(2016, 07, 23, 9, 31, 0, 0, Date.Eastern())
-
-	assert.True(todayOpen.Equal(Date.NextMarketOpen(beforeOpen, NYSEOpen(), Date.IsNYSEHoliday)))
-	assert.True(tomorrowOpen.Equal(Date.NextMarketOpen(afterOpen, NYSEOpen(), Date.IsNYSEHoliday)))
-	assert.True(mondayOpen.Equal(Date.NextMarketOpen(afterFriday, NYSEOpen(), Date.IsNYSEHoliday)))
-	assert.True(mondayOpen.Equal(Date.NextMarketOpen(weekend, NYSEOpen(), Date.IsNYSEHoliday)))
-
-	assert.Equal(Date.Eastern(), todayOpen.Location())
-	assert.Equal(Date.Eastern(), tomorrowOpen.Location())
-	assert.Equal(Date.Eastern(), mondayOpen.Location())
-
-	testRegression := time.Date(2016, 07, 18, 16, 0, 0, 0, Date.Eastern())
-	shouldbe := time.Date(2016, 07, 19, 9, 30, 0, 0, Date.Eastern())
-
-	assert.True(shouldbe.Equal(Date.NextMarketOpen(testRegression, NYSEOpen(), Date.IsNYSEHoliday)))
-}
-
-func TestNextMarketClose(t *testing.T) {
-	assert := assert.New(t)
-
-	beforeClose := time.Date(2016, 07, 18, 15, 0, 0, 0, Date.Eastern())
-	todayClose := time.Date(2016, 07, 18, 16, 00, 0, 0, Date.Eastern())
-
-	afterClose := time.Date(2016, 07, 18, 16, 1, 0, 0, Date.Eastern())
-	tomorrowClose := time.Date(2016, 07, 19, 16, 00, 0, 0, Date.Eastern())
-
-	afterFriday := time.Date(2016, 07, 22, 16, 1, 0, 0, Date.Eastern())
-	mondayClose := time.Date(2016, 07, 25, 16, 0, 0, 0, Date.Eastern())
-
-	weekend := time.Date(2016, 07, 23, 9, 31, 0, 0, Date.Eastern())
-
-	assert.True(todayClose.Equal(Date.NextMarketClose(beforeClose, NYSEClose(), Date.IsNYSEHoliday)))
-	assert.True(tomorrowClose.Equal(Date.NextMarketClose(afterClose, NYSEClose(), Date.IsNYSEHoliday)))
-	assert.True(mondayClose.Equal(Date.NextMarketClose(afterFriday, NYSEClose(), Date.IsNYSEHoliday)))
-	assert.True(mondayClose.Equal(Date.NextMarketClose(weekend, NYSEClose(), Date.IsNYSEHoliday)))
-
-	assert.Equal(Date.Eastern(), todayClose.Location())
-	assert.Equal(Date.Eastern(), tomorrowClose.Location())
-	assert.Equal(Date.Eastern(), mondayClose.Location())
-}
-
-func TestCalculateMarketSecondsBetween(t *testing.T) {
-	assert := assert.New(t)
-
-	start := time.Date(2016, 07, 18, 9, 30, 0, 0, Date.Eastern())
-	end := time.Date(2016, 07, 22, 16, 00, 0, 0, Date.Eastern())
-
-	shouldbe := 5 * 6.5 * 60 * 60
-
-	assert.Equal(shouldbe, Date.CalculateMarketSecondsBetween(start, end, NYSEOpen(), NYSEClose(), Date.IsNYSEHoliday))
-}
-
-func TestCalculateMarketSecondsBetween1D(t *testing.T) {
-	assert := assert.New(t)
-
-	start := time.Date(2016, 07, 22, 9, 45, 0, 0, Date.Eastern())
-	end := time.Date(2016, 07, 22, 15, 45, 0, 0, Date.Eastern())
-
-	shouldbe := 6 * 60 * 60
-
-	assert.Equal(shouldbe, Date.CalculateMarketSecondsBetween(start, end, NYSEOpen(), NYSEClose(), Date.IsNYSEHoliday))
-}
-
-func TestCalculateMarketSecondsBetweenLTM(t *testing.T) {
-	assert := assert.New(t)
-
-	start := time.Date(2015, 07, 01, 9, 30, 0, 0, Date.Eastern())
-	end := time.Date(2016, 07, 01, 9, 30, 0, 0, Date.Eastern())
-
-	shouldbe := 253 * 6.5 * 60 * 60 //253 full market days since this date last year.
-	assert.Equal(shouldbe, Date.CalculateMarketSecondsBetween(start, end, NYSEOpen(), NYSEClose(), Date.IsNYSEHoliday))
-}
-
 func TestDateNextHour(t *testing.T) {
 	assert := assert.New(t)
 
-	start := time.Date(2015, 07, 01, 9, 30, 0, 0, Date.Eastern())
+	start := time.Date(2015, 07, 01, 9, 30, 0, 0, Date.MustEastern())
 	next := Date.NextHour(start)
 	assert.Equal(2015, next.Year())
 	assert.Equal(07, next.Month())
@@ -221,40 +136,3 @@ func TestDateNextDayOfWeek(t *testing.T) {
 	assert.Equal(time.UTC, nextSunday.Location())
 	assert.Equal(time.UTC, nextMonday.Location())
 }
-
-func TestDateIsNYSEHoliday(t *testing.T) {
-	assert := assert.New(t)
-
-	cursor := time.Date(2013, 01, 01, 0, 0, 0, 0, time.UTC)
-	end := time.Date(2020, 1, 1, 0, 0, 0, 0, time.UTC)
-	var holidays int
-	for Date.Before(cursor, end) {
-		if Date.IsNYSEHoliday(cursor) {
-			holidays++
-		}
-		cursor = cursor.AddDate(0, 0, 1)
-	}
-	assert.Equal(holidays, 55)
-}
-
-func TestDateDiffDays(t *testing.T) {
-	assert := assert.New(t)
-
-	t1 := time.Date(2017, 02, 27, 12, 0, 0, 0, time.UTC)
-	t2 := time.Date(2017, 01, 10, 3, 0, 0, 0, time.UTC)
-	t3 := time.Date(2017, 02, 24, 16, 0, 0, 0, time.UTC)
-
-	assert.Equal(48, Date.DiffDays(t2, t1))
-	assert.Equal(2, Date.DiffDays(t3, t1)) // technically we should round down.
-}
-
-func TestDateDiffHours(t *testing.T) {
-	assert := assert.New(t)
-
-	t1 := time.Date(2017, 02, 27, 12, 0, 0, 0, time.UTC)
-	t2 := time.Date(2017, 02, 24, 16, 0, 0, 0, time.UTC)
-	t3 := time.Date(2017, 02, 28, 12, 0, 0, 0, time.UTC)
-
-	assert.Equal(68, Date.DiffHours(t2, t1))
-	assert.Equal(24, Date.DiffHours(t1, t3))
-}

util/date_windows.go

@@ -1,17 +0,0 @@
-// +build windows
-
-package util
-
-import "time"
-
-// Eastern returns the eastern timezone.
-func (d date) Eastern() *time.Location {
-	if _eastern == nil {
-		_easternLock.Lock()
-		defer _easternLock.Unlock()
-		if _eastern == nil {
-			_eastern, _ = time.LoadLocation("EST")
-		}
-	}
-	return _eastern
-}

util/time.go

@@ -18,3 +18,77 @@ func (tu timeUtil) ToFloat64(t time.Time) float64 {
 func (tu timeUtil) FromFloat64(tf float64) time.Time {
 	return time.Unix(0, int64(tf))
 }
+
+func (tu timeUtil) DiffDays(t1, t2 time.Time) (days int) {
+	t1n := t1.Unix()
+	t2n := t2.Unix()
+	var diff int64
+	if t1n > t2n {
+		diff = t2n - t1n //yields seconds
+	} else {
+		diff = t1n - t2n //yields seconds
+	}
+	return int(diff / (_secondsPerDay))
+}
+
+func (tu timeUtil) DiffHours(t1, t2 time.Time) (hours int) {
+	t1n := t1.Unix()
+	t2n := t2.Unix()
+	var diff int64
+	if t1n > t2n {
+		diff = t1n - t2n
+	} else {
+		diff = t2n - t1n
+	}
+	return int(diff / (_secondsPerHour))
+}
+
+// Start returns the earliest (min) time in a list of times.
+func (tu timeUtil) Start(times ...time.Time) time.Time {
+	if len(times) == 0 {
+		return time.Time{}
+	}
+
+	start := times[0]
+	for _, t := range times[1:] {
+		if t.Before(start) {
+			start = t
+		}
+	}
+	return start
+}
+
+// Start returns the earliest (min) time in a list of times.
+func (tu timeUtil) End(times ...time.Time) time.Time {
+	if len(times) == 0 {
+		return time.Time{}
+	}
+
+	end := times[0]
+	for _, t := range times[1:] {
+		if t.After(end) {
+			end = t
+		}
+	}
+	return end
+}
+
+// StartAndEnd returns the start and end of a given set of time in one pass.
+func (tu timeUtil) StartAndEnd(values ...time.Time) (start time.Time, end time.Time) {
+	if len(values) == 0 {
+		return
+	}
+
+	start = values[0]
+	end = values[0]
+
+	for _, v := range values[1:] {
+		if end.Before(v) {
+			end = v
+		}
+		if start.After(v) {
+			start = v
+		}
+	}
+	return
+}

util/time_test.go

@@ -0,0 +1,30 @@
+package util
+
+import (
+	"testing"
+	"time"
+
+	"github.com/blend/go-sdk/assert"
+)
+
+func TestTimeDiffDays(t *testing.T) {
+	assert := assert.New(t)
+
+	t1 := time.Date(2017, 02, 27, 12, 0, 0, 0, time.UTC)
+	t2 := time.Date(2017, 01, 10, 3, 0, 0, 0, time.UTC)
+	t3 := time.Date(2017, 02, 24, 16, 0, 0, 0, time.UTC)
+
+	assert.Equal(48, Time.DiffDays(t2, t1))
+	assert.Equal(2, Time.DiffDays(t3, t1)) // technically we should round down.
+}
+
+func TestTimeDiffHours(t *testing.T) {
+	assert := assert.New(t)
+
+	t1 := time.Date(2017, 02, 27, 12, 0, 0, 0, time.UTC)
+	t2 := time.Date(2017, 02, 24, 16, 0, 0, 0, time.UTC)
+	t3 := time.Date(2017, 02, 28, 12, 0, 0, 0, time.UTC)
+
+	assert.Equal(68, Time.DiffHours(t2, t1))
+	assert.Equal(24, Time.DiffHours(t1, t3))
+}