tests.
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3 changed files with 42 additions and 2 deletions
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@ -310,7 +310,11 @@ func CalculateMarketSecondsBetween(start, end, marketOpen, marketClose time.Time
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startMarketClose := NextMarketClose(startEastern, marketClose, isHoliday)
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if (startEastern.Equal(startMarketOpen) || startEastern.After(startMarketOpen)) && startEastern.Before(startMarketClose) {
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seconds += int64(startMarketClose.Sub(startEastern) / time.Second)
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if endEastern.Before(startMarketClose) {
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seconds += int64(endEastern.Sub(startEastern) / time.Second)
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} else {
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seconds += int64(startMarketClose.Sub(startEastern) / time.Second)
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}
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}
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cursor := NextMarketOpen(startMarketClose, marketOpen, isHoliday)
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@ -106,6 +106,5 @@ func (mhr MarketHoursRange) Translate(value float64) int {
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valueDelta := date.CalculateMarketSecondsBetween(mhr.Min, valueTime, mhr.MarketOpen, mhr.MarketClose, mhr.HolidayProvider)
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translated := int((float64(valueDelta) / float64(deltaSeconds)) * float64(mhr.Domain))
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fmt.Printf("nyse translating: %s to %d ~= %d", valueTime.Format(time.RFC3339), deltaSeconds, valueDelta)
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return translated
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}
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@ -21,3 +21,40 @@ func TestMarketHoursRangeGetDelta(t *testing.T) {
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assert.NotZero(r.GetDelta())
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}
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func TestMarketHoursRangeTranslate(t *testing.T) {
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assert := assert.New(t)
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r := &MarketHoursRange{
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Min: time.Date(2016, 07, 18, 9, 30, 0, 0, date.Eastern()),
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Max: time.Date(2016, 07, 22, 16, 00, 0, 0, date.Eastern()),
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MarketOpen: date.NYSEOpen,
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MarketClose: date.NYSEClose,
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HolidayProvider: date.IsNYSEHoliday,
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Domain: 1000,
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}
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weds := time.Date(2016, 07, 20, 9, 30, 0, 0, date.Eastern())
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assert.Equal(0, r.Translate(TimeToFloat64(r.Min)))
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assert.Equal(400, r.Translate(TimeToFloat64(weds)))
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assert.Equal(1000, r.Translate(TimeToFloat64(r.Max)))
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}
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func TestMarketHoursRangeGetTicks(t *testing.T) {
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assert := assert.New(t)
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r := &MarketHoursRange{
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Min: time.Date(2016, 07, 18, 9, 30, 0, 0, date.Eastern()),
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Max: time.Date(2016, 07, 22, 16, 00, 0, 0, date.Eastern()),
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MarketOpen: date.NYSEOpen,
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MarketClose: date.NYSEClose,
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HolidayProvider: date.IsNYSEHoliday,
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Domain: 1000,
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}
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ticks := r.GetTicks(TimeValueFormatter)
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assert.NotEmpty(ticks)
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assert.Equal(TimeToFloat64(r.Min), ticks[0].Value)
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assert.NotEmpty(ticks[0].Label)
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}
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