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market hours tweaks.

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This commit is contained in:
Will Charczuk 2016-08-01 00:50:32 -07:00
parent c3a066aecd
commit b1cd8bd2e3
8 changed files with 253 additions and 39 deletions
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35
sequence.go
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@ -99,7 +99,7 @@ func (s sequence) MarketHourQuarters(from, to time.Time, marketOpen, marketClose
if isValidTradingDay {
todayOpen := Date.On(marketOpen, cursor)
todayNoon := Date.NoonOn(cursor)
today2pm := Date.On(Date.ClockTime(2, 0, 0, 0, cursor.Location()), cursor)
today2pm := Date.On(Date.Time(14, 0, 0, 0, cursor.Location()), cursor)
todayClose := Date.On(marketClose, cursor)
times = append(times, todayOpen, todayNoon, today2pm, todayClose)
}
@ -124,3 +124,36 @@ func (s sequence) MarketDayCloses(from, to time.Time, marketOpen, marketClose ti
}
return times
}
func (s sequence) MarketDayAlternateCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday HolidayProvider) []time.Time {
var times []time.Time
cursor := Date.On(marketOpen, from)
toClose := Date.On(marketClose, to)
for cursor.Before(toClose) || cursor.Equal(toClose) {
isValidTradingDay := !isHoliday(cursor) && Date.IsWeekDay(cursor.Weekday())
if isValidTradingDay {
todayClose := Date.On(marketClose, cursor)
times = append(times, todayClose)
}
cursor = cursor.AddDate(0, 0, 2)
}
return times
}
func (s sequence) MarketDayMondayCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday HolidayProvider) []time.Time {
var times []time.Time
cursor := Date.On(marketClose, from)
toClose := Date.On(marketClose, to)
for cursor.Equal(toClose) || cursor.Before(toClose) {
isValidTradingDay := !isHoliday(cursor) && Date.IsWeekDay(cursor.Weekday())
if isValidTradingDay {
times = append(times, cursor)
}
println("advance to next monday", cursor.Format(DefaultDateFormat))
cursor = Date.NextDayOfWeek(cursor, time.Monday)
println(cursor.Format(DefaultDateFormat))
}
return times
}