fixing day of market results.
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parent
3bf31e45d3
commit
ef1c38a641
1 changed files with 13 additions and 4 deletions
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@ -33,7 +33,16 @@ func (mhr MarketHoursRange) GetMin() float64 {
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// GetMax returns the max value.
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func (mhr MarketHoursRange) GetMax() float64 {
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return TimeToFloat64(mhr.Max)
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return TimeToFloat64(mhr.GetEffectiveMax())
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}
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// GetEffectiveMax gets either the close on the max, or the max itself.
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func (mhr MarketHoursRange) GetEffectiveMax() time.Time {
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maxClose := date.On(mhr.MarketClose, mhr.Max)
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if maxClose.After(mhr.Max) {
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return maxClose
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}
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return mhr.Max
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}
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// SetMin sets the min value.
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@ -48,8 +57,8 @@ func (mhr *MarketHoursRange) SetMax(max float64) {
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// GetDelta gets the delta.
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func (mhr MarketHoursRange) GetDelta() float64 {
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min := TimeToFloat64(mhr.Min)
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max := TimeToFloat64(mhr.Max)
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min := mhr.GetMin()
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max := mhr.GetMax()
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return max - min
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}
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@ -109,7 +118,7 @@ func (mhr MarketHoursRange) String() string {
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func (mhr MarketHoursRange) Translate(value float64) int {
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valueTime := Float64ToTime(value)
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valueTimeEastern := valueTime.In(date.Eastern())
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deltaSeconds := date.CalculateMarketSecondsBetween(mhr.Min, mhr.Max, mhr.MarketOpen, mhr.MarketClose, mhr.HolidayProvider)
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deltaSeconds := date.CalculateMarketSecondsBetween(mhr.Min, mhr.GetEffectiveMax(), mhr.MarketOpen, mhr.MarketClose, mhr.HolidayProvider)
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valueDelta := date.CalculateMarketSecondsBetween(mhr.Min, valueTimeEastern, mhr.MarketOpen, mhr.MarketClose, mhr.HolidayProvider)
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translated := int((float64(valueDelta) / float64(deltaSeconds)) * float64(mhr.Domain))
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return translated
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