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refactoring things a bit.

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This commit is contained in:
Will Charczuk 2016-07-23 11:50:30 -07:00
parent 859c573d3d
commit fd2bfe14f0
4 changed files with 62 additions and 55 deletions
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36
date/util.go
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@ -70,8 +70,8 @@ var (
NYSEArcaClose = ClockTime(20, 0, 0, 0, Eastern())
)
// HolidayChecker is a function that returns if a given time falls on a holiday.
type HolidayChecker func(time.Time) bool
// HolidayProvider is a function that returns if a given time falls on a holiday.
type HolidayProvider func(time.Time) bool
// IsNYSEHoliday returns if a date was/is on a nyse holiday day.
func IsNYSEHoliday(t time.Time) bool {
@ -188,6 +188,16 @@ func IsNYSEHoliday(t time.Time) bool {
return false
}
// IsNYSEArcaHoliday returns that returns if a given time falls on a holiday.
func IsNYSEArcaHoliday(t time.Time) bool {
return IsNYSEHoliday(t)
}
// IsNASDAQHoliday returns if a date was a NASDAQ holiday day.
func IsNASDAQHoliday(t time.Time) bool {
return IsNYSEHoliday(t)
}
// Eastern returns the eastern timezone.
func Eastern() *time.Location {
if _eastern == nil {
@ -226,22 +236,10 @@ func BeforeDate(before, reference time.Time) bool {
return before.Year() == reference.Year() && before.Month() == reference.Month() && before.Day() < reference.Day()
}
// MarketOpen returns 0930 on a given day.
func MarketOpen(on, openTime time.Time) time.Time {
onEastern := on.In(Eastern())
return On(openTime, onEastern)
}
// MarketClose returns 1600 on a given day.
func MarketClose(on, closeTime time.Time) time.Time {
onEastern := on.In(Eastern())
return time.Date(onEastern.Year(), onEastern.Month(), onEastern.Day(), 16, 0, 0, 0, Eastern())
}
// NextMarketOpen returns the next market open after a given time.
func NextMarketOpen(after, openTime time.Time, isHoliday HolidayChecker) time.Time {
func NextMarketOpen(after, openTime time.Time, isHoliday HolidayProvider) time.Time {
afterEastern := after.In(Eastern())
todaysOpen := MarketOpen(afterEastern, openTime)
todaysOpen := On(openTime, afterEastern)
if afterEastern.Before(todaysOpen) && IsWeekDay(todaysOpen.Weekday()) && !isHoliday(todaysOpen) {
return todaysOpen
@ -261,10 +259,10 @@ func NextMarketOpen(after, openTime time.Time, isHoliday HolidayChecker) time.Ti
}
// NextMarketClose returns the next market close after a given time.
func NextMarketClose(after, closeTime time.Time, isHoliday HolidayChecker) time.Time {
func NextMarketClose(after, closeTime time.Time, isHoliday HolidayProvider) time.Time {
afterEastern := after.In(Eastern())
todaysClose := MarketClose(afterEastern, closeTime)
todaysClose := On(closeTime, afterEastern)
if afterEastern.Before(todaysClose) && IsWeekDay(todaysClose.Weekday()) && !isHoliday(todaysClose) {
return todaysClose
}
@ -283,7 +281,7 @@ func NextMarketClose(after, closeTime time.Time, isHoliday HolidayChecker) time.
}
// CalculateMarketSecondsBetween calculates the number of seconds the market was open between two dates.
func CalculateMarketSecondsBetween(start, end, marketOpen, marketClose time.Time, isHoliday HolidayChecker) (seconds int64) {
func CalculateMarketSecondsBetween(start, end, marketOpen, marketClose time.Time, isHoliday HolidayProvider) (seconds int64) {
se := start.In(Eastern())
ee := end.In(Eastern())