refactoring things a bit.

date/util.go

@@ -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.
+// HolidayProvider is a function that returns if a given time falls on a holiday.
-type HolidayChecker func(time.Time) bool
+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())
 

market_hours_range.go

@@ -7,65 +7,71 @@ import (
 	"github.com/wcharczuk/go-chart/date"
 )
 
-// NYSEMarketHoursRange is a special type of range that compresses a time range into just the
+// 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 NYSEMarketHoursRange struct {
+type MarketHoursRange struct {
-	Min    time.Time
+	Min time.Time
-	Max    time.Time
+	Max time.Time
+
+	MarketOpen  time.Time
+	MarketClose time.Time
+
+	HolidayProvider date.HolidayProvider
+
 	Domain int
 }
 
 // IsZero returns if the range is setup or not.
-func (mhr NYSEMarketHoursRange) IsZero() bool {
+func (mhr MarketHoursRange) IsZero() bool {
 	return mhr.Min.IsZero() && mhr.Max.IsZero()
 }
 
 // GetMin returns the min value.
-func (mhr NYSEMarketHoursRange) GetMin() float64 {
+func (mhr MarketHoursRange) GetMin() float64 {
 	return TimeToFloat64(mhr.Min)
 }
 
 // GetMax returns the max value.
-func (mhr NYSEMarketHoursRange) GetMax() float64 {
+func (mhr MarketHoursRange) GetMax() float64 {
 	return TimeToFloat64(mhr.Max)
 }
 
 // SetMin sets the min value.
-func (mhr *NYSEMarketHoursRange) SetMin(min float64) {
+func (mhr *MarketHoursRange) SetMin(min float64) {
 	mhr.Min = Float64ToTime(min)
 }
 
 // SetMax sets the max value.
-func (mhr *NYSEMarketHoursRange) SetMax(max float64) {
+func (mhr *MarketHoursRange) SetMax(max float64) {
 	mhr.Max = Float64ToTime(max)
 }
 
 // GetDelta gets the delta.
-func (mhr NYSEMarketHoursRange) GetDelta() float64 {
+func (mhr MarketHoursRange) GetDelta() float64 {
 	min := TimeToFloat64(mhr.Min)
 	max := TimeToFloat64(mhr.Max)
 	return max - min
 }
 
 // GetDomain gets the domain.
-func (mhr NYSEMarketHoursRange) GetDomain() int {
+func (mhr MarketHoursRange) GetDomain() int {
 	return mhr.Domain
 }
 
 // SetDomain sets the domain.
-func (mhr *NYSEMarketHoursRange) SetDomain(domain int) {
+func (mhr *MarketHoursRange) SetDomain(domain int) {
 	mhr.Domain = domain
 }
 
-func (mhr NYSEMarketHoursRange) String() string {
+func (mhr MarketHoursRange) String() string {
 	return fmt.Sprintf("MarketHoursRange [%s, %s] => %d", mhr.Min.Format(DefaultDateFormat), mhr.Max.Format(DefaultDateFormat), mhr.Domain)
 }
 
 // Translate maps a given value into the ContinuousRange space.
-func (mhr NYSEMarketHoursRange) Translate(value float64) int {
+func (mhr MarketHoursRange) Translate(value float64) int {
 	valueTime := Float64ToTime(value)
-	deltaSeconds := date.CalculateMarketSecondsBetween(mhr.Min, mhr.Max)
+	deltaSeconds := date.CalculateMarketSecondsBetween(mhr.Min, mhr.Max, mhr.MarketOpen, mhr.MarketClose, mhr.HolidayProvider)
-	valueDelta := date.CalculateMarketSecondsBetween(mhr.Min, valueTime)
+	valueDelta := date.CalculateMarketSecondsBetween(mhr.Min, valueTime, mhr.MarketOpen, mhr.MarketClose, mhr.HolidayProvider)
 
 	translated := int((float64(valueDelta) / float64(deltaSeconds)) * float64(mhr.Domain))
 	fmt.Printf("nyse translating: %s to %d ~= %d", valueTime.Format(time.RFC3339), deltaSeconds, valueDelta)

market_hours_range_test.go

@@ -0,0 +1,23 @@
+package chart
+
+import (
+	"testing"
+	"time"
+
+	assert "github.com/blendlabs/go-assert"
+	"github.com/wcharczuk/go-chart/date"
+)
+
+func TestMarketHoursRangeGetDelta(t *testing.T) {
+	assert := assert.New(t)
+
+	r := &MarketHoursRange{
+		Min:             time.Date(2016, 07, 19, 9, 30, 0, 0, date.Eastern()),
+		Max:             time.Date(2016, 07, 22, 16, 00, 0, 0, date.Eastern()),
+		MarketOpen:      date.NYSEOpen,
+		MarketClose:     date.NYSEClose,
+		HolidayProvider: date.IsNYSEHoliday,
+	}
+
+	assert.NotZero(r.GetDelta())
+}

nyse_market_hours_range_test.go

@@ -1,20 +0,0 @@
-package chart
-
-import (
-	"testing"
-	"time"
-
-	assert "github.com/blendlabs/go-assert"
-	"github.com/wcharczuk/go-chart/date"
-)
-
-func TestNYSEMarketHoursDelta(t *testing.T) {
-	assert := assert.New(t)
-
-	r := &NYSEMarketHoursRange{
-		Min: time.Date(2016, 07, 19, 9, 30, 0, 0, date.Eastern()),
-		Max: time.Date(2016, 07, 22, 16, 00, 0, 0, date.Eastern()),
-	}
-
-	assert.NotZero(r.GetDelta())
-}