AlexCatarino
5931a42d48
Implement a new overload to `Insight` constructor that accepts a `Func<DateTime, DateTime>` that is used to compute the `CloseTimeUtc` and `Period` after the `Insight` object is emitted (`SetPeriodAndCloseTime` method). Adds the static Expiry class with functions that can be used to compute a future date/time (expiry) given a date/time. Closes #3038
67 lines
2.2 KiB
C#
67 lines
2.2 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using System;
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namespace QuantConnect
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{
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/// <summary>
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/// Provides static functions that can be used to compute a future <see cref="DateTime"/> (expiry) given a <see cref="DateTime"/>.
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/// </summary>
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public static class Expiry
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{
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/// <summary>
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/// Computes a date/time one month after a given date/time (nth day to nth day)
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/// </summary>
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public static Func<DateTime, DateTime> OneMonth => dt => dt.AddMonths(1);
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/// <summary>
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/// Computes the end of day (mid-night of the next day) of given date/time
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/// </summary>
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public static Func<DateTime, DateTime> EndOfDay => dt => dt.AddDays(1).Date;
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/// <summary>
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/// Computes the end of week (next Monday) of given date/time
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/// </summary>
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public static Func<DateTime, DateTime> EndOfWeek
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{
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get
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{
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return dt =>
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{
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var value = 8 - (int)dt.DayOfWeek;
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if (value == 8) value = 1; // Sunday
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return dt.AddDays(value).Date;
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};
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}
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}
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/// <summary>
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/// Computes the end of month (1st of the next month) of given date/time
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/// </summary>
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public static Func<DateTime, DateTime> EndOfMonth
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{
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get
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{
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return dt =>
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{
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var value = 1 - dt.Day;
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return OneMonth(dt).AddDays(value).Date;
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};
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}
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}
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}
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} |