Martin Molinero
dbddeded9b
- Add missing documentation on `CashAmount` equality operators - Make `Holding.ConversionRate` nullable
974 lines
30 KiB
C#
974 lines
30 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*/
|
|
|
|
using System;
|
|
using System.Collections.Generic;
|
|
using System.Runtime.Serialization;
|
|
using Newtonsoft.Json;
|
|
using Newtonsoft.Json.Converters;
|
|
using QuantConnect.Securities;
|
|
|
|
namespace QuantConnect
|
|
{
|
|
/// <summary>
|
|
/// Shortcut date format strings
|
|
/// </summary>
|
|
public static class DateFormat
|
|
{
|
|
/// Year-Month-Date 6 Character Date Representation
|
|
public const string SixCharacter = "yyMMdd";
|
|
/// YYYY-MM-DD Eight Character Date Representation
|
|
public const string EightCharacter = "yyyyMMdd";
|
|
/// Daily and hourly time format
|
|
public const string TwelveCharacter = "yyyyMMdd HH:mm";
|
|
/// JSON Format Date Representation
|
|
public static string JsonFormat = "yyyy-MM-ddTHH:mm:ss";
|
|
/// MySQL Format Date Representation
|
|
public const string DB = "yyyy-MM-dd HH:mm:ss";
|
|
/// QuantConnect UX Date Representation
|
|
public const string UI = "yyyy-MM-dd HH:mm:ss";
|
|
/// en-US format
|
|
public const string US = "M/d/yyyy h:mm:ss tt";
|
|
/// Date format of QC forex data
|
|
public const string Forex = "yyyyMMdd HH:mm:ss.ffff";
|
|
/// YYYYMM Year and Month Character Date Representation (used for futures)
|
|
public const string YearMonth = "yyyyMM";
|
|
}
|
|
|
|
/// <summary>
|
|
/// Singular holding of assets from backend live nodes:
|
|
/// </summary>
|
|
[JsonObject]
|
|
public class Holding
|
|
{
|
|
/// Symbol of the Holding:
|
|
public Symbol Symbol = Symbol.Empty;
|
|
|
|
/// Type of the security
|
|
public SecurityType Type;
|
|
|
|
/// The currency symbol of the holding, such as $
|
|
public string CurrencySymbol;
|
|
|
|
/// Average Price of our Holding in the currency the symbol is traded in
|
|
public decimal AveragePrice;
|
|
|
|
/// Quantity of Symbol We Hold.
|
|
public decimal Quantity;
|
|
|
|
/// Current Market Price of the Asset in the currency the symbol is traded in
|
|
public decimal MarketPrice;
|
|
|
|
/// Current market conversion rate into the account currency
|
|
public decimal? ConversionRate;
|
|
|
|
/// Current market value of the holding
|
|
public decimal MarketValue;
|
|
|
|
/// Current unrealized P/L of the holding
|
|
public decimal UnrealizedPnL;
|
|
|
|
/// Create a new default holding:
|
|
public Holding()
|
|
{
|
|
CurrencySymbol = "$";
|
|
}
|
|
|
|
/// <summary>
|
|
/// Create a simple JSON holdings from a Security holding class.
|
|
/// </summary>
|
|
/// <param name="security">The security instance</param>
|
|
public Holding(Security security)
|
|
: this()
|
|
{
|
|
var holding = security.Holdings;
|
|
|
|
Symbol = holding.Symbol;
|
|
Type = holding.Type;
|
|
Quantity = holding.Quantity;
|
|
MarketValue = holding.HoldingsValue;
|
|
CurrencySymbol = Currencies.GetCurrencySymbol(security.QuoteCurrency.Symbol);
|
|
ConversionRate = security.QuoteCurrency.ConversionRate;
|
|
|
|
var rounding = 2;
|
|
if (holding.Type == SecurityType.Forex || holding.Type == SecurityType.Cfd)
|
|
{
|
|
rounding = 5;
|
|
}
|
|
//do not round crypto
|
|
else if (holding.Type == SecurityType.Crypto)
|
|
{
|
|
rounding = 28;
|
|
}
|
|
|
|
|
|
AveragePrice = Math.Round(holding.AveragePrice, rounding);
|
|
MarketPrice = Math.Round(holding.Price, rounding);
|
|
UnrealizedPnL = Math.Round(holding.UnrealizedProfit, 2);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Clones this instance
|
|
/// </summary>
|
|
/// <returns>A new Holding object with the same values as this one</returns>
|
|
public Holding Clone()
|
|
{
|
|
return new Holding
|
|
{
|
|
AveragePrice = AveragePrice,
|
|
Symbol = Symbol,
|
|
Type = Type,
|
|
Quantity = Quantity,
|
|
MarketPrice = MarketPrice,
|
|
MarketValue = MarketValue,
|
|
UnrealizedPnL = UnrealizedPnL,
|
|
ConversionRate = ConversionRate,
|
|
CurrencySymbol = CurrencySymbol
|
|
};
|
|
}
|
|
|
|
/// <summary>
|
|
/// Writes out the properties of this instance to string
|
|
/// </summary>
|
|
public override string ToString()
|
|
{
|
|
var value = string.Format("{0}: {1} @ {2}{3} - Market: {2}{4}", Symbol.Value, Quantity, CurrencySymbol, AveragePrice, MarketPrice);
|
|
|
|
if (ConversionRate != 1m)
|
|
{
|
|
value += string.Format(" - Conversion: {0}", ConversionRate);
|
|
}
|
|
|
|
return value;
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Processing runmode of the backtest.
|
|
/// </summary>
|
|
/// <obsolete>The runmode enum is now obsolete and all tasks are run in series mode. This was done to ensure algorithms have memory of the day before.</obsolete>
|
|
public enum RunMode
|
|
{
|
|
/// Automatically detect the runmode of the algorithm: series for minute data, parallel for second-tick
|
|
Automatic,
|
|
/// Series runmode for the algorithm
|
|
Series,
|
|
/// Parallel runmode for the algorithm
|
|
Parallel
|
|
}
|
|
|
|
/// <summary>
|
|
/// Represents the types of environments supported by brokerages for trading
|
|
/// </summary>
|
|
[JsonConverter(typeof(StringEnumConverter))]
|
|
public enum BrokerageEnvironment
|
|
{
|
|
/// <summary>
|
|
/// Live trading
|
|
/// </summary>
|
|
[EnumMember(Value = "live")]
|
|
Live,
|
|
|
|
/// <summary>
|
|
/// Paper trading
|
|
/// </summary>
|
|
[EnumMember(Value = "paper")]
|
|
Paper
|
|
}
|
|
|
|
/// <summary>
|
|
/// Multilanguage support enum: which language is this project for the interop bridge converter.
|
|
/// </summary>
|
|
[JsonConverter(typeof(StringEnumConverter))]
|
|
public enum Language
|
|
{
|
|
/// <summary>
|
|
/// C# Language Project
|
|
/// </summary>
|
|
[EnumMember(Value = "C#")]
|
|
CSharp,
|
|
|
|
/// <summary>
|
|
/// FSharp Project
|
|
/// </summary>
|
|
[EnumMember(Value = "F#")]
|
|
FSharp,
|
|
|
|
/// <summary>
|
|
/// Visual Basic Project
|
|
/// </summary>
|
|
[EnumMember(Value = "VB")]
|
|
VisualBasic,
|
|
|
|
/// <summary>
|
|
/// Java Language Project
|
|
/// </summary>
|
|
[EnumMember(Value = "Ja")]
|
|
Java,
|
|
|
|
/// <summary>
|
|
/// Python Language Project
|
|
/// </summary>
|
|
[EnumMember(Value = "Py")]
|
|
Python
|
|
}
|
|
|
|
|
|
/// <summary>
|
|
/// User / Algorithm Job Subscription Level
|
|
/// </summary>
|
|
public enum UserPlan
|
|
{
|
|
/// <summary>
|
|
/// Free User (Backtesting).
|
|
/// </summary>
|
|
Free,
|
|
|
|
/// <summary>
|
|
/// Hobbyist User with Included 512mb Server.
|
|
/// </summary>
|
|
Hobbyist,
|
|
|
|
/// <summary>
|
|
/// Professional plan for financial advisors
|
|
/// </summary>
|
|
Professional
|
|
}
|
|
|
|
|
|
/// <summary>
|
|
/// Live server types available through the web IDE. / QC deployment.
|
|
/// </summary>
|
|
public enum ServerType
|
|
{
|
|
/// <summary>
|
|
/// Additional server
|
|
/// </summary>
|
|
Server512,
|
|
|
|
/// <summary>
|
|
/// Upgraded server
|
|
/// </summary>
|
|
Server1024,
|
|
|
|
/// <summary>
|
|
/// Server with 2048 MB Ram.
|
|
/// </summary>
|
|
Server2048
|
|
}
|
|
|
|
|
|
/// <summary>
|
|
/// Type of tradable security / underlying asset
|
|
/// </summary>
|
|
public enum SecurityType
|
|
{
|
|
/// <summary>
|
|
/// Base class for all security types:
|
|
/// </summary>
|
|
Base,
|
|
|
|
/// <summary>
|
|
/// US Equity Security
|
|
/// </summary>
|
|
Equity,
|
|
|
|
/// <summary>
|
|
/// Option Security Type
|
|
/// </summary>
|
|
Option,
|
|
|
|
/// <summary>
|
|
/// Commodity Security Type
|
|
/// </summary>
|
|
Commodity,
|
|
|
|
/// <summary>
|
|
/// FOREX Security
|
|
/// </summary>
|
|
Forex,
|
|
|
|
/// <summary>
|
|
/// Future Security Type
|
|
/// </summary>
|
|
Future,
|
|
|
|
/// <summary>
|
|
/// Contract For a Difference Security Type.
|
|
/// </summary>
|
|
Cfd,
|
|
|
|
/// <summary>
|
|
/// Cryptocurrency Security Type.
|
|
/// </summary>
|
|
Crypto
|
|
}
|
|
|
|
/// <summary>
|
|
/// Account type: margin or cash
|
|
/// </summary>
|
|
public enum AccountType
|
|
{
|
|
/// <summary>
|
|
/// Margin account type
|
|
/// </summary>
|
|
Margin,
|
|
|
|
/// <summary>
|
|
/// Cash account type
|
|
/// </summary>
|
|
Cash
|
|
}
|
|
|
|
/// <summary>
|
|
/// Market data style: is the market data a summary (OHLC style) bar, or is it a time-price value.
|
|
/// </summary>
|
|
public enum MarketDataType
|
|
{
|
|
/// Base market data type
|
|
Base,
|
|
/// TradeBar market data type (OHLC summary bar)
|
|
TradeBar,
|
|
/// Tick market data type (price-time pair)
|
|
Tick,
|
|
/// Data associated with an instrument
|
|
Auxiliary,
|
|
/// QuoteBar market data type [Bid(OHLC), Ask(OHLC) and Mid(OHLC) summary bar]
|
|
QuoteBar,
|
|
/// Option chain data
|
|
OptionChain,
|
|
/// Futures chain data
|
|
FuturesChain
|
|
}
|
|
|
|
/// <summary>
|
|
/// Datafeed enum options for selecting the source of the datafeed.
|
|
/// </summary>
|
|
public enum DataFeedEndpoint
|
|
{
|
|
/// Backtesting Datafeed Endpoint
|
|
Backtesting,
|
|
/// Loading files off the local system
|
|
FileSystem,
|
|
/// Getting datafeed from a QC-Live-Cloud
|
|
LiveTrading,
|
|
/// Database
|
|
Database
|
|
}
|
|
|
|
/// <summary>
|
|
/// Cloud storage permission options.
|
|
/// </summary>
|
|
public enum StoragePermissions
|
|
{
|
|
/// Public Storage Permissions
|
|
Public,
|
|
|
|
/// Authenticated Read Storage Permissions
|
|
Authenticated
|
|
}
|
|
|
|
/// <summary>
|
|
/// Types of tick data
|
|
/// </summary>
|
|
/// <remarks>QuantConnect currently only has trade, quote, open interest tick data.</remarks>
|
|
public enum TickType
|
|
{
|
|
/// Trade type tick object.
|
|
Trade,
|
|
/// Quote type tick object.
|
|
Quote,
|
|
/// Open Interest type tick object (for options, futures)
|
|
OpenInterest
|
|
}
|
|
|
|
/// <summary>
|
|
/// Specifies the type of <see cref="QuantConnect.Data.Market.Delisting"/> data
|
|
/// </summary>
|
|
public enum DelistingType
|
|
{
|
|
/// <summary>
|
|
/// Specifies a warning of an imminent delisting
|
|
/// </summary>
|
|
Warning = 0,
|
|
|
|
/// <summary>
|
|
/// Specifies the symbol has been delisted
|
|
/// </summary>
|
|
Delisted = 1
|
|
}
|
|
|
|
/// <summary>
|
|
/// Specifies the type of <see cref="QuantConnect.Data.Market.Split"/> data
|
|
/// </summary>
|
|
public enum SplitType
|
|
{
|
|
/// <summary>
|
|
/// Specifies a warning of an imminent split event
|
|
/// </summary>
|
|
Warning = 0,
|
|
|
|
/// <summary>
|
|
/// Specifies the symbol has been split
|
|
/// </summary>
|
|
SplitOccurred = 1
|
|
}
|
|
|
|
/// <summary>
|
|
/// Resolution of data requested.
|
|
/// </summary>
|
|
/// <remarks>Always sort the enum from the smallest to largest resolution</remarks>
|
|
public enum Resolution
|
|
{
|
|
/// Tick Resolution (1)
|
|
Tick,
|
|
/// Second Resolution (2)
|
|
Second,
|
|
/// Minute Resolution (3)
|
|
Minute,
|
|
/// Hour Resolution (4)
|
|
Hour,
|
|
/// Daily Resolution (5)
|
|
Daily
|
|
}
|
|
|
|
/// <summary>
|
|
/// Specifies the different types of options
|
|
/// </summary>
|
|
public enum OptionRight
|
|
{
|
|
/// <summary>
|
|
/// A call option, the right to buy at the strike price
|
|
/// </summary>
|
|
Call,
|
|
|
|
/// <summary>
|
|
/// A put option, the right to sell at the strike price
|
|
/// </summary>
|
|
Put
|
|
}
|
|
|
|
/// <summary>
|
|
/// Specifies the style of an option
|
|
/// </summary>
|
|
public enum OptionStyle
|
|
{
|
|
/// <summary>
|
|
/// American style options are able to be exercised at any time on or before the expiration date
|
|
/// </summary>
|
|
American,
|
|
|
|
/// <summary>
|
|
/// European style options are able to be exercised on the expiration date only.
|
|
/// </summary>
|
|
European
|
|
}
|
|
|
|
/// <summary>
|
|
/// Specifies the type of settlement in derivative deals
|
|
/// </summary>
|
|
public enum SettlementType
|
|
{
|
|
/// <summary>
|
|
/// Physical delivery of the underlying security
|
|
/// </summary>
|
|
PhysicalDelivery,
|
|
|
|
/// <summary>
|
|
/// Cash is paid/received on settlement
|
|
/// </summary>
|
|
Cash
|
|
}
|
|
|
|
/// <summary>
|
|
/// Wrapper for algorithm status enum to include the charting subscription.
|
|
/// </summary>
|
|
public class AlgorithmControl
|
|
{
|
|
/// <summary>
|
|
/// Default initializer for algorithm control class.
|
|
/// </summary>
|
|
public AlgorithmControl()
|
|
{
|
|
// default to true, API can override
|
|
Initialized = false;
|
|
HasSubscribers = true;
|
|
Status = AlgorithmStatus.Running;
|
|
ChartSubscription = "Strategy Equity";
|
|
}
|
|
|
|
/// <summary>
|
|
/// Register this control packet as not defaults.
|
|
/// </summary>
|
|
public bool Initialized;
|
|
|
|
/// <summary>
|
|
/// Current run status of the algorithm id.
|
|
/// </summary>
|
|
public AlgorithmStatus Status;
|
|
|
|
/// <summary>
|
|
/// Currently requested chart.
|
|
/// </summary>
|
|
public string ChartSubscription;
|
|
|
|
/// <summary>
|
|
/// True if there's subscribers on the channel
|
|
/// </summary>
|
|
public bool HasSubscribers;
|
|
}
|
|
|
|
/// <summary>
|
|
/// States of a live deployment.
|
|
/// </summary>
|
|
public enum AlgorithmStatus
|
|
{
|
|
/// Error compiling algorithm at start
|
|
DeployError, //1
|
|
/// Waiting for a server
|
|
InQueue, //2
|
|
/// Running algorithm
|
|
Running, //3
|
|
/// Stopped algorithm or exited with runtime errors
|
|
Stopped, //4
|
|
/// Liquidated algorithm
|
|
Liquidated, //5
|
|
/// Algorithm has been deleted
|
|
Deleted, //6
|
|
/// Algorithm completed running
|
|
Completed, //7
|
|
/// Runtime Error Stoped Algorithm
|
|
RuntimeError, //8
|
|
/// Error in the algorithm id (not used).
|
|
Invalid,
|
|
/// The algorithm is logging into the brokerage
|
|
LoggingIn,
|
|
/// The algorithm is initializing
|
|
Initializing,
|
|
/// History status update
|
|
History
|
|
}
|
|
|
|
/// <summary>
|
|
/// Specifies where a subscription's data comes from
|
|
/// </summary>
|
|
public enum SubscriptionTransportMedium
|
|
{
|
|
/// <summary>
|
|
/// The subscription's data comes from disk
|
|
/// </summary>
|
|
LocalFile,
|
|
|
|
/// <summary>
|
|
/// The subscription's data is downloaded from a remote source
|
|
/// </summary>
|
|
RemoteFile,
|
|
|
|
/// <summary>
|
|
/// The subscription's data comes from a rest call that is polled and returns a single line/data point of information
|
|
/// </summary>
|
|
Rest
|
|
}
|
|
|
|
/// <summary>
|
|
/// enum Period - Enum of all the analysis periods, AS integers. Reference "Period" Array to access the values
|
|
/// </summary>
|
|
public enum Period
|
|
{
|
|
/// Period Short Codes - 10
|
|
TenSeconds = 10,
|
|
/// Period Short Codes - 30 Second
|
|
ThirtySeconds = 30,
|
|
/// Period Short Codes - 60 Second
|
|
OneMinute = 60,
|
|
/// Period Short Codes - 120 Second
|
|
TwoMinutes = 120,
|
|
/// Period Short Codes - 180 Second
|
|
ThreeMinutes = 180,
|
|
/// Period Short Codes - 300 Second
|
|
FiveMinutes = 300,
|
|
/// Period Short Codes - 600 Second
|
|
TenMinutes = 600,
|
|
/// Period Short Codes - 900 Second
|
|
FifteenMinutes = 900,
|
|
/// Period Short Codes - 1200 Second
|
|
TwentyMinutes = 1200,
|
|
/// Period Short Codes - 1800 Second
|
|
ThirtyMinutes = 1800,
|
|
/// Period Short Codes - 3600 Second
|
|
OneHour = 3600,
|
|
/// Period Short Codes - 7200 Second
|
|
TwoHours = 7200,
|
|
/// Period Short Codes - 14400 Second
|
|
FourHours = 14400,
|
|
/// Period Short Codes - 21600 Second
|
|
SixHours = 21600
|
|
}
|
|
|
|
/// <summary>
|
|
/// Specifies how data is normalized before being sent into an algorithm
|
|
/// </summary>
|
|
public enum DataNormalizationMode
|
|
{
|
|
/// <summary>
|
|
/// The raw price with dividends added to cash book
|
|
/// </summary>
|
|
Raw,
|
|
/// <summary>
|
|
/// The adjusted prices with splits and dividendends factored in
|
|
/// </summary>
|
|
Adjusted,
|
|
/// <summary>
|
|
/// The adjusted prices with only splits factored in, dividends paid out to the cash book
|
|
/// </summary>
|
|
SplitAdjusted,
|
|
/// <summary>
|
|
/// The split adjusted price plus dividends
|
|
/// </summary>
|
|
TotalReturn
|
|
}
|
|
|
|
/// <summary>
|
|
/// Global Market Short Codes and their full versions: (used in tick objects)
|
|
/// </summary>
|
|
public static class MarketCodes
|
|
{
|
|
/// US Market Codes
|
|
public static Dictionary<string, string> US = new Dictionary<string, string>()
|
|
{
|
|
{"A", "American Stock Exchange"},
|
|
{"B", "Boston Stock Exchange"},
|
|
{"C", "National Stock Exchange"},
|
|
{"D", "FINRA ADF"},
|
|
{"I", "International Securities Exchange"},
|
|
{"J", "Direct Edge A"},
|
|
{"K", "Direct Edge X"},
|
|
{"M", "Chicago Stock Exchange"},
|
|
{"N", "New York Stock Exchange"},
|
|
{"P", "Nyse Arca Exchange"},
|
|
{"Q", "NASDAQ OMX"},
|
|
{"T", "NASDAQ OMX"},
|
|
{"U", "OTC Bulletin Board"},
|
|
{"u", "Over-the-Counter trade in Non-NASDAQ issue"},
|
|
{"W", "Chicago Board Options Exchange"},
|
|
{"X", "Philadelphia Stock Exchange"},
|
|
{"Y", "BATS Y-Exchange, Inc"},
|
|
{"Z", "BATS Exchange, Inc"},
|
|
{"IEX", "Investors Exchange"},
|
|
};
|
|
|
|
/// Canada Market Short Codes:
|
|
public static Dictionary<string, string> Canada = new Dictionary<string, string>()
|
|
{
|
|
{"T", "Toronto"},
|
|
{"V", "Venture"}
|
|
};
|
|
}
|
|
|
|
/// <summary>
|
|
/// Defines the different channel status values
|
|
/// </summary>
|
|
public static class ChannelStatus
|
|
{
|
|
/// <summary>
|
|
/// The channel is empty
|
|
/// </summary>
|
|
public const string Vacated = "channel_vacated";
|
|
/// <summary>
|
|
/// The channel has subscribers
|
|
/// </summary>
|
|
public const string Occupied = "channel_occupied";
|
|
}
|
|
|
|
/// <summary>
|
|
/// US Public Holidays - Not Tradeable:
|
|
/// </summary>
|
|
public static class USHoliday
|
|
{
|
|
/// <summary>
|
|
/// Public Holidays
|
|
/// </summary>
|
|
public static readonly HashSet<DateTime> Dates = new HashSet<DateTime>
|
|
{
|
|
/* New Years Day*/
|
|
new DateTime(1998, 01, 01),
|
|
new DateTime(1999, 01, 01),
|
|
new DateTime(2001, 01, 01),
|
|
new DateTime(2002, 01, 01),
|
|
new DateTime(2003, 01, 01),
|
|
new DateTime(2004, 01, 01),
|
|
new DateTime(2006, 01, 02),
|
|
new DateTime(2007, 01, 01),
|
|
new DateTime(2008, 01, 01),
|
|
new DateTime(2009, 01, 01),
|
|
new DateTime(2010, 01, 01),
|
|
new DateTime(2011, 01, 01),
|
|
new DateTime(2012, 01, 02),
|
|
new DateTime(2013, 01, 01),
|
|
new DateTime(2014, 01, 01),
|
|
new DateTime(2015, 01, 01),
|
|
new DateTime(2016, 01, 01),
|
|
new DateTime(2017, 01, 02),
|
|
new DateTime(2018, 01, 01),
|
|
new DateTime(2019, 01, 01),
|
|
new DateTime(2020, 01, 01),
|
|
new DateTime(2021, 01, 01),
|
|
new DateTime(2022, 01, 01),
|
|
new DateTime(2023, 01, 02),
|
|
|
|
/* Day of Mouring */
|
|
new DateTime(2007, 01, 02),
|
|
|
|
/* World Trade Center */
|
|
new DateTime(2001, 09, 11),
|
|
new DateTime(2001, 09, 12),
|
|
new DateTime(2001, 09, 13),
|
|
new DateTime(2001, 09, 14),
|
|
|
|
/* Regan Funeral */
|
|
new DateTime(2004, 06, 11),
|
|
|
|
/* Hurricane Sandy */
|
|
new DateTime(2012, 10, 29),
|
|
new DateTime(2012, 10, 30),
|
|
|
|
/* Martin Luther King Jnr Day*/
|
|
new DateTime(1998, 01, 19),
|
|
new DateTime(1999, 01, 18),
|
|
new DateTime(2000, 01, 17),
|
|
new DateTime(2001, 01, 15),
|
|
new DateTime(2002, 01, 21),
|
|
new DateTime(2003, 01, 20),
|
|
new DateTime(2004, 01, 19),
|
|
new DateTime(2005, 01, 17),
|
|
new DateTime(2006, 01, 16),
|
|
new DateTime(2007, 01, 15),
|
|
new DateTime(2008, 01, 21),
|
|
new DateTime(2009, 01, 19),
|
|
new DateTime(2010, 01, 18),
|
|
new DateTime(2011, 01, 17),
|
|
new DateTime(2012, 01, 16),
|
|
new DateTime(2013, 01, 21),
|
|
new DateTime(2014, 01, 20),
|
|
new DateTime(2015, 01, 19),
|
|
new DateTime(2016, 01, 18),
|
|
new DateTime(2017, 01, 16),
|
|
new DateTime(2018, 01, 15),
|
|
new DateTime(2019, 01, 21),
|
|
new DateTime(2020, 01, 20),
|
|
new DateTime(2021, 01, 18),
|
|
new DateTime(2022, 01, 17),
|
|
new DateTime(2023, 01, 16),
|
|
|
|
/* Washington / Presidents Day */
|
|
new DateTime(1998, 02, 16),
|
|
new DateTime(1999, 02, 15),
|
|
new DateTime(2000, 02, 21),
|
|
new DateTime(2001, 02, 19),
|
|
new DateTime(2002, 02, 18),
|
|
new DateTime(2003, 02, 17),
|
|
new DateTime(2004, 02, 16),
|
|
new DateTime(2005, 02, 21),
|
|
new DateTime(2006, 02, 20),
|
|
new DateTime(2007, 02, 19),
|
|
new DateTime(2008, 02, 18),
|
|
new DateTime(2009, 02, 16),
|
|
new DateTime(2010, 02, 15),
|
|
new DateTime(2011, 02, 21),
|
|
new DateTime(2012, 02, 20),
|
|
new DateTime(2013, 02, 18),
|
|
new DateTime(2014, 02, 17),
|
|
new DateTime(2015, 02, 16),
|
|
new DateTime(2016, 02, 15),
|
|
new DateTime(2017, 02, 20),
|
|
new DateTime(2018, 02, 19),
|
|
new DateTime(2019, 02, 18),
|
|
new DateTime(2020, 02, 17),
|
|
new DateTime(2021, 02, 15),
|
|
new DateTime(2022, 02, 21),
|
|
new DateTime(2023, 02, 20),
|
|
|
|
/* Good Friday */
|
|
new DateTime(1998, 04, 10),
|
|
new DateTime(1999, 04, 02),
|
|
new DateTime(2000, 04, 21),
|
|
new DateTime(2001, 04, 13),
|
|
new DateTime(2002, 03, 29),
|
|
new DateTime(2003, 04, 18),
|
|
new DateTime(2004, 04, 09),
|
|
new DateTime(2005, 03, 25),
|
|
new DateTime(2006, 04, 14),
|
|
new DateTime(2007, 04, 06),
|
|
new DateTime(2008, 03, 21),
|
|
new DateTime(2009, 04, 10),
|
|
new DateTime(2010, 04, 02),
|
|
new DateTime(2011, 04, 22),
|
|
new DateTime(2012, 04, 06),
|
|
new DateTime(2013, 03, 29),
|
|
new DateTime(2014, 04, 18),
|
|
new DateTime(2015, 04, 03),
|
|
new DateTime(2016, 03, 25),
|
|
new DateTime(2017, 04, 14),
|
|
new DateTime(2018, 03, 30),
|
|
new DateTime(2019, 04, 19),
|
|
new DateTime(2020, 04, 10),
|
|
new DateTime(2021, 04, 02),
|
|
new DateTime(2022, 04, 15),
|
|
new DateTime(2023, 04, 07),
|
|
|
|
/* Memorial Day */
|
|
new DateTime(1998, 05, 25),
|
|
new DateTime(1999, 05, 31),
|
|
new DateTime(2000, 05, 29),
|
|
new DateTime(2001, 05, 28),
|
|
new DateTime(2002, 05, 27),
|
|
new DateTime(2003, 05, 26),
|
|
new DateTime(2004, 05, 31),
|
|
new DateTime(2005, 05, 30),
|
|
new DateTime(2006, 05, 29),
|
|
new DateTime(2007, 05, 28),
|
|
new DateTime(2008, 05, 26),
|
|
new DateTime(2009, 05, 25),
|
|
new DateTime(2010, 05, 31),
|
|
new DateTime(2011, 05, 30),
|
|
new DateTime(2012, 05, 28),
|
|
new DateTime(2013, 05, 27),
|
|
new DateTime(2014, 05, 26),
|
|
new DateTime(2015, 05, 25),
|
|
new DateTime(2016, 05, 30),
|
|
new DateTime(2017, 05, 29),
|
|
new DateTime(2018, 05, 28),
|
|
new DateTime(2019, 05, 27),
|
|
new DateTime(2020, 05, 25),
|
|
new DateTime(2021, 05, 31),
|
|
new DateTime(2022, 05, 30),
|
|
new DateTime(2023, 05, 29),
|
|
|
|
/* Independence Day */
|
|
new DateTime(1998, 07, 03),
|
|
new DateTime(1999, 07, 05),
|
|
new DateTime(2000, 07, 04),
|
|
new DateTime(2001, 07, 04),
|
|
new DateTime(2002, 07, 04),
|
|
new DateTime(2003, 07, 04),
|
|
new DateTime(2004, 07, 05),
|
|
new DateTime(2005, 07, 04),
|
|
new DateTime(2006, 07, 04),
|
|
new DateTime(2007, 07, 04),
|
|
new DateTime(2008, 07, 04),
|
|
new DateTime(2009, 07, 03),
|
|
new DateTime(2010, 07, 05),
|
|
new DateTime(2011, 07, 04),
|
|
new DateTime(2012, 07, 04),
|
|
new DateTime(2013, 07, 04),
|
|
new DateTime(2014, 07, 04),
|
|
new DateTime(2014, 07, 04),
|
|
new DateTime(2015, 07, 03),
|
|
new DateTime(2016, 07, 04),
|
|
new DateTime(2017, 07, 04),
|
|
new DateTime(2018, 07, 04),
|
|
new DateTime(2019, 07, 04),
|
|
new DateTime(2020, 07, 04),
|
|
new DateTime(2021, 07, 05),
|
|
new DateTime(2022, 07, 04),
|
|
new DateTime(2023, 07, 04),
|
|
|
|
/* Labor Day */
|
|
new DateTime(1998, 09, 07),
|
|
new DateTime(1999, 09, 06),
|
|
new DateTime(2000, 09, 04),
|
|
new DateTime(2001, 09, 03),
|
|
new DateTime(2002, 09, 02),
|
|
new DateTime(2003, 09, 01),
|
|
new DateTime(2004, 09, 06),
|
|
new DateTime(2005, 09, 05),
|
|
new DateTime(2006, 09, 04),
|
|
new DateTime(2007, 09, 03),
|
|
new DateTime(2008, 09, 01),
|
|
new DateTime(2009, 09, 07),
|
|
new DateTime(2010, 09, 06),
|
|
new DateTime(2011, 09, 05),
|
|
new DateTime(2012, 09, 03),
|
|
new DateTime(2013, 09, 02),
|
|
new DateTime(2014, 09, 01),
|
|
new DateTime(2015, 09, 07),
|
|
new DateTime(2016, 09, 05),
|
|
new DateTime(2017, 09, 04),
|
|
new DateTime(2018, 09, 03),
|
|
new DateTime(2019, 09, 02),
|
|
new DateTime(2020, 09, 07),
|
|
new DateTime(2021, 09, 06),
|
|
new DateTime(2022, 09, 05),
|
|
new DateTime(2023, 09, 04),
|
|
|
|
/* Thanksgiving Day */
|
|
new DateTime(1998, 11, 26),
|
|
new DateTime(1999, 11, 25),
|
|
new DateTime(2000, 11, 23),
|
|
new DateTime(2001, 11, 22),
|
|
new DateTime(2002, 11, 28),
|
|
new DateTime(2003, 11, 27),
|
|
new DateTime(2004, 11, 25),
|
|
new DateTime(2005, 11, 24),
|
|
new DateTime(2006, 11, 23),
|
|
new DateTime(2007, 11, 22),
|
|
new DateTime(2008, 11, 27),
|
|
new DateTime(2009, 11, 26),
|
|
new DateTime(2010, 11, 25),
|
|
new DateTime(2011, 11, 24),
|
|
new DateTime(2012, 11, 22),
|
|
new DateTime(2013, 11, 28),
|
|
new DateTime(2014, 11, 27),
|
|
new DateTime(2015, 11, 26),
|
|
new DateTime(2016, 11, 24),
|
|
new DateTime(2017, 11, 23),
|
|
new DateTime(2018, 11, 22),
|
|
new DateTime(2019, 11, 28),
|
|
new DateTime(2020, 11, 26),
|
|
new DateTime(2021, 11, 25),
|
|
new DateTime(2022, 11, 24),
|
|
new DateTime(2023, 11, 23),
|
|
|
|
/* Christmas */
|
|
new DateTime(1998, 12, 25),
|
|
new DateTime(1999, 12, 24),
|
|
new DateTime(2000, 12, 25),
|
|
new DateTime(2001, 12, 25),
|
|
new DateTime(2002, 12, 25),
|
|
new DateTime(2003, 12, 25),
|
|
new DateTime(2004, 12, 24),
|
|
new DateTime(2005, 12, 26),
|
|
new DateTime(2006, 12, 25),
|
|
new DateTime(2007, 12, 25),
|
|
new DateTime(2008, 12, 25),
|
|
new DateTime(2009, 12, 25),
|
|
new DateTime(2010, 12, 24),
|
|
new DateTime(2011, 12, 26),
|
|
new DateTime(2012, 12, 25),
|
|
new DateTime(2013, 12, 25),
|
|
new DateTime(2014, 12, 25),
|
|
new DateTime(2015, 12, 25),
|
|
new DateTime(2016, 12, 26),
|
|
new DateTime(2017, 12, 25),
|
|
new DateTime(2018, 12, 25),
|
|
new DateTime(2019, 12, 25),
|
|
new DateTime(2020, 12, 25),
|
|
new DateTime(2021, 12, 24),
|
|
new DateTime(2022, 12, 26),
|
|
new DateTime(2023, 12, 25)
|
|
};
|
|
}
|
|
}
|