Michael Handschuh
600e47a4d8
This was causing default instances to have open market hours. Since this type is only ever used in json deserialization, it should not specify default parameters. Allow consumers to determine what 'null' means
99 lines
3.3 KiB
C#
99 lines
3.3 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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using System;
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using Newtonsoft.Json;
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namespace QuantConnect.Packets
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{
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/// <summary>
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/// Market today information class
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/// </summary>
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public class MarketToday
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{
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/// <summary>
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/// Date this packet was generated.
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/// </summary>
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[JsonProperty(PropertyName = "date")]
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public DateTime Date { get; set; }
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/// <summary>
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/// Given the dates and times above, what is the current market status - open or closed.
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/// </summary>
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[JsonProperty(PropertyName = "status")]
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public string Status = "";
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/// <summary>
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/// Premarket hours for today
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/// </summary>
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[JsonProperty(PropertyName = "premarket")]
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public MarketHours PreMarket;
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/// <summary>
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/// Normal trading market hours for today
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/// </summary>
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[JsonProperty(PropertyName = "open")]
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public MarketHours Open;
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/// <summary>
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/// Post market hours for today
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/// </summary>
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[JsonProperty(PropertyName = "postmarket")]
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public MarketHours PostMarket;
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/// <summary>
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/// Default constructor (required for JSON serialization)
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/// </summary>
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public MarketToday()
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{ }
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}
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/// <summary>
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/// Market open hours model for pre, normal and post market hour definitions.
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/// </summary>
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public class MarketHours
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{
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/// <summary>
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/// Start time for this market hour category
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/// </summary>
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[JsonProperty(PropertyName = "start")]
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public DateTime Start;
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/// <summary>
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/// End time for this market hour category
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/// </summary>
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[JsonProperty(PropertyName = "end")]
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public DateTime End;
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/// <summary>
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/// Market hours initializer given an hours since midnight measure for the market hours today
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/// </summary>
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/// <param name="referenceDate">Reference date used for as base date from the specified hour offsets</param>
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/// <param name="defaultStart">Time in hours since midnight to start this open period.</param>
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/// <param name="defaultEnd">Time in hours since midnight to end this open period.</param>
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public MarketHours(DateTime referenceDate, double defaultStart, double defaultEnd)
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{
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Start = referenceDate.Date.AddHours(defaultStart);
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End = referenceDate.Date.AddHours(defaultEnd);
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if (defaultEnd == 24)
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{
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// when we mark it as the end of the day other code that relies on .TimeOfDay has issues
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End = End.AddTicks(-1);
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}
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}
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}
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}
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