using System;
using System.Collections;
using System.Collections.Generic;
using MarketData.Utils;
// Filename: DateGenerator.cs
// Author:Sean Kessler
namespace MarketData.Utils
{
/// DateGenerator - Generate Historical Dates
[Serializable]
public class DateGenerator
{
private Hashtable holidays=null;
public DateGenerator()
{
}
public DateTime GetPrevMonthStart(DateTime dateTime)
{
DateTime startDate = new DateTime(dateTime.Year, dateTime.Month, 1);
startDate = startDate.AddMonths(-1);
startDate = GetNextBusinessDay(startDate);
return startDate;
}
public DateTime GetCurrMonthStart(DateTime dateTime)
{
DateTime startDate = new DateTime(dateTime.Year, dateTime.Month, 1);
startDate = GetNextBusinessDay(startDate);
return startDate;
}
public DateGenerator(Hashtable holidays)
{
this.holidays=holidays;
}
public static int GetPrevMonth(int month)
{
if(1==month)return 12;
return month-1;
}
/// FindPrevBusinessDay - Finds previous business day
/// DateTime
public DateTime FindPrevBusinessDay(DateTime asOf)
{
TimeSpan oneDay=new TimeSpan(1,0,0,0);
asOf=asOf.Subtract(oneDay);
while(IsWeekend(asOf)||IsHoliday(asOf))asOf=asOf.Subtract(oneDay);
return asOf;
}
/// FindNextBusinessDays - Finds following business day
/// DateTime
public DateTime FindForwardBusinessDay(DateTime asOf,int daysForward)
{
for (int index = 0; index < daysForward; index++)
{
asOf = FindNextBusinessDay(asOf);
}
return asOf;
}
/// FindNextBusinessDay - Finds following business day
/// DateTime
public DateTime FindNextBusinessDay(DateTime asOf)
{
TimeSpan oneDay=new TimeSpan(1,0,0,0);
asOf=asOf.Add(oneDay);
while(IsWeekend(asOf)||IsHoliday(asOf))asOf=asOf.Add(oneDay);
return asOf;
}
/// GetPrevBusinessDay - Gets previous business day
/// If the given date is a business day then this method will return the given date
/// None
public DateTime GetPrevBusinessDay(DateTime asOf)
{
TimeSpan oneDay=new TimeSpan(1,0,0,0);
while(IsWeekend(asOf)||IsHoliday(asOf))asOf=asOf.Subtract(oneDay);
return asOf;
}
/// GetNextBusinessDay - Gets next business day
/// If the given date is a business day then this method will return the given date
/// None
public DateTime GetNextBusinessDay(DateTime asOf)
{
TimeSpan oneDay=new TimeSpan(1,0,0,0);
while(IsWeekend(asOf)||IsHoliday(asOf))asOf=asOf.Add(oneDay);
return asOf;
}
/// GetNextDay - Gets next business day
/// If the given date is a business day then this method will return the given date
/// None
public DateTime GetNextDay(DateTime asOf)
{
return asOf.Add(Utility.OneDay);
}
/// GetPrevFriday - Gets date of prior friday
/// Get the date of the previous friday - if previous Friday is holiday will seek previous business day
/// None
public DateTime GetPrevFriday(DateTime asOf)
{
TimeSpan oneDay=new TimeSpan(1,0,0,0);
List historicalDates=null;
int daysToFetch=7;
if(DayOfWeek.Friday==asOf.DayOfWeek)
{
asOf=asOf.Subtract(oneDay);
daysToFetch--;
}
historicalDates=GenerateHistoricalDates(asOf,daysToFetch);
for(int index=0;index endDate)
{
TimeSpan timeSpan = startDate.Date - endDate.Date;
return (int)timeSpan.TotalDays;
}
else
{
TimeSpan timeSpan = endDate.Date - startDate.Date;
return (int)timeSpan.TotalDays;
}
}
public static List GenerateHistoricalYear(int startYear,int years)
{
List yearsList = new List();
for (int index = 0; index < years; index++)
{
yearsList.Add(startYear);
startYear--;
}
return yearsList;
}
public List GenerateHistoricalDates(DateTime startDate, int dayCount)
{
List histDates=new List();
DateTime histDate;
TimeSpan singleDay;
startDate = startDate.Date;
histDate=startDate;
if(dayCount<0)singleDay=new TimeSpan(-1,0,0,0);
else singleDay=new TimeSpan(1,0,0,0);
dayCount=dayCount<0?-dayCount:dayCount;
while(histDates.Count GenerateHistoricalDates(DateTime startDate,DateTime endDate)
{
if (Utility.Epoch.Equals(startDate)||Utility.Epoch.Equals(endDate)) return null;
startDate = startDate.Date;
endDate = endDate.Date;
List histDates = new List();
DateTime histDate;
TimeSpan singleDay;
bool reverse = false;
if (endDate > startDate)
{
reverse = true;
DateTime swap = endDate;
endDate = startDate;
startDate = swap;
}
histDate=startDate;
singleDay=new TimeSpan(1,0,0,0);
while(histDate>=endDate)
{
if(IsMarketOpen(ref histDate))histDates.Add(histDate);
histDate=histDate.Subtract(singleDay);
}
if (reverse) histDates.Reverse();
return histDates;
}
// The function will figure out which date is the most recent and which one is the historical date.
// Generally, make startDate the most recent and endDate the historical date.
public List GenerateHistoricalDatesActual(DateTime startDate, DateTime endDate)
{
if (Utility.Epoch.Equals(startDate) || Utility.Epoch.Equals(endDate)) return null;
startDate = startDate.Date;
endDate = endDate.Date;
List histDates = new List();
DateTime histDate;
TimeSpan singleDay;
bool reverse = false;
if (endDate > startDate)
{
reverse = true;
DateTime swap = endDate;
endDate = startDate;
startDate = swap;
}
histDate = startDate;
singleDay = new TimeSpan(1, 0, 0, 0);
while (histDate >= endDate)
{
histDates.Add(histDate);
histDate = histDate.Subtract(singleDay);
}
if (reverse) histDates.Reverse();
return histDates;
}
private bool IsMarketOpen(ref DateTime dateTime)
{
if(IsWeekend(dateTime)||IsHoliday(dateTime))return false;
return true;
}
public bool IsWeekend(DateTime dateTime)
{
if(DayOfWeek.Sunday==dateTime.DayOfWeek || DayOfWeek.Saturday==dateTime.DayOfWeek)return true;
return false;
}
public bool IsHoliday(DateTime dateTime)
{
if(null==holidays)return false;
return holidays.Contains(dateTime.Date);
}
}
}