/// <summary>
/// Finds the next open date that follows the specified date, this functions expects a date, not a date time
/// </summary>
private DateTime GetNextOpenDateAfter(DateTime date)
{
do
{
date = date + Time.OneDay;
}while (!_exchange.DateIsOpen(date));
return(date);
}
/// <summary>
/// Define an enumerable date range of tradeable dates - skip the holidays and weekends when securities in this algorithm don't trade.
/// </summary>
/// <param name="exchange">The security to get tradeable dates for</param>
/// <param name="from">Start date</param>
/// <param name="thru">End date</param>
/// <returns>Enumerable date range</returns>
public static IEnumerable <DateTime> EachTradeableDay(SecurityExchange exchange, DateTime from, DateTime thru)
{
for (var day = from.Date; day.Date <= thru.Date; day = day.AddDays(1))
{
if (exchange.DateIsOpen(day))
{
yield return(day);
}
}
}
