public static int CountBusinessDaysBetween(DateTime start, DateTime end)
{
var startDate = new Date(start);
var endDate = new Date(end);
int count = 0;
startDate += 1;
while (startDate < endDate)
{
if (Calendar.isBusinessDay(startDate))
{
count++;
}
startDate += 1;
}
return(count);
}
private IEnumerable <TradingDay> PopulateTradingDays(DateTime start, DateTime end)
{
var symbols = _securityManager.Keys;
var holidays = new HashSet <DateTime>();
foreach (var symbol in symbols)
{
var entry = _marketHoursDatabase.GetEntry(symbol.ID.Market, symbol, symbol.ID.SecurityType);
foreach (var holiday in entry.ExchangeHours.Holidays)
{
holidays.Add(holiday.Date);
}
}
var qlCalendar = new UnitedStates();
var options = symbols.Where(x => x.ID.SecurityType.IsOption()).ToList();
var futures = symbols.Where(x => x.ID.SecurityType == SecurityType.Future).ToList();
var totalDays = (int)(end.Date.AddDays(1.0) - start.Date).TotalDays;
if (totalDays < 0)
{
throw new ArgumentException(
$"TradingCalendar.PopulateTradingDays(): Total days is negative ({totalDays}), indicating reverse start and end times." +
$" Check your usage of TradingCalendar to ensure proper arrangement of variables");
}
foreach (var dayIdx in Enumerable.Range(0, totalDays))
{
var currentDate = start.Date.AddDays(dayIdx);
var publicHoliday = holidays.Contains(currentDate) || !qlCalendar.isBusinessDay(currentDate);
var weekend = currentDate.DayOfWeek == DayOfWeek.Sunday ||
currentDate.DayOfWeek == DayOfWeek.Saturday;
var businessDay = !publicHoliday && !weekend;
yield return
(new TradingDay
{
Date = currentDate,
PublicHoliday = publicHoliday,
Weekend = weekend,
BusinessDay = businessDay,
OptionExpirations = options.Where(x => x.ID.Date.Date == currentDate),
FutureExpirations = futures.Where(x => x.ID.Date.Date == currentDate)
});
}
}
private IEnumerable <TradingDay> PopulateTradingDays(DateTime start, DateTime end)
{
var symbols = _securityManager.Keys;
var holidays = new HashSet <DateTime>();
foreach (var symbol in symbols)
{
var entry = _marketHoursDatabase.GetEntry(symbol.ID.Market, symbol, symbol.ID.SecurityType);
foreach (var holiday in entry.ExchangeHours.Holidays)
{
holidays.Add(holiday.Date);
}
}
var qlCalendar = new UnitedStates();
var options = symbols.Where(x => x.ID.SecurityType == SecurityType.Option || x.ID.SecurityType == SecurityType.FutureOption).ToList();
var futures = symbols.Where(x => x.ID.SecurityType == SecurityType.Future).ToList();
foreach (var dayIdx in Enumerable.Range(0, (int)(end.Date.AddDays(1.0) - start.Date).TotalDays))
{
var currentDate = start.Date.AddDays(dayIdx);
var publicHoliday = holidays.Contains(currentDate) || !qlCalendar.isBusinessDay(currentDate);
var weekend = currentDate.DayOfWeek == DayOfWeek.Sunday ||
currentDate.DayOfWeek == DayOfWeek.Saturday;
var businessDay = !publicHoliday && !weekend;
yield return
(new TradingDay
{
Date = currentDate,
PublicHoliday = publicHoliday,
Weekend = weekend,
BusinessDay = businessDay,
OptionExpirations = options.Where(x => x.ID.Date.Date == currentDate),
FutureExpirations = futures.Where(x => x.ID.Date.Date == currentDate)
});
}
}
