/// <summary>
/// Local holiday keeper and loader
/// </summary>
/// <param name="exchangename"></param>
/// <param name="regular"></param>
public LocalHoliday(string exchangename, LocalMarketSessionDay regular)
{
_exchangename = exchangename;
_knownHolidays = new Dictionary <DateTime, LocalMarketSessionDay>();
_marketHoursConfig = Config.MarketHourConfig.FirstOrDefault(x => x.Exchanges.Contains(exchangename));
_regular = regular;
}
/// <summary>
/// Load all market session days for holidays derived from configurations
/// </summary>
/// <param name="year"></param>
/// <param name="configfiles"></param>
/// <returns></returns>
public static Dictionary <MarketHoursHolidayConfig, DateTime> GetHolidaySessions(int year, IEnumerable <MarketHoursHolidayConfig> configfiles, LocalMarketSessionDay regular)
{
//Save found holidays for depended holidays
Dictionary <MarketHoursHolidayConfig, DateTime> knownholidays = new Dictionary <MarketHoursHolidayConfig, DateTime>();
//Check on regular holidays
foreach (var config in configfiles.Where(x => !x.Date.DaysAfterHoliday.HasValue && !x.Date.DaysBeforeHoliday.HasValue))
{
//Set current date
DateTime day = Time.Year(year);
//Get day of week, if applicable
DayOfWeek?dow = null;
if (!string.IsNullOrWhiteSpace(config.Date.DayOfWeek))
{
dow = (DayOfWeek)Enum.Parse(typeof(DayOfWeek), config.Date.DayOfWeek);
}
//Check config
if (config.Name.ToLower() == "easter sunday")
{
day = EasterSunday(year);
}
//Fixed Month
if (config.Date.Month.HasValue)
{
day = day.AddMonths(config.Date.Month.Value - 1);
}
//Fixed day in month
if (config.Date.Day.HasValue)
{
day = day.AddDays(config.Date.Day.Value - 1);
}
//Check for week of month
if (config.Date.WeekOfMonth.HasValue)
{
day = day.AddDays(7 * (config.Date.WeekOfMonth.Value - 1));
}
//Fixed day of week that occurred
if (config.Date.DayOccurance.HasValue && dow != null)
{
//Find the moment this day of week occurs
int occurance = day.DayOfWeek == dow ? 1 : 0;
while (occurance != config.Date.DayOccurance.Value)
{
day = day.AddDays(1);
if (day.DayOfWeek == dow)
{
occurance++;
}
}
}
//Check last day occurrence
if (config.Date.IsLastDayOccurance.HasValue && config.Date.IsLastDayOccurance.Value)
{
//Find the moment this day of week occurs
DateTime lasttimefound = day;
DateTime nextmonthoccurance = day.AddDays(60);
while (lasttimefound < nextmonthoccurance)
{
day = day.Add(Time.OneDay);
if (day.DayOfWeek == dow && day.Month == lasttimefound.Month)
{
lasttimefound = day;
}
}
//Set last time we found this day in that month
day = lasttimefound;
}
//Check if this holiday is only every x amount of years
if (config.Date.StartYear.HasValue && config.Date.EveryXYear.HasValue)
{
int startyear = config.Date.StartYear.Value;
int everyxyear = config.Date.EveryXYear.Value;
//Skip it if it is not in our year
if ((year - startyear) % everyxyear > 0)
{
continue;
}
}
//Add to known holidays
knownholidays.Add(config, day);
}
//Check on derived holidays
foreach (var config in configfiles.Where(x => x.Date.DaysAfterHoliday.HasValue || x.Date.DaysBeforeHoliday.HasValue))
{
//Set current date
DateTime day = Time.Year(year);
//Get holiday if known
DateTime referencedholiday = knownholidays.First(x => String.Equals(x.Key.Name, config.Date.BeforeHoliday, StringComparison.CurrentCultureIgnoreCase) ||
String.Equals(x.Key.Name, config.Date.AfterHoliday, StringComparison.CurrentCultureIgnoreCase))
.Value;
//Before holiday?
if (config.Date.DaysBeforeHoliday.HasValue)
{
day = referencedholiday.AddDays(-config.Date.DaysBeforeHoliday.Value);
}
//After holiday?
else if (config.Date.DaysAfterHoliday.HasValue)
{
day = referencedholiday.AddDays(config.Date.DaysAfterHoliday.Value);
}
//Add to known holidays
knownholidays.Add(config, day);
}
//Return what we know
return(knownholidays);
}
