//use this to set up time buckets for trade
private static int[] GetDayIntervalOffsets(DateTime referenceDate, DateTime maturityDate, string intervalString, out DateTime[] dates)
{
List <int> result = new List <int>();
List <DateTime> datesList = new List <DateTime>();
DateTime baseDate = new DateTime(referenceDate.Year, referenceDate.Month, referenceDate.Day);
const int cZeroDaysOffset = 0;
DateTime offSetDate = baseDate;
if (offSetDate.CompareTo(maturityDate) <= 0)
{
result.Add(cZeroDaysOffset);
datesList.Add(offSetDate);
}
Interval interval = IntervalHelper.Parse(intervalString);
DateTime newDate = DateHelper.AddPeriod(offSetDate, interval, 1);
while (newDate.CompareTo(maturityDate) <= 0)
{
int noOfDaysOffset = (newDate - offSetDate).Days;
result.Add(result[result.Count - 1] + noOfDaysOffset);
offSetDate = newDate;
datesList.Add(offSetDate);
newDate = DateHelper.AddPeriod(offSetDate, interval, 1);
}
dates = datesList.ToArray();
return(result.ToArray());
}
