private static DateTime Aux_GetRoundDate(this DateTime dt, TenorUnit tu)
{
int nb_units = dt.GetNumberOfUnit(tu);
switch (tu)
{
case TenorUnit.Hour:
case TenorUnit.Min:
case TenorUnit.Sec:
break;
case TenorUnit.Month:
case TenorUnit.Day:
nb_units -= 1;
break;
case TenorUnit.Year:
case TenorUnit.None:
nb_units = 0;
break;
}
dt = dt.AddTenor(new Tenor(-nb_units, tu));
TenorUnit tuN = tu.GetLowerUnit(skipWeek: true);
if (tuN == TenorUnit.None)
{
return(dt);
}
else
{
return(dt.Aux_GetRoundDate(tuN));
}
}
public static int GetNumberOfUnit(this DateTime dt, TenorUnit tnrUnit)
{
switch (tnrUnit)
{
case TenorUnit.Sec:
return(dt.Second);
case TenorUnit.Min:
return(dt.Minute);
case TenorUnit.Hour:
return(dt.Hour);
case TenorUnit.Day:
return(dt.Day);
case TenorUnit.Week:
return(dt.Day / 7);
case TenorUnit.Month:
return(dt.Month);
case TenorUnit.Year:
return(dt.Year);
default:
throw new Exception($"Unknown TenorUnit: [{tnrUnit}]");
}
}
public static DateTime GetRoundDate(this DateTime dt, TenorUnit tu)
{
if (tu == TenorUnit.Week)
{
int daysOffset = ((int)dt.DayOfWeek == 0 ? 7 : (int)dt.DayOfWeek) - 1;
DateTime newDate = dt.AddDays(-daysOffset);
return(newDate.Aux_GetRoundDate(TenorUnit.Hour));
}
else if (tu == TenorUnit.Day)
{
//if (dt.Hour == 0 && dt.Minute == 0 && dt.Second == 0)
//return dt.AddDays(-1);
}
return(dt.Aux_GetRoundDate(tu.GetLowerUnit(skipWeek: true)));
}
public Tenor(string tenorInput)
{
if (tenorInput == "")
{
_Unit = TenorUnit.None;
}
else if (tenorInput.Length == 1)
{
_Unit = TenorUnit.None;
}
else
{
Int32.TryParse(tenorInput.Substring(0, tenorInput.Length - 1), out _Number);
_Unit = TenorUnitTools.GetTenorUnitFromChar(tenorInput.LastOrDefault());
}
}
public Tenor(string name)
{
if (name == null)
{
throw new ArgumentNullException("name", "Must not be null. ");
}
if (String.IsNullOrWhiteSpace(name))
{
throw new ArgumentException("Must not be empty or white space", "name");
}
Match match = new Regex(RegexPattern).Match(name);
if (!match.Success)
{
throw new ArgumentException(String.Format("Not a match for a valid tenor. Must match '{0}'. ", RegexPattern), "name");
}
Name = name;
Value = int.Parse(match.Groups["Value"].Value);
Unit = ParseUnit(match.Groups["Unit"].Value);
}
public static TenorUnit GetLowerUnit(this TenorUnit tu, bool skipWeek = false)
{
switch (tu)
{
case TenorUnit.Sec:
return(TenorUnit.None);
case TenorUnit.Min:
return(TenorUnit.Sec);
case TenorUnit.Hour:
return(TenorUnit.Min);
case TenorUnit.Day:
return(TenorUnit.Hour);
case TenorUnit.Week:
return(TenorUnit.Day);
case TenorUnit.Month:
if (skipWeek)
{
return(TenorUnit.Day);
}
else
{
return(TenorUnit.Week);
}
case TenorUnit.Year:
return(TenorUnit.Month);
default:
return(TenorUnit.None);
}
}
public Tenor(int nb, TenorUnit tu)
{
_Number = nb; _Unit = tu;
}
