public SettlementSession(IInstrument instrument, DateStamp sessionDate)
{
if (instrument is null)
{
throw new ArgumentNullException(nameof(instrument));
}
if (instrument.SettlementTime.TimeOfDay.TotalHours <= 0)
{
throw new ArgumentException("Settlement time of day with zero or negative time is not supported.");
}
if (instrument.SettlementTime.TimeOfDay.TotalHours > 24)
{
throw new ArgumentException("Settlement time of day in early morning of following day is not yet supported.");
}
if (!instrument.IsTradingDay(sessionDate))
{
throw new ArgumentException($"Unexpected sessionDate '{sessionDate}'. It should not be a valid trading day.");
}
Instrument = instrument;
SessionDate = sessionDate;
SessionEnd = new TimeStamp(SessionDate, instrument.SettlementTime.TimeOfDay, TimeZone);
var sessionStartDate = Instrument.ThisOrPreviousTradingDay(SessionDate.AddDays(-1));
SessionStart = new TimeStamp(sessionStartDate, instrument.SettlementTime.TimeOfDay, TimeZone);
}
