public static IReadOnlyList <ScheduleSettings> GetMarketHoursScheduleSettings(
this MarketSchedule marketSchedule,
string marketId,
string marketName,
string assetRegex)
{
var result = new List <ScheduleSettings>();
var daySessionsCount = marketSchedule.Open.Length;
for (int i = 0; i < daySessionsCount; i++)
{
var isLastTradingSession = i == daySessionsCount - 1;
var sessionClose = marketSchedule.Close[i];
var nextSessionOpen = isLastTradingSession
? marketSchedule.Open[0]
: marketSchedule.Open[i + 1];
var ss = ScheduleSettings.Create(
$"{marketId}_none_working_hours_open{sessionClose}_close{nextSessionOpen}",
marketId,
marketName,
new ScheduleConstraint {
Time = sessionClose
},
new ScheduleConstraint {
Time = nextSessionOpen
},
assetRegex);
result.Add(ss);
}
return(result);
}
public static IReadOnlyList <ScheduleSettings> GetScheduleSettings(this IEnumerable <WorkingDay> days,
string marketId,
string marketName,
string assetRegex)
{
return(days
.Where(d => d.CanHaveScheduleConstraint())
.Select(d => ScheduleSettings.Create(
d.GetScheduleId(marketId),
marketId,
marketName,
d.GetStartScheduleConstraint(),
d.GetEndScheduleConstraint(),
assetRegex))
.ToList());
}
public static ScheduleSettings GetSingleSessionScheduleSettings(string marketId,
string marketName,
string assetRegex,
TimeSpan open,
TimeSpan close)
{
return(ScheduleSettings.Create(
$"{marketId}_working_hours_open{open}_close{close}",
marketId,
marketName,
new ScheduleConstraint {
Time = close
},
new ScheduleConstraint {
Time = open
},
assetRegex));
}
public static List <ScheduleSettings> MapWeekends(string marketId, string marketName, List <DayOfWeek> weekends, string assetPairRegex)
{
var result = new List <ScheduleSettings>();
foreach (var weekend in weekends)
{
var start = new ScheduleConstraint
{
DayOfWeek = weekend
};
var end = new ScheduleConstraint
{
DayOfWeek = weekend == DayOfWeek.Saturday ? DayOfWeek.Sunday : weekend + 1
};
var id = $"{marketId}_{weekend.ToString()}";
result.Add(ScheduleSettings.Create(id, marketId, marketName, start, end, assetPairRegex));
}
return(result);
}
public static List <ScheduleSettings> MapHolidays(string marketId,
string marketName,
IEnumerable <DateTime> holidays,
string assetPairRegex)
{
var result = new List <ScheduleSettings>();
foreach (var holiday in holidays)
{
var start = new ScheduleConstraint
{
Date = holiday.Date
};
var end = new ScheduleConstraint
{
Date = holiday.Date.AddDays(1)
};
var id = $"{marketId}_holiday_{holiday.Date}";
result.Add(ScheduleSettings.Create(id, marketId, marketName, start, end, assetPairRegex));
}
return(result);
}
