/// <summary>
/// Function: Return the business day closest to a given date.
/// </summary>
/// <param name="date">Reference date.
/// </param>
/// <param name="type">Type of search.
/// </param>
public BusinessDay GetClosestBusinessDay(DateTime date, TimeSeries.DateSearchType type)
{
BusinessDay res = GetBusinessDay(date);
if (res != null)
{
BusinessDay ret = new BusinessDay(res.DateTime, res.DayMonth, res.DayYear, res.DayIndex, res.CalendarID);
return(ret);
}
if (type == TimeSeries.DateSearchType.Previous)
{
DateTime firstDate = _dateTimes[0];
DateTime lastDate = _dateTimes[_dateTimes.Count - 1];
if (date >= lastDate)
{
BusinessDay temp = GetBusinessDay(lastDate);
BusinessDay bday = new BusinessDay(temp.DateTime, temp.DayMonth, temp.DayYear, temp.DayIndex, temp.CalendarID);
res.SetTime(date.TimeOfDay);
return(res);
}
for (DateTime d = date; d >= firstDate; d = d.AddDays(-1))
{
res = GetBusinessDay(d);
if (res != null)
{
BusinessDay bday = new BusinessDay(res.DateTime, res.DayMonth, res.DayYear, res.DayIndex, res.CalendarID);
bday.SetTime(date.TimeOfDay);
return(bday);
}
}
}
else
{
DateTime lastDate = _dateTimes[_dateTimes.Count - 1];
for (DateTime d = date; d <= lastDate; d = d.AddDays(1))
{
res = GetBusinessDay(d);
if (res != null)
{
BusinessDay bday = new BusinessDay(res.DateTime, res.DayMonth, res.DayYear, res.DayIndex, res.CalendarID);
bday.SetTime(date.TimeOfDay);
return(bday);
}
}
}
return(null);
}
/// <summary>
/// Function: Return the business day representing a given DateTime.
/// </summary>
/// <param name="date">Date to be translated to a business day.
/// </param>
public BusinessDay GetBusinessDay(DateTime date)
{
if (_dateTimeDictionary.ContainsKey(date.Date))
{
BusinessDay temp = _dateTimeDictionary[date.Date];
BusinessDay bday = new BusinessDay(temp.DateTime, temp.DayMonth, temp.DayYear, temp.DayIndex, temp.CalendarID);
//bday.SetTime(date.Hour, date.Minute, date.Second, date.Millisecond);
bday.SetTime(date.TimeOfDay);
return(bday);// _dateTimeDictionary[date.Date].SetTime(date.Hour, date.Minute, date.Second, date.Millisecond);
}
else
{
return(null);
}
}
