/// <summary>
/// Method to retrieve the Function for a specific future symbol
/// </summary>
public static Func <DateTime, DateTime> FuturesExpiryFunction(string symbol)
{
if (FuturesExpiryDictionary.ContainsKey(symbol.ToUpper()))
{
return(FuturesExpiryDictionary[symbol.ToUpper()]);
}
// If function for expiry cannot be found pass the date through
// return (date) => date;
// by default set NSE India's rule for expiry (anyways above if condition will be
// false for nfo stocks because they are not in dictionay)
return(time => FuturesExpiryUtilityFunctions.NSELastThursday(time));
}
/// <summary>
/// Determine if a given Futures contract is a standard contract.
/// </summary>
/// <param name="symbol">Future symbol</param>
/// <returns>True if symbol expiration matches standard expiration</returns>
public static bool IsStandard(Symbol symbol)
{
var contractExpirationDate = symbol.ID.Date.Date;
try
{
// Use our FutureExpiryFunctions to determine standard contracts dates.
var expiryFunction = FuturesExpiryFunctions.FuturesExpiryFunction(symbol);
var monthsToAdd = FuturesExpiryUtilityFunctions.GetDeltaBetweenContractMonthAndContractExpiry(symbol.ID.Symbol, contractExpirationDate);
var contractMonth = contractExpirationDate.AddDays(-(contractExpirationDate.Day - 1))
.AddMonths(monthsToAdd);
var standardExpirationDate = expiryFunction(contractMonth);
// Return true if the dates match
return(contractExpirationDate == standardExpirationDate.Date);
}
catch
{
Log.Error($"Could not find standard date for {symbol}, will be classified as standard");
return(true);
}
}
