public static DateTime addTimeUnits(DateTime date, TimeframeSymbol timeframe, int units)
{
switch (timeframe)
{
case TimeframeSymbol.MN1:
return addTimeUnits_month(date, units);
case TimeframeSymbol.W1:
return addTimeUnits_weeks(date.Proper(timeframe), units);
case TimeframeSymbol.D1:
return addTimeUnits_days(date.Proper(timeframe), units);
case TimeframeSymbol.H4:
case TimeframeSymbol.H1:
case TimeframeSymbol.M30:
case TimeframeSymbol.M15:
case TimeframeSymbol.M5:
return addTimeUnits_shortPeriods(date.Proper(timeframe), timeframe, units);
}
return date;
}
public void proper_weeks_for_sundays_the_same_date_is_returned()
{
DateTime baseDate = new DateTime(2016, 4, 17);
Assert.AreEqual(baseDate, baseDate.Proper(TimeframeSymbol.W1));
}
public void proper_weeks_for_dayOfWeek_other_than_sunday_last_sunday_is_returned()
{
DateTime baseDate = new DateTime(2016, 4, 21);
Assert.AreEqual(new DateTime(2016, 4, 17), baseDate.Proper(TimeframeSymbol.W1));
}
public void proper_months_for_other_than_first_day_of_months_first_day_of_this_month_is_returned()
{
DateTime baseDate = new DateTime(2016, 8, 15);
Assert.AreEqual(new DateTime(2016, 8, 1), baseDate.Proper(TimeframeSymbol.MN1));
}
public void proper_months_for_first_day_of_months_the_same_day_is_returned()
{
DateTime baseDate = new DateTime(2016, 8, 1);
Assert.AreEqual(baseDate, baseDate.Proper(TimeframeSymbol.MN1));
}
public void proper_days_for_non_weekend_day_this_day_is_returned()
{
DateTime baseDate = new DateTime(2016, 4, 18);
Assert.AreEqual(baseDate, baseDate.Proper(TimeframeSymbol.D1));
}
public void proper_m5_for_time_between_full_hours_function_returns_earlier_full_hour()
{
DateTime baseDate = new DateTime(2016, 8, 11, 15, 41, 31);
Assert.AreEqual(new DateTime(2016, 8, 11, 15, 40, 0), baseDate.Proper(TimeframeSymbol.M5));
}
private static int countTimeUnits_shortPeriod(DateTime baseDate, DateTime comparedDate, TimeframeSymbol timeframe)
{
DateTime properBaseDate = baseDate.Proper(timeframe);
DateTime properComparedDate = comparedDate.Proper(timeframe);
TimeSpan span = getTimespan(timeframe);
int spanMinutes = span.Hours * 60 + span.Minutes;
long datesMinutesDifference = (properComparedDate - properBaseDate).Ticks / 600000000;
int result = (int) datesMinutesDifference / spanMinutes;
int excluded = countExcludedItems(baseDate, comparedDate, timeframe);
return result - countExcludedItems(baseDate, comparedDate, timeframe);
}
public void proper_m5_for_newYearEve_22__21_of_this_day_is_returned()
{
DateTime baseDate = new DateTime(2015, 12, 31, 22, 0, 0);
Assert.AreEqual(new DateTime(2015, 12, 31, 21, 0, 0), baseDate.Proper(TimeframeSymbol.M5));
}
public void proper_m5_for_newYear_value_function_returns_last_valid_value_before()
{
DateTime baseDate = new DateTime(2016, 1, 1, 16, 0, 0);
Assert.AreEqual(new DateTime(2015, 12, 31, 21, 0, 0), baseDate.Proper(TimeframeSymbol.M5));
}
public void proper_m30_for_christmasEve_2130__21_of_this_day_is_returned()
{
DateTime baseDate = new DateTime(2015, 12, 24, 21, 30, 0);
Assert.AreEqual(new DateTime(2015, 12, 24, 21, 0, 0), baseDate.Proper(TimeframeSymbol.M30));
}
public void proper_days_for_weekend_new_year_friday_before_is_returned()
{
DateTime baseDate = new DateTime(2017, 1, 1);
Assert.AreEqual(new DateTime(2016, 12, 30), baseDate.Proper(TimeframeSymbol.D1));
}
public void proper_days_for_sunday_friday_before_is_returned()
{
DateTime baseDate = new DateTime(2016, 8, 14);
Assert.AreEqual(new DateTime(2016, 8, 12), baseDate.Proper(TimeframeSymbol.D1));
}
private static DateTime addTimeUnits_shortPeriods(DateTime date, TimeframeSymbol timeframe, int units)
{
DateTime startDate = new DateTime(date.Ticks).Proper(timeframe);
TimeSpan span = (Math.Sign(units) == 1 ? getTimespan(timeframe) : getTimespan(timeframe).invert());
int sign = Math.Sign(units);
for(var i = 1; i <= Math.Abs(units); i++){
startDate = startDate.Add(span);
if (!startDate.isOpenMarketTime())
{
DateTime nextOpenMarketTime = startDate.ifNotOpenMarketGetNext();
DateTime proper = startDate.Proper(timeframe);
startDate = (sign > 0 ? startDate.ifNotOpenMarketGetNext() : startDate.Proper(timeframe));
}
}
return startDate;
}
public void proper_m5_for_weekendNewYear_value_function_returns_2355PM_last_friday_of_previous_year()
{
DateTime baseDate = new DateTime(2017, 1, 1, 12, 0, 0);
Assert.AreEqual(new DateTime(2016, 12, 30, 23, 55, 0), baseDate.Proper(TimeframeSymbol.M5));
}
private static int countTimeUnits_days(DateTime baseDate, DateTime comparedDate)
{
DateTime realBaseDate = baseDate.Proper(TimeframeSymbol.D1);
DateTime realComparedDate = comparedDate.Proper(TimeframeSymbol.D1);
int weeks = countTimeUnits_weeks(realBaseDate, realComparedDate);
//Include year breaks.
int yearBreaks = realBaseDate.countNewYearBreaks(realComparedDate, false);
int christmas = realBaseDate.countChristmas(realComparedDate, false);
return (realComparedDate - realBaseDate).Days - (weeks * 2) - (yearBreaks + christmas) * (realBaseDate.CompareTo(realComparedDate) < 0 ? 1 : -1);
}
public void proper_m5_for_weekend_value_function_returns_last_value_from_this_week()
{
DateTime baseDate = new DateTime(2016, 8, 13, 16, 15, 0);
Assert.AreEqual(new DateTime(2016, 8, 12, 23, 55, 0), baseDate.Proper(TimeframeSymbol.M5));
}
private static int countWeekendItems(DateTime startDate, DateTime endDate, TimeframeSymbol timeframe)
{
DateTime realStartDate = startDate.Proper(TimeframeSymbol.W1);
DateTime realEndDate = endDate.Proper(TimeframeSymbol.W1);
int weeks = countTimeUnits_weeks(realStartDate, realEndDate);
return weeks * dayUnitsForTimeframe(timeframe) * 2;
}
public void proper_m5_if_proper_value_is_passed_the_same_value_is_returned()
{
DateTime baseDate = new DateTime(2016, 8, 11, 12, 0, 0);
Assert.AreEqual(new DateTime(2016, 8, 11, 12, 0, 0), baseDate.Proper(TimeframeSymbol.M5));
}
public static int countTimeUnits(DateTime baseDate, DateTime comparedDate, TimeframeSymbol timeframe)
{
DateTime properBaseDate = baseDate.Proper(timeframe);
DateTime properComparedDate = comparedDate.Proper(timeframe);
switch (timeframe)
{
case TimeframeSymbol.MN1:
return countTimeUnits_month(properBaseDate, properComparedDate);
case TimeframeSymbol.W1:
return countTimeUnits_weeks(properBaseDate, properComparedDate);
case TimeframeSymbol.D1:
return countTimeUnits_days(properBaseDate, properComparedDate);
case TimeframeSymbol.H4:
case TimeframeSymbol.H1:
case TimeframeSymbol.M30:
case TimeframeSymbol.M15:
case TimeframeSymbol.M5:
return countTimeUnits_shortPeriod(properBaseDate, properComparedDate, timeframe);
}
return 0;
}
public void proper_days_for_newYear_the_day_before_is_returned()
{
DateTime baseDate = new DateTime(2016, 1, 1);
Assert.AreEqual(new DateTime(2015, 12, 31), baseDate.Proper(TimeframeSymbol.D1));
}