public void OverlapsReturnsFalseForNonOverlappingIntradayPeriods()
{
var m10To12 = new InstrumentSession
{
OpeningDay = DayOfTheWeek.Monday,
OpeningTime = new TimeSpan(10, 0, 0),
ClosingDay = DayOfTheWeek.Monday,
ClosingTime = new TimeSpan(12, 0, 0),
};
var m14To16 = new InstrumentSession
{
OpeningDay = DayOfTheWeek.Monday,
OpeningTime = new TimeSpan(14, 0, 0),
ClosingDay = DayOfTheWeek.Monday,
ClosingTime = new TimeSpan(16, 0, 0),
};
var m14ToT11 = new InstrumentSession
{
OpeningDay = DayOfTheWeek.Monday,
OpeningTime = new TimeSpan(14, 0, 0),
ClosingDay = DayOfTheWeek.Tuesday,
ClosingTime = new TimeSpan(11, 0, 0),
};
Assert.IsFalse(m10To12.Overlaps(m14To16));
Assert.IsFalse(m14To16.Overlaps(m10To12));
Assert.IsFalse(m10To12.Overlaps(m14ToT11));
Assert.IsFalse(m14ToT11.Overlaps(m10To12));
}
public void OverlapsReturnsTrueForDailyOverlaps()
{
var sundayToWednesday = new InstrumentSession {
OpeningDay = DayOfTheWeek.Sunday, ClosingDay = DayOfTheWeek.Wednesday
};
var mondayToTuesday = new InstrumentSession {
OpeningDay = DayOfTheWeek.Monday, ClosingDay = DayOfTheWeek.Tuesday
};
var tuesdayToThursday = new InstrumentSession {
OpeningDay = DayOfTheWeek.Tuesday, ClosingDay = DayOfTheWeek.Thursday
};
var mondayToFriday = new InstrumentSession {
OpeningDay = DayOfTheWeek.Monday, ClosingDay = DayOfTheWeek.Friday
};
var wednesdayToSaturday = new InstrumentSession {
OpeningDay = DayOfTheWeek.Wednesday, ClosingDay = DayOfTheWeek.Saturday
};
//completely covered, across weeks
Assert.IsTrue(sundayToWednesday.Overlaps(mondayToTuesday));
Assert.IsTrue(mondayToTuesday.Overlaps(sundayToWednesday));
//completely covered, intraweek
Assert.IsTrue(tuesdayToThursday.Overlaps(mondayToFriday));
Assert.IsTrue(mondayToFriday.Overlaps(tuesdayToThursday));
//partially covered, across weeks
Assert.IsTrue(sundayToWednesday.Overlaps(tuesdayToThursday));
Assert.IsTrue(tuesdayToThursday.Overlaps(sundayToWednesday));
//partially covered, intraweek
Assert.IsTrue(wednesdayToSaturday.Overlaps(tuesdayToThursday));
Assert.IsTrue(tuesdayToThursday.Overlaps(wednesdayToSaturday));
}
public void OverlapsReturnsTrueForIntradayOverlappingPeriods()
{
var m10To12 = new InstrumentSession
{
OpeningDay = DayOfTheWeek.Monday,
OpeningTime = new TimeSpan(10, 0, 0),
ClosingDay = DayOfTheWeek.Monday,
ClosingTime = new TimeSpan(12, 0, 0),
};
var m8To14 = new InstrumentSession
{
OpeningDay = DayOfTheWeek.Monday,
OpeningTime = new TimeSpan(8, 0, 0),
ClosingDay = DayOfTheWeek.Monday,
ClosingTime = new TimeSpan(14, 0, 0),
};
var m12To16 = new InstrumentSession
{
OpeningDay = DayOfTheWeek.Monday,
OpeningTime = new TimeSpan(12, 0, 0),
ClosingDay = DayOfTheWeek.Monday,
ClosingTime = new TimeSpan(16, 0, 0),
};
var m12ToT12 = new InstrumentSession
{
OpeningDay = DayOfTheWeek.Monday,
OpeningTime = new TimeSpan(12, 0, 0),
ClosingDay = DayOfTheWeek.Tuesday,
ClosingTime = new TimeSpan(12, 0, 0),
};
var s20ToM12 = new InstrumentSession
{
OpeningDay = DayOfTheWeek.Sunday,
OpeningTime = new TimeSpan(20, 0, 0),
ClosingDay = DayOfTheWeek.Monday,
ClosingTime = new TimeSpan(12, 0, 0),
};
//one contains the other
Assert.IsTrue(m10To12.Overlaps(m8To14));
Assert.IsTrue(m8To14.Overlaps(m10To12));
//simple overlap
Assert.IsTrue(m12To16.Overlaps(m8To14));
Assert.IsTrue(m8To14.Overlaps(m12To16));
//across days
Assert.IsTrue(m12ToT12.Overlaps(m8To14));
Assert.IsTrue(m8To14.Overlaps(m12ToT12));
//across days and weeks
Assert.IsTrue(s20ToM12.Overlaps(m8To14));
Assert.IsTrue(m8To14.Overlaps(s20ToM12));
}
public void OverlapsReturnsFalseForNonOverlappingDailyPeriods()
{
var sundayToMonday = new InstrumentSession {
OpeningDay = DayOfTheWeek.Sunday, ClosingDay = DayOfTheWeek.Monday
};
var mondayToTuesday = new InstrumentSession {
OpeningDay = DayOfTheWeek.Monday, ClosingDay = DayOfTheWeek.Tuesday
};
var wednesdayToSaturday = new InstrumentSession {
OpeningDay = DayOfTheWeek.Wednesday, ClosingDay = DayOfTheWeek.Saturday
};
//intraweek
Assert.IsFalse(wednesdayToSaturday.Overlaps(mondayToTuesday));
Assert.IsFalse(mondayToTuesday.Overlaps(wednesdayToSaturday));
//Across weeks
Assert.IsFalse(sundayToMonday.Overlaps(wednesdayToSaturday));
Assert.IsFalse(wednesdayToSaturday.Overlaps(sundayToMonday));
}
