public void PreviousTradingDayForWeekEnd()
{
var tradingCalendar = new TradingCalendar(Guid.NewGuid());
var nonTradingDays = new NonTradingDay[] {
new NonTradingDay(new Date(2019, 01, 01), "New Years Day"),
new NonTradingDay(new Date(2019, 12, 25), "Christmas Day")
};
var @event = new NonTradingDaysSetEvent(tradingCalendar.Id, 0, 2019, nonTradingDays);
tradingCalendar.ApplyEvents(new Event[] { @event });
tradingCalendar.PreviousTradingDay(new Date(2019, 11, 10)).Should().Be(new Date(2019, 11, 08));
}
public void CheckIfDateIsAtradingDayReturnFalse()
{
var tradingCalendar = new TradingCalendar(Guid.NewGuid());
var nonTradingDays = new NonTradingDay[] {
new NonTradingDay(new Date(2019, 01, 01), "New Years Day"),
new NonTradingDay(new Date(2019, 12, 25), "Christmas Day")
};
var @event = new NonTradingDaysSetEvent(tradingCalendar.Id, 0, 2019, nonTradingDays);
tradingCalendar.ApplyEvents(new Event[] { @event });
tradingCalendar.IsTradingDay(new Date(2019, 01, 01)).Should().BeFalse();
}
public void SetNonTradingDays(int year, IEnumerable <NonTradingDay> nonTradingDays)
{
// Check that each day is in the correct year
var invalidDate = nonTradingDays.FirstOrDefault(x => x.Date.Year != year);
if (invalidDate != null)
{
throw new ArgumentException(String.Format("Date {0} is not in calendar year {1}", invalidDate, year));
}
var @event = new NonTradingDaysSetEvent(Id, Version, year, nonTradingDays);
Apply(@event);
PublishEvent(@event);
}
public void Apply(NonTradingDaysSetEvent @event)
{
Version++;
// Remove any existing non trading days for the year
_NonTradingDays.RemoveAll(x => x.Date.Year == @event.Year);
foreach (var nonTradingDay in @event.NonTradingDays)
{
var newNonTradingDay = new NonTradingDay(nonTradingDay.Date, nonTradingDay.Description);
var index = _NonTradingDays.BinarySearch(newNonTradingDay);
if (index < 0)
{
_NonTradingDays.Insert(~index, newNonTradingDay);
}
}
}
public void ApplyNonTradingDaysSetEvent()
{
var tradingCalendar = new TradingCalendar(Guid.NewGuid());
var nonTradingDays = new NonTradingDay[] {
new NonTradingDay(new Date(2019, 01, 01), "New Years Day"),
new NonTradingDay(new Date(2019, 12, 25), "Christmas Day")
};
var @event = new NonTradingDaysSetEvent(tradingCalendar.Id, 0, 2019, nonTradingDays);
tradingCalendar.ApplyEvents(new Event[] { @event });
using (new AssertionScope())
{
tradingCalendar.IsTradingDay(new Date(2019, 01, 01)).Should().BeFalse();
tradingCalendar.IsTradingDay(new Date(2019, 12, 25)).Should().BeFalse();
tradingCalendar.IsTradingDay(new Date(2019, 01, 02)).Should().BeTrue();
}
}
