private static LocalMarketHours ReadCsvHours(string[] csv, int startIndex, DayOfWeek dayOfWeek)
{
var ex_open = csv[startIndex];
if (ex_open == "-")
{
return(LocalMarketHours.ClosedAllDay(dayOfWeek));
}
if (ex_open == "+")
{
return(LocalMarketHours.OpenAllDay(dayOfWeek));
}
var open = csv[startIndex + 1];
var close = csv[startIndex + 2];
var ex_close = csv[startIndex + 3];
var ex_open_time = ParseHoursToTimeSpan(ex_open);
var open_time = ParseHoursToTimeSpan(open);
var close_time = ParseHoursToTimeSpan(close);
var ex_close_time = ParseHoursToTimeSpan(ex_close);
if (ex_open_time == TimeSpan.Zero &&
open_time == TimeSpan.Zero &&
close_time == TimeSpan.Zero &&
ex_close_time == TimeSpan.Zero)
{
return(LocalMarketHours.ClosedAllDay(dayOfWeek));
}
return(new LocalMarketHours(dayOfWeek, ex_open_time, open_time, close_time, ex_close_time));
}
/// <summary>
/// Sets the regular market hours for the specified days If no days are specified then
/// all days will be updated.
/// </summary>
/// <param name="extendedMarketOpen">The time of day the pre market opens</param>
/// <param name="marketOpen">The time of day the market opens</param>
/// <param name="marketClose">The time of day the market closes</param>
/// <param name="extendedMarketClose">The time of day the post market opens</param>
/// <param name="days">The days of the week to set these times for</param>
public void SetMarketHours(TimeSpan extendedMarketOpen, TimeSpan marketOpen, TimeSpan marketClose, TimeSpan extendedMarketClose, params DayOfWeek[] days)
{
if (days.IsNullOrEmpty())
{
days = Enum.GetValues(typeof(DayOfWeek)).OfType <DayOfWeek>().ToArray();
}
// make sure extended hours are outside of regular hours
extendedMarketOpen = TimeSpan.FromTicks(Math.Min(extendedMarketOpen.Ticks, marketOpen.Ticks));
extendedMarketClose = TimeSpan.FromTicks(Math.Max(extendedMarketClose.Ticks, marketClose.Ticks));
var marketHours = _exchangeHours.MarketHours.ToDictionary();
foreach (var day in days)
{
if (marketOpen == TimeSpan.Zero && marketClose == TimeSpan.Zero)
{
marketHours[day] = LocalMarketHours.ClosedAllDay(day);
}
else if (marketOpen == TimeSpan.Zero && marketClose == Time.OneDay)
{
marketHours[day] = LocalMarketHours.OpenAllDay(day);
}
else
{
marketHours[day] = new LocalMarketHours(day, extendedMarketOpen, marketOpen, marketClose, extendedMarketClose);
}
}
// create a new exchange hours instance for the new hours
_exchangeHours = new SecurityExchangeHours(_exchangeHours.TimeZone, _exchangeHours.Holidays, marketHours);
}
/// <summary>
/// Sets the regular market hours for the specified days If no days are specified then
/// all days will be updated.
/// </summary>
/// <param name="extendedMarketOpen">The time of day the pre market opens</param>
/// <param name="marketOpen">The time of day the market opens</param>
/// <param name="marketClose">The time of day the market closes</param>
/// <param name="extendedMarketClose">The time of day the post market opens</param>
/// <param name="days">The days of the week to set these times for</param>
public void SetMarketHours(TimeSpan extendedMarketOpen, TimeSpan marketOpen, TimeSpan marketClose, TimeSpan extendedMarketClose, params DayOfWeek[] days)
{
if (days.IsNullOrEmpty())
{
days = Enum.GetValues(typeof(DayOfWeek)).OfType <DayOfWeek>().ToArray();
}
// if we specify close as 1 tick before the day rolls over, the exchange is still
// considered to be open all day,so set it to one day and this impl will make it OpenAllDay
if (extendedMarketOpen == marketOpen && marketOpen == TimeSpan.Zero && extendedMarketClose == marketClose && marketClose.Ticks == Time.OneDay.Ticks - 1)
{
marketClose = Time.OneDay;
}
// make sure extended hours are outside of regular hours
extendedMarketOpen = TimeSpan.FromTicks(Math.Min(extendedMarketOpen.Ticks, marketOpen.Ticks));
extendedMarketClose = TimeSpan.FromTicks(Math.Max(extendedMarketClose.Ticks, marketClose.Ticks));
var marketHours = _exchangeHours.MarketHours.ToDictionary();
foreach (var day in days)
{
if (marketOpen == TimeSpan.Zero && marketClose == TimeSpan.Zero)
{
marketHours[day] = LocalMarketHours.ClosedAllDay(day);
}
else if (marketOpen == TimeSpan.Zero && marketClose == Time.OneDay)
{
marketHours[day] = LocalMarketHours.OpenAllDay(day);
}
else
{
marketHours[day] = new LocalMarketHours(day, extendedMarketOpen, marketOpen, marketClose, extendedMarketClose);
}
}
// create a new exchange hours instance for the new hours
_exchangeHours = new SecurityExchangeHours(_exchangeHours.TimeZone, _exchangeHours.Holidays, marketHours);
}
