/// <summary>
/// Define an enumerable Date Range:
/// </summary>
/// <param name="securities">Securities we have in portfolio</param>
/// <param name="from">start date</param>
/// <param name="thru">end date</param>
/// <returns>Enumerable Date Range:</returns>
public static IEnumerable <DateTime> EachTradeableDay(SecurityManager securities, DateTime from, DateTime thru)
{
for (var day = from.Date; day.Date <= thru.Date; day = day.AddDays(1))
{
if (Time.TradableDate(securities, day))
{
yield return(day);
}
}
}
/// <summary>
/// Number of Tradeable Dates within this Period.
/// </summary>
/// <param name="securities">Securities we're trading</param>
/// <param name="start">Start of Date Loop</param>
/// <param name="finish">End of Date Loop</param>
/// <returns>Number of Dates</returns>
public static int TradeableDates(SecurityManager securities, DateTime start, DateTime finish)
{
int count = 0;
try {
foreach (DateTime day in Time.EachDay(start, finish))
{
if (Time.TradableDate(securities, day))
{
count++;
}
}
} catch (Exception err) {
Log.Error("Time.TradeableDates(): " + err.Message);
}
return(count);
}
/// <summary>
/// Could of the number of tradeable dates within this period.
/// </summary>
/// <param name="securities">Securities we're trading</param>
/// <param name="start">Start of Date Loop</param>
/// <param name="finish">End of Date Loop</param>
/// <returns>Number of dates</returns>
public static int TradeableDates(ICollection <Security> securities, DateTime start, DateTime finish)
{
var count = 0;
Log.Trace("Time.TradeableDates(): Security Count: " + securities.Count);
try
{
foreach (var day in Time.EachDay(start, finish))
{
if (Time.TradableDate(securities, day))
{
count++;
}
}
}
catch (Exception err)
{
Log.Error("Time.TradeableDates(): " + err.Message);
}
return(count);
}