private TradingDayInfo GetTradingDayInfo(IEnumerable <ScheduleSettings> scheduleSettings,
BrokerSettingsContract brokerSettings,
DateTime currentDateTime)
{
var compiledSchedule = CompileSchedule(scheduleSettings, currentDateTime);
var currentInterval = compiledSchedule
.Where(x => IsBetween(currentDateTime, x.Start, x.End))
.OrderByDescending(x => x.Schedule.Rank)
.FirstOrDefault();
var isEnabled = currentInterval.Enabled();
var lastTradingDay = GetPreviousTradingDay(compiledSchedule, currentInterval, currentDateTime);
var nextTradingDay = GetNextTradingDay(compiledSchedule, currentInterval, currentDateTime, lastTradingDay);
var isBusinessDay = !brokerSettings.Weekends.Contains(currentDateTime.DayOfWeek) &&
!brokerSettings.Holidays.Select(x => x.Date).Contains(currentDateTime.Date);
var result = new TradingDayInfo
{
IsTradingEnabled = isEnabled,
LastTradingDay = lastTradingDay,
NextTradingDayStart = nextTradingDay,
IsBusinessDay = isBusinessDay
};
return(result);
}
public void Update(BrokerSettingsContract brokerSettings)
{
_lockSlim.EnterWriteLock();
try
{
_brokerSettings = brokerSettings;
}
finally
{
_lockSlim.ExitWriteLock();
}
}
public static void SetDividendFactorFields(this Asset asset, MarketSettings marketSettings,
BrokerSettingsContract brokerSettings, Product product)
{
var dividendShort = product.DividendsShort ?? marketSettings.DividendsShort ?? brokerSettings.DividendsShortPercent;
var dividendLong = product.DividendsLong ?? marketSettings.DividendsLong ?? brokerSettings.DividendsLongPercent;
var dividend871M = product.Dividends871M ?? marketSettings.Dividends871M ?? brokerSettings.Dividends871MPercent;
asset.DividendsFactor.Percent = dividendLong;
asset.DividendsFactor.ShortPercent = dividendShort;
asset.DividendsFactor.Us871Percent = dividend871M;
asset.Underlying.MarketDetails.DividendsFactor.Percent = dividendLong;
asset.Underlying.MarketDetails.DividendsFactor.ShortPercent = dividendShort;
asset.Underlying.MarketDetails.DividendsFactor.Us871Percent = dividend871M;
asset.Underlying.DividendsFactor.Percent = dividendLong;
asset.Underlying.DividendsFactor.ShortPercent = dividendShort;
asset.Underlying.DividendsFactor.Us871Percent = dividend871M;
}
private static bool IsScheduleDataChanged(BrokerSettingsContract oldSettings, BrokerSettingsContract newSettings, string brokerId)
{
var brokerConditionGuard = newSettings.BrokerId.Equals(brokerId, StringComparison.InvariantCultureIgnoreCase);
if (!brokerConditionGuard)
{
return(false);
}
var isSameSchedule = oldSettings.Open == newSettings.Open &&
oldSettings.Close == newSettings.Close &&
oldSettings.Timezone == newSettings.Timezone &&
oldSettings.Holidays.SequenceEqual(newSettings.Holidays) &&
oldSettings.Weekends.SequenceEqual(newSettings.Weekends) &&
oldSettings.PlatformSchedule.HalfWorkingDays.SequenceEqual(newSettings.PlatformSchedule.HalfWorkingDays);
return(!isSameSchedule);
}