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);
}
private static TradingDayInfo GetTradingDayInfo(
IEnumerable <ScheduleSettings> scheduleSettings, 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 result = new TradingDayInfo
{
IsTradingEnabled = isEnabled,
LastTradingDay = lastTradingDay,
NextTradingDayStart = nextTradingDay
};
return(result);
}
