public DateTime addBusinessDaysToDate(DateTime date, int daysToAdd, MarketName marketName, AssetClass assetClass)
{
date = date.AddDays(1 * Math.Sign(daysToAdd)); //so as to not count the current day
int bdCount = 0;
DateTime priorDate = DateTime.MinValue;
List <DateTime> holidays = marketHolidaysInYear(marketName, assetClass, date.Year);
while (bdCount < Math.Abs(daysToAdd))
{
if ((holidays.Contains(date) == false) && (isWeekend(date) == false))
{
bdCount++;
}
priorDate = date;
date = date.AddDays(1 * Math.Sign(daysToAdd));
if (date.Year != priorDate.Year)
{
holidays = marketHolidaysInYear(marketName, assetClass, date.Year);
}
}
return(priorDate);
}
public bool isHoliday(DateTime date, MarketName marketName, AssetClass assetClass)
{
bool isHoliday = false;
List <DateTime> holidayList = marketHolidaysInYear(marketName, assetClass, date.Year);
isHoliday = holidayList.Contains(date.Date);
return(isHoliday);
}
public bool isValidBusinessDay(DateTime date, MarketName marketName, AssetClass assetClass)
{
bool isValidDay = true;
bool isHol = isHoliday(date, marketName, assetClass);
if ((date.DayOfWeek == DayOfWeek.Saturday) || (date.DayOfWeek == DayOfWeek.Sunday) || (isHol == true))
{
isValidDay = false;
}
return(isValidDay);
}
public ExchangeTicker GetExchangeTicker()
{
string[] pairs = MarketName.Split('-');
ExchangeTicker ticker = new ExchangeTicker()
{
exchange = Name,
market = pairs[1],
symbol = pairs[0],
last = Last,
ask = Ask,
bid = Bid,
volume = BaseVolume,
high = High,
low = Low
};
return(ticker);
}
public List <DateTime> marketHolidaysInYear(MarketName marketName, AssetClass assetClass, int year)
{
switch (marketName)
{
case MarketName.US:
switch (assetClass)
{
case AssetClass.EQUITY:
return(yearlyEquityMarketHolidays_US(year));
case AssetClass.BOND:
return(yearlyBondMarketHolidays_US(year));
default:
return(yearlyEquityMarketHolidays_US(year));
}
default:
return(yearlyEquityMarketHolidays_US(year));
}
}
public override string ToString()
{
return(EventId.ToString()
+ "," + MarketId.ToString()
+ "," + (MeetingDate > DateTime.MinValue ? MeetingDate.ToString("yyyy-MM-dd") : @"\N")
+ "," + DayOfWeek.ToString()
+ "," + CountryCode.ToString()
+ "," + Track.ToString()
+ "," + (RaceTime > DateTime.MinValue ? RaceTime.ToString("yyyy-MM-dd HH:mm:ss") : @"\N")
+ "," + (OffTime > DateTime.MinValue ? OffTime.ToString("yyyy-MM-dd HH:mm:ss") : @"\N")
+ "," + MarketName.ToString()
+ "," + Entries.ToString()
+ "," + Runners.ToString()
+ "," + SelectionId.ToString()
+ "," + SelectionName.ToString()
+ "," + (Bsp > 1 ? Bsp.ToString() : @"\N")
+ "," + (NonRunner ? "1" : "0")
+ "," + (RemovalTime > DateTime.MinValue ? RemovalTime.ToString("yyyy-MM-dd HH:mm:ss") : @"\N")
+ "," + (NonRunner ? ReductionFactor.ToString() : @"\N")
);
}
public void _validateTimeParameters()
{
if (Instrument.MasterInstrument.InstrumentType == InstrumentType.Future)
{
string codePrefix = Instrument.MasterInstrument.Name; //get first two letters of code (i.e. CLM5 returns CL)
char monthCode = this.futureTickerMonthCode(Instrument.Expiry.Month);
int mnth = this.futuresCodeToMonthNumber(monthCode);
int yr = Instrument.Expiry.Year;
AssetClass assetCls = this.getInstrumentAssetClass(codePrefix);
MarketName mktName = this.getInstrumentMarketName(codePrefix);
DateTime anchorDate = new DateTime(yr, mnth, 1);
DateTime lastTrdDate = this.futuresLastTradingDate(anchorDate, codePrefix, mktName, assetCls);
DateTime dateToRoll = this.addBusinessDaysToDate(lastTrdDate, -1 * _numBizDaysToRollBeforeExpiry, mktName, assetCls);
Print(String.Format("{0} Last trading date for {1} futures contract is {2:MMMM d yyyy}.", this._StratName, codePrefix, lastTrdDate));
Print(String.Format("{0} Contract should be rolled forward on or before {1:MMMM d yyyy}.", this._StratName, dateToRoll));
Print(String.Empty);
if (DateTime.Now.Date >= dateToRoll)
{
string dataMsg = String.Format("{0} Contract is either unsupported or within {1} days of expiration. Roll to next contract.",
this._StratName, _numBizDaysToRollBeforeExpiry);
Print(dataMsg);
DrawTextFixed("dataMsg", dataMsg, TextPosition.BottomRight, Color.Navy, new Font("Arial", 12), Color.LightGray, Color.LightGreen, 6);
}
int daysLoaded = Bars.BarsData.DaysBack;
if (daysLoaded < 3)
{
string dataMsg = String.Format("{0} Chart loads {1} days of data. Needs {2} days of history to calculate ATR factors.",
this._StratName, daysLoaded, 3);
Print(dataMsg);
DrawTextFixed("dataMsg", dataMsg, TextPosition.BottomRight, Color.Navy, new Font("Arial", 12), Color.LightGray, Color.LightGreen, 6);
}
}
if (_session1StartTime.Second != 0)
{
Print(String.Format("{0} Session1 start time must be a round number of minutes (seconds must equal zero).", this._StratName));
}
if (_firstSessionStartTime.Seconds != 0)
{
Print(String.Format("{0} Session1 end time must be a round number of minutes (seconds must equal zero).", this._StratName));
}
if (_secondSessionStartTime.Seconds != 0)
{
Print(String.Format("{0} Session2 start time must be a round number of minutes (seconds must equal zero).", this._StratName));
}
if (_secondSessionEndTime.Seconds != 0)
{
Print(String.Format("{0} Session2 end time must be a round number of minutes (seconds must equal zero).", this._StratName));
}
// if (_endOfNewEntriesTime.Seconds != 0)
// Print(String.Format("{0} Last new entry time must be a round number of minutes (seconds must equal zero).",this._StratName));
if (_firstSessionEndTime.CompareTo(_firstSessionStartTime) != 1)
{
Print(String.Format("{0} Session1 start time must be strictly less than Session1 end time.", this._StratName));
}
if (_secondSessionEndTime.CompareTo(_secondSessionStartTime) != 1)
{
Print(String.Format("{0} Session2 start time must be strictly less than Session2 end time.", this._StratName));
}
if (_secondSessionStartTime.CompareTo(_firstSessionEndTime) == -1)
{
Print(String.Format("{0} Session2 start time must be greater than or equal to Session1 end time.", this._StratName));
}
// if (_endOfNewEntriesTime.CompareTo(_secondSessionEndTime) == 1)
// Print(String.Format("{0} Last new entry time must be less than or equal to Session2 end time.",this._StratName));
}
/// <summary>
/// Gets the configuration for the market name provided.
/// </summary>
public static IMarketConfiguration GetMarketConfiguration(MarketName marketName)
{
return GlobalSettings.Markets.AvailableMarkets.FirstOrDefault(c => c.Name == marketName).GetConfiguration();
}
/// <summary>
/// Gets the configuration for the market name provided.
/// </summary>
public static IMarketConfiguration GetMarketConfiguration(MarketName marketName)
{
return(GlobalSettings.Markets.AvailableMarkets.Where(c => c.Name == marketName).FirstOrDefault().GetConfiguration());
}
public DateTime futuresLastTradingDate(DateTime anchorDate, string cntPrefix, MarketName mktNm, AssetClass asstCls)
{
switch (cntPrefix)
{
case "YM":
case "NQ":
case "ES":
case "TF":
return(this.nextContractExpirationDate(anchorDate, true, 3, DayOfWeek.Wednesday));
case "CL":
DateTime settleDate;
if (anchorDate.Month != 1)
{
settleDate = new DateTime(anchorDate.Year, anchorDate.Month - 1, 25); //subtract 1 from month because CL trades 1 month ahead (i.e. Aug contract expires Jul 25)
}
else
{
settleDate = new DateTime(anchorDate.Year - 1, 12, 25);
}
bool isValid = isValidBusinessDay(settleDate, mktNm, asstCls);
if (!isValid)
{
DateTime prevBD = this.previousBusinessDate(settleDate, mktNm, asstCls);
settleDate = prevBD;
}
return(this.addBusinessDaysToDate(settleDate, -3, mktNm, asstCls));
default:
string dataMsg = String.Format("{1} is not a supported futures contract. Cannot determine contract expiration. ", cntPrefix);
Print(dataMsg);
DrawTextFixed("dataMsg", dataMsg, TextPosition.Center, Color.Navy, new Font("Arial", 12), Color.LightGray, Color.LightGreen, 6);
return(DateTime.Today);
}
}
public DateTime previousBusinessDate(DateTime date, MarketName marketName, AssetClass assetClass)
{
return(addBusinessDaysToDate(date, -1, marketName, assetClass));
}
public override int GetHashCode()
{
return(MarketName != null?MarketName.GetHashCode() : 0);
}
public static bool SetDirectDeposit(int customerID, BankAccount account, MarketName CurrentMarket)
{
try
{
var context = Exigo.WebService();
var request = new SetAccountDirectDepositRequest{
CustomerID = customerID,
NameOnAccount = account.NameOnAccount,
BankName = account.BankName,
DepositAccountType = DepositAccountType.Checking,
BankAddress = account.BillingAddress.Address1,
BankCity = account.BillingAddress.City,
BankState = account.BillingAddress.State,
BankCountry = account.BillingAddress.Country,
BankZip = account.BillingAddress.Zip
};
if (CurrentMarket == MarketName.UnitedStates)
{
request.BankRoutingNumber = account.RoutingNumber;
request.BankAccountNumber = account.AccountNumber;
}
// We are seperating out swiftCode/Iban so in order to keep everything else the same we are simply pulling back the account routing number, and account number and setting them to their proper fields.
else
{
request.SwiftCode = account.RoutingNumber;
request.Iban = account.AccountNumber;
}
var result = context.SetAccountDirectDeposit(request);
Exigo.WebService().UpdateCustomer(new UpdateCustomerRequest
{
CustomerID = customerID,
PayableType = PayableType.DirectDeposit
});
}
catch
{
return false;
}
return true;
}
