示例#1
0
        /// <summary>
        /// Method to retrieve the Func for a specific future symbol
        /// </summary>
        public static Func <DateTime, DateTime> FuturesExpiryFunction(string symbol)
        {
            if (FuturesExpiryDictionary.ContainsKey(symbol.ToUpper()))
            {
                return(FuturesExpiryDictionary[symbol.ToUpper()]);
            }

            // If func for expiry cannot be found pass the date through
            return((date) => date);
        }
        /// <summary>
        /// Method to retrieve the Function for a specific future symbol
        /// </summary>
        public static Func <DateTime, DateTime> FuturesExpiryFunction(string symbol)
        {
            if (FuturesExpiryDictionary.ContainsKey(symbol.ToUpper()))
            {
                return(FuturesExpiryDictionary[symbol.ToUpper()]);
            }

            // If function for expiry cannot be found pass the date through
            // return (date) => date;

            // by default set NSE India's rule for expiry (anyways above if condition will be
            // false for nfo stocks because they are not in dictionay)
            return(time => FuturesExpiryUtilityFunctions.NSELastThursday(time));
        }