/// <summary>
/// Returns the date of the session in progress at the given moment in time
/// <paramref name="at"/>.
/// </summary>
public static DateStamp GetSessionDate(IInstrument instrument, TimeStamp at)
{
if (instrument.SettlementTime.TimeOfDay.TotalHours <= 0)
{
throw new ArgumentException("Settlement time of day with zero or negative time is not supported.");
}
if (instrument.SettlementTime.TimeOfDay.TotalHours > 24)
{
throw new ArgumentException("Settlement time of day in early morning of following day is not yet supported.");
}
var atTimeOfDay = at.ToTimeOfDay(instrument.SettlementTime.TimeZone);
var nextSettlement = at.GetNext(instrument.SettlementTime.TimeOfDay, instrument.SettlementTime.TimeZone);
var nextSettlementDate = nextSettlement.GetDate(instrument.SettlementTime.TimeZone);
if (atTimeOfDay <= instrument.SettlementTime.TimeOfDay)
{
return(instrument.ThisOrNextTradingDay(nextSettlementDate));
}
return(instrument.ThisOrNextTradingDay(nextSettlementDate.AddDays(1)));
}
