/// <summary>
/// Gets the "opening" session's opening time, one for each day of the week.
/// Session could potentially be on a previous day.
/// </summary>
/// <returns>
/// A dictionary with keys corresponding to DayOfTheWeek,
/// and values of the opening session for that day.
/// </returns>
public static Dictionary <int, InstrumentSession> SessionStartTimesByDay(this Instrument instrument)
{
var sessionStartTimes = new Dictionary <int, InstrumentSession>();
if (instrument.Sessions == null)
{
return(sessionStartTimes);
}
var dotwValues = MyUtils.GetEnumValues <DayOfTheWeek>();
var sessions = instrument.Sessions.OrderBy(x => x.OpeningTime).ToList();
foreach (DayOfTheWeek d in dotwValues)
{
if (sessions.Any(x => x.ClosingDay == d))
{
//if there's a session starting on a different day,
//that's the earliest one no matter the time
InstrumentSession prevDaySession = sessions.FirstOrDefault(x => x.ClosingDay == d && x.OpeningDay != d);
if (prevDaySession != null)
{
sessionStartTimes.Add((int)d, prevDaySession);
}
else
{
var session = sessions.First(x => x.ClosingDay == d);
sessionStartTimes.Add((int)d, session);
}
}
}
return(sessionStartTimes);
}
/// <summary>
/// Gets the "ending" session's closing time, one for each day of the week.
/// </summary>
public static Dictionary <int, TimeSpan> SessionEndTimesByDay(this Instrument instrument)
{
Dictionary <int, TimeSpan> sessionEndTimes = new Dictionary <int, TimeSpan>();
if (instrument.Sessions == null)
{
return(sessionEndTimes);
}
var dotwValues = MyUtils.GetEnumValues <DayOfTheWeek>();
foreach (DayOfTheWeek d in dotwValues)
{
if (instrument.Sessions.Any(x => x.ClosingDay == d && x.IsSessionEnd))
{
var endTime = instrument.Sessions.First(x => x.ClosingDay == d && x.IsSessionEnd).ClosingTime;
sessionEndTimes.Add((int)d, endTime);
}
}
return(sessionEndTimes);
}