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fixing calculate on day.

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This commit is contained in:
Will Charczuk 2016-07-27 00:34:10 -07:00
parent 865ba96eb5
commit 0c049db317
4 changed files with 23 additions and 11 deletions
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6
date/util.go
View File

@ -306,9 +306,10 @@ func CalculateMarketSecondsBetween(start, end, marketOpen, marketClose time.Time
startEastern := start.In(Eastern())
endEastern := end.In(Eastern())
startMarketOpen := NextMarketOpen(startEastern, marketOpen, isHoliday)
startMarketClose := NextMarketClose(startEastern, marketClose, isHoliday)
startMarketOpen := On(marketOpen, startEastern)
startMarketClose := On(marketClose, startEastern)
if !IsWeekendDay(startMarketOpen.Weekday()) && !isHoliday(startMarketOpen) {
if (startEastern.Equal(startMarketOpen) || startEastern.After(startMarketOpen)) && startEastern.Before(startMarketClose) {
if endEastern.Before(startMarketClose) {
seconds += int64(endEastern.Sub(startEastern) / time.Second)
@ -316,6 +317,7 @@ func CalculateMarketSecondsBetween(start, end, marketOpen, marketClose time.Time
seconds += int64(startMarketClose.Sub(startEastern) / time.Second)
}
}
}
cursor := NextMarketOpen(startMarketClose, marketOpen, isHoliday)
for BeforeDate(cursor, endEastern) {

11
date/util_test.go
View File

@ -76,6 +76,17 @@ func TestCalculateMarketSecondsBetween(t *testing.T) {
assert.Equal(shouldbe, CalculateMarketSecondsBetween(start, end, NYSEOpen, NYSEClose, IsNYSEHoliday))
}
func TestCalculateMarketSecondsBetween1D(t *testing.T) {
assert := assert.New(t)
start := time.Date(2016, 07, 22, 9, 45, 0, 0, Eastern())
end := time.Date(2016, 07, 22, 15, 45, 0, 0, Eastern())
shouldbe := 6 * 60 * 60
assert.Equal(shouldbe, CalculateMarketSecondsBetween(start, end, NYSEOpen, NYSEClose, IsNYSEHoliday))
}
func TestCalculateMarketSecondsBetweenLTM(t *testing.T) {
assert := assert.New(t)

3
defaults.go
View File

@ -2,7 +2,6 @@ package chart
import (
"sync"
"time"
"github.com/golang/freetype/truetype"
"github.com/wcharczuk/go-chart/drawing"
@ -59,7 +58,7 @@ const (
// DefaultDateHourFormat is the date format for hour timestamp formats.
DefaultDateHourFormat = "01-02 3PM"
// DefaultDateMinuteFormat is the date format for minute range timestamp formats.
DefaultDateMinuteFormat = time.Kitchen
DefaultDateMinuteFormat = "01-02 3:04PM"
// DefaultFloatFormat is the default float format.
DefaultFloatFormat = "%.2f"
// DefaultPercentValueFormat is the default percent format.

4
market_hours_range.go
View File

@ -111,8 +111,8 @@ func (mhr MarketHoursRange) String() string {
func (mhr MarketHoursRange) Translate(value float64) int {
valueTime := Float64ToTime(value)
valueTimeEastern := valueTime.In(date.Eastern())
deltaSeconds := date.CalculateMarketSecondsBetween(mhr.Min, mhr.Max, mhr.MarketOpen, mhr.MarketClose, mhr.HolidayProvider)
totalSeconds := date.CalculateMarketSecondsBetween(mhr.Min, mhr.Max, mhr.MarketOpen, mhr.MarketClose, mhr.HolidayProvider)
valueDelta := date.CalculateMarketSecondsBetween(mhr.Min, valueTimeEastern, mhr.MarketOpen, mhr.MarketClose, mhr.HolidayProvider)
translated := int((float64(valueDelta) / float64(deltaSeconds)) * float64(mhr.Domain))
translated := int((float64(valueDelta) / float64(totalSeconds)) * float64(mhr.Domain))
return translated
}