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refinements.

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This commit is contained in:
Will Charczuk 2016-07-23 13:01:38 -07:00
parent d41c9313aa
commit 78645130e4
1 changed files with 10 additions and 10 deletions
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20
date/util.go
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@ -292,18 +292,18 @@ func NextMarketClose(after, closeTime time.Time, isHoliday HolidayProvider) time
// CalculateMarketSecondsBetween calculates the number of seconds the market was open between two dates.
func CalculateMarketSecondsBetween(start, end, marketOpen, marketClose time.Time, isHoliday HolidayProvider) (seconds int64) {
se := start.In(Eastern())
ee := end.In(Eastern())
startEastern := start.In(Eastern())
endEastern := end.In(Eastern())
startMarketOpen := NextMarketOpen(se, marketOpen, isHoliday)
startMarketClose := NextMarketClose(se, marketClose, isHoliday)
startMarketOpen := NextMarketOpen(startEastern, marketOpen, isHoliday)
startMarketClose := NextMarketClose(startEastern, marketClose, isHoliday)
if (se.Equal(startMarketOpen) || se.After(startMarketOpen)) && se.Before(startMarketClose) {
seconds += int64(startMarketClose.Sub(se) / time.Second)
if (startEastern.Equal(startMarketOpen) || startEastern.After(startMarketOpen)) && startEastern.Before(startMarketClose) {
seconds += int64(startMarketClose.Sub(startEastern) / time.Second)
}
cursor := NextMarketOpen(startMarketClose, marketOpen, isHoliday)
for BeforeDate(cursor, ee) {
for BeforeDate(cursor, endEastern) {
if IsWeekDay(cursor.Weekday()) && !isHoliday(cursor) {
close := NextMarketClose(cursor, marketClose, isHoliday)
seconds += int64(close.Sub(cursor) / time.Second)
@ -313,9 +313,9 @@ func CalculateMarketSecondsBetween(start, end, marketOpen, marketClose time.Time
finalMarketOpen := NextMarketOpen(cursor, marketOpen, isHoliday)
finalMarketClose := NextMarketClose(cursor, marketClose, isHoliday)
if end.After(finalMarketOpen) {
if end.Before(finalMarketClose) {
seconds += int64(end.Sub(finalMarketOpen) / time.Second)
if endEastern.After(finalMarketOpen) {
if endEastern.Before(finalMarketClose) {
seconds += int64(endEastern.Sub(finalMarketOpen) / time.Second)
} else {
seconds += int64(finalMarketClose.Sub(finalMarketOpen) / time.Second)
}