tests pass post refactor.
This commit is contained in:
parent
fd2bfe14f0
commit
d41c9313aa
12
date/util.go
12
date/util.go
|
@ -73,6 +73,8 @@ var (
|
||||||
// HolidayProvider is a function that returns if a given time falls on a holiday.
|
// HolidayProvider is a function that returns if a given time falls on a holiday.
|
||||||
type HolidayProvider func(time.Time) bool
|
type HolidayProvider func(time.Time) bool
|
||||||
|
|
||||||
|
func DefaultHolidayProvider(_ time.Time) bool { return false }
|
||||||
|
|
||||||
// IsNYSEHoliday returns if a date was/is on a nyse holiday day.
|
// IsNYSEHoliday returns if a date was/is on a nyse holiday day.
|
||||||
func IsNYSEHoliday(t time.Time) bool {
|
func IsNYSEHoliday(t time.Time) bool {
|
||||||
te := t.In(Eastern())
|
te := t.In(Eastern())
|
||||||
|
@ -241,6 +243,10 @@ func NextMarketOpen(after, openTime time.Time, isHoliday HolidayProvider) time.T
|
||||||
afterEastern := after.In(Eastern())
|
afterEastern := after.In(Eastern())
|
||||||
todaysOpen := On(openTime, afterEastern)
|
todaysOpen := On(openTime, afterEastern)
|
||||||
|
|
||||||
|
if isHoliday == nil {
|
||||||
|
isHoliday = DefaultHolidayProvider
|
||||||
|
}
|
||||||
|
|
||||||
if afterEastern.Before(todaysOpen) && IsWeekDay(todaysOpen.Weekday()) && !isHoliday(todaysOpen) {
|
if afterEastern.Before(todaysOpen) && IsWeekDay(todaysOpen.Weekday()) && !isHoliday(todaysOpen) {
|
||||||
return todaysOpen
|
return todaysOpen
|
||||||
}
|
}
|
||||||
|
@ -262,6 +268,10 @@ func NextMarketOpen(after, openTime time.Time, isHoliday HolidayProvider) time.T
|
||||||
func NextMarketClose(after, closeTime time.Time, isHoliday HolidayProvider) time.Time {
|
func NextMarketClose(after, closeTime time.Time, isHoliday HolidayProvider) time.Time {
|
||||||
afterEastern := after.In(Eastern())
|
afterEastern := after.In(Eastern())
|
||||||
|
|
||||||
|
if isHoliday == nil {
|
||||||
|
isHoliday = DefaultHolidayProvider
|
||||||
|
}
|
||||||
|
|
||||||
todaysClose := On(closeTime, afterEastern)
|
todaysClose := On(closeTime, afterEastern)
|
||||||
if afterEastern.Before(todaysClose) && IsWeekDay(todaysClose.Weekday()) && !isHoliday(todaysClose) {
|
if afterEastern.Before(todaysClose) && IsWeekDay(todaysClose.Weekday()) && !isHoliday(todaysClose) {
|
||||||
return todaysClose
|
return todaysClose
|
||||||
|
@ -292,7 +302,7 @@ func CalculateMarketSecondsBetween(start, end, marketOpen, marketClose time.Time
|
||||||
seconds += int64(startMarketClose.Sub(se) / time.Second)
|
seconds += int64(startMarketClose.Sub(se) / time.Second)
|
||||||
}
|
}
|
||||||
|
|
||||||
cursor := NextMarketOpen(startMarketClose, marketClose, isHoliday)
|
cursor := NextMarketOpen(startMarketClose, marketOpen, isHoliday)
|
||||||
for BeforeDate(cursor, ee) {
|
for BeforeDate(cursor, ee) {
|
||||||
if IsWeekDay(cursor.Weekday()) && !isHoliday(cursor) {
|
if IsWeekDay(cursor.Weekday()) && !isHoliday(cursor) {
|
||||||
close := NextMarketClose(cursor, marketClose, isHoliday)
|
close := NextMarketClose(cursor, marketClose, isHoliday)
|
||||||
|
|
|
@ -34,15 +34,15 @@ func TestNextMarketOpen(t *testing.T) {
|
||||||
|
|
||||||
weekend := time.Date(2016, 07, 23, 9, 31, 0, 0, Eastern())
|
weekend := time.Date(2016, 07, 23, 9, 31, 0, 0, Eastern())
|
||||||
|
|
||||||
assert.True(todayOpen.Equal(NextMarketOpen(beforeOpen)))
|
assert.True(todayOpen.Equal(NextMarketOpen(beforeOpen, NYSEOpen, IsNYSEHoliday)))
|
||||||
assert.True(tomorrowOpen.Equal(NextMarketOpen(afterOpen)))
|
assert.True(tomorrowOpen.Equal(NextMarketOpen(afterOpen, NYSEOpen, IsNYSEHoliday)))
|
||||||
assert.True(mondayOpen.Equal(NextMarketOpen(afterFriday)))
|
assert.True(mondayOpen.Equal(NextMarketOpen(afterFriday, NYSEOpen, IsNYSEHoliday)))
|
||||||
assert.True(mondayOpen.Equal(NextMarketOpen(weekend)))
|
assert.True(mondayOpen.Equal(NextMarketOpen(weekend, NYSEOpen, IsNYSEHoliday)))
|
||||||
|
|
||||||
testRegression := time.Date(2016, 07, 18, 16, 0, 0, 0, Eastern())
|
testRegression := time.Date(2016, 07, 18, 16, 0, 0, 0, Eastern())
|
||||||
shouldbe := time.Date(2016, 07, 19, 9, 30, 0, 0, Eastern())
|
shouldbe := time.Date(2016, 07, 19, 9, 30, 0, 0, Eastern())
|
||||||
|
|
||||||
assert.True(shouldbe.Equal(NextMarketOpen(testRegression)))
|
assert.True(shouldbe.Equal(NextMarketOpen(testRegression, NYSEOpen, IsNYSEHoliday)))
|
||||||
}
|
}
|
||||||
|
|
||||||
func TestNextMarketClose(t *testing.T) {
|
func TestNextMarketClose(t *testing.T) {
|
||||||
|
@ -59,10 +59,10 @@ func TestNextMarketClose(t *testing.T) {
|
||||||
|
|
||||||
weekend := time.Date(2016, 07, 23, 9, 31, 0, 0, Eastern())
|
weekend := time.Date(2016, 07, 23, 9, 31, 0, 0, Eastern())
|
||||||
|
|
||||||
assert.True(todayClose.Equal(NextMarketClose(beforeClose)))
|
assert.True(todayClose.Equal(NextMarketClose(beforeClose, NYSEClose, IsNYSEHoliday)))
|
||||||
assert.True(tomorrowClose.Equal(NextMarketClose(afterClose)))
|
assert.True(tomorrowClose.Equal(NextMarketClose(afterClose, NYSEClose, IsNYSEHoliday)))
|
||||||
assert.True(mondayClose.Equal(NextMarketClose(afterFriday)))
|
assert.True(mondayClose.Equal(NextMarketClose(afterFriday, NYSEClose, IsNYSEHoliday)))
|
||||||
assert.True(mondayClose.Equal(NextMarketClose(weekend)))
|
assert.True(mondayClose.Equal(NextMarketClose(weekend, NYSEClose, IsNYSEHoliday)))
|
||||||
}
|
}
|
||||||
|
|
||||||
func TestCalculateMarketSecondsBetween(t *testing.T) {
|
func TestCalculateMarketSecondsBetween(t *testing.T) {
|
||||||
|
@ -73,7 +73,7 @@ func TestCalculateMarketSecondsBetween(t *testing.T) {
|
||||||
|
|
||||||
shouldbe := 5 * 6.5 * 60 * 60
|
shouldbe := 5 * 6.5 * 60 * 60
|
||||||
|
|
||||||
assert.Equal(shouldbe, CalculateMarketSecondsBetween(start, end))
|
assert.Equal(shouldbe, CalculateMarketSecondsBetween(start, end, NYSEOpen, NYSEClose, IsNYSEHoliday))
|
||||||
}
|
}
|
||||||
|
|
||||||
func TestCalculateMarketSecondsBetweenLTM(t *testing.T) {
|
func TestCalculateMarketSecondsBetweenLTM(t *testing.T) {
|
||||||
|
@ -83,5 +83,5 @@ func TestCalculateMarketSecondsBetweenLTM(t *testing.T) {
|
||||||
end := time.Date(2016, 07, 01, 9, 30, 0, 0, Eastern())
|
end := time.Date(2016, 07, 01, 9, 30, 0, 0, Eastern())
|
||||||
|
|
||||||
shouldbe := 253 * 6.5 * 60 * 60 //253 full market days since this date last year.
|
shouldbe := 253 * 6.5 * 60 * 60 //253 full market days since this date last year.
|
||||||
assert.Equal(shouldbe, CalculateMarketSecondsBetween(start, end))
|
assert.Equal(shouldbe, CalculateMarketSecondsBetween(start, end, NYSEOpen, NYSEClose, IsNYSEHoliday))
|
||||||
}
|
}
|
||||||
|
|
|
@ -47,7 +47,7 @@ func drawChart(res http.ResponseWriter, req *http.Request) {
|
||||||
},
|
},
|
||||||
YAxis: chart.YAxis{
|
YAxis: chart.YAxis{
|
||||||
Style: chart.Style{Show: true},
|
Style: chart.Style{Show: true},
|
||||||
Range: chart.Range{
|
Range: &chart.ContinuousRange{
|
||||||
Max: 220.0,
|
Max: 220.0,
|
||||||
Min: 180.0,
|
Min: 180.0,
|
||||||
},
|
},
|
||||||
|
|
Loading…
Reference in New Issue
Block a user