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98 lines (89 loc) · 3.42 KB
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/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
*/
using System;
namespace QuantConnect
{
/// <summary>
/// Provides static functions that can be used to compute a future <see cref="DateTime"/> (expiry) given a <see cref="DateTime"/>.
/// </summary>
public static class Expiry
{
/// <summary>
/// Computes a date/time one month after a given date/time (nth day to nth day)
/// </summary>
public static Func<DateTime, DateTime> OneMonth => dt => dt.AddMonths(1);
/// <summary>
/// Computes a date/time one quarter after a given date/time (nth day to nth day)
/// </summary>
public static Func<DateTime, DateTime> OneQuarter => dt => dt.AddMonths(3);
/// <summary>
/// Computes a date/time one year after a given date/time (nth day to nth day)
/// </summary>
public static Func<DateTime, DateTime> OneYear => dt => dt.AddYears(1);
/// <summary>
/// Computes the end of day (mid-night of the next day) of given date/time
/// </summary>
public static Func<DateTime, DateTime> EndOfDay => dt => dt.AddDays(1).Date;
/// <summary>
/// Computes the end of week (next Monday) of given date/time
/// </summary>
public static Func<DateTime, DateTime> EndOfWeek
{
get
{
return dt =>
{
var value = 8 - (int)dt.DayOfWeek;
if (value == 8) value = 1; // Sunday
return dt.AddDays(value).Date;
};
}
}
/// <summary>
/// Computes the end of month (1st of the next month) of given date/time
/// </summary>
public static Func<DateTime, DateTime> EndOfMonth
{
get
{
return dt =>
{
var value = OneMonth(dt);
return new DateTime(value.Year, value.Month, 1);
};
}
}
/// <summary>
/// Computes the end of quarter (1st of the starting month of next quarter) of given date/time
/// </summary>
public static Func<DateTime, DateTime> EndOfQuarter
{
get
{
return dt =>
{
var nthQuarter = (dt.Month - 1) / 3;
var firstMonthOfQuarter = nthQuarter * 3 + 1;
return OneQuarter(new DateTime(dt.Year, firstMonthOfQuarter, 1));
};
}
}
/// <summary>
/// Computes the end of year (1st of the next year) of given date/time
/// </summary>
public static Func<DateTime, DateTime> EndOfYear => dt => new DateTime(dt.Year + 1, 1, 1);
}
}