chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
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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);
+    }
+}