wehub-resource-sync
99 lines
3.4 KiB
C#
99 lines
3.4 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using Newtonsoft.Json;
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namespace QuantConnect.Packets
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{
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/// <summary>
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/// Market today information class
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/// </summary>
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public class MarketToday
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{
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/// <summary>
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/// Date this packet was generated.
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/// </summary>
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[JsonProperty(PropertyName = "date")]
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public DateTime Date { get; set; }
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/// <summary>
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/// Given the dates and times above, what is the current market status - open or closed.
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/// </summary>
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[JsonProperty(PropertyName = "status")]
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public string Status { get; set; } = string.Empty;
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/// <summary>
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/// Premarket hours for today
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/// </summary>
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[JsonProperty(PropertyName = "premarket")]
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public MarketHours PreMarket { get; set; }
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/// <summary>
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/// Normal trading market hours for today
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/// </summary>
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[JsonProperty(PropertyName = "open")]
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public MarketHours Open { get; set; }
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/// <summary>
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/// Post market hours for today
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/// </summary>
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[JsonProperty(PropertyName = "postmarket")]
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public MarketHours PostMarket { get; set; }
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/// <summary>
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/// Default constructor (required for JSON serialization)
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/// </summary>
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public MarketToday()
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{ }
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}
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/// <summary>
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/// Market open hours model for pre, normal and post market hour definitions.
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/// </summary>
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public class MarketHours
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{
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/// <summary>
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/// Start time for this market hour category
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/// </summary>
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[JsonProperty(PropertyName = "start")]
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public DateTime Start { get; set; }
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/// <summary>
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/// End time for this market hour category
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/// </summary>
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[JsonProperty(PropertyName = "end")]
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public DateTime End { get; set; }
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/// <summary>
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/// Market hours initializer given an hours since midnight measure for the market hours today
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/// </summary>
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/// <param name="referenceDate">Reference date used for as base date from the specified hour offsets</param>
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/// <param name="defaultStart">Time in hours since midnight to start this open period.</param>
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/// <param name="defaultEnd">Time in hours since midnight to end this open period.</param>
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public MarketHours(DateTime referenceDate, double defaultStart, double defaultEnd)
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{
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Start = referenceDate.Date.AddHours(defaultStart);
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End = referenceDate.Date.AddHours(defaultEnd);
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if (defaultEnd == 24)
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{
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// when we mark it as the end of the day other code that relies on .TimeOfDay has issues
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End = End.AddTicks(-1);
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}
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}
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}
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}
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