/*
* 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
{
///
/// Provides static functions that can be used to compute a future (expiry) given a .
///
public static class Expiry
{
///
/// Computes a date/time one month after a given date/time (nth day to nth day)
///
public static Func OneMonth => dt => dt.AddMonths(1);
///
/// Computes a date/time one quarter after a given date/time (nth day to nth day)
///
public static Func OneQuarter => dt => dt.AddMonths(3);
///
/// Computes a date/time one year after a given date/time (nth day to nth day)
///
public static Func OneYear => dt => dt.AddYears(1);
///
/// Computes the end of day (mid-night of the next day) of given date/time
///
public static Func EndOfDay => dt => dt.AddDays(1).Date;
///
/// Computes the end of week (next Monday) of given date/time
///
public static Func EndOfWeek
{
get
{
return dt =>
{
var value = 8 - (int)dt.DayOfWeek;
if (value == 8) value = 1; // Sunday
return dt.AddDays(value).Date;
};
}
}
///
/// Computes the end of month (1st of the next month) of given date/time
///
public static Func EndOfMonth
{
get
{
return dt =>
{
var value = OneMonth(dt);
return new DateTime(value.Year, value.Month, 1);
};
}
}
///
/// Computes the end of quarter (1st of the starting month of next quarter) of given date/time
///
public static Func EndOfQuarter
{
get
{
return dt =>
{
var nthQuarter = (dt.Month - 1) / 3;
var firstMonthOfQuarter = nthQuarter * 3 + 1;
return OneQuarter(new DateTime(dt.Year, firstMonthOfQuarter, 1));
};
}
}
///
/// Computes the end of year (1st of the next year) of given date/time
///
public static Func EndOfYear => dt => new DateTime(dt.Year + 1, 1, 1);
}
}