/* * 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); } }