adding quickfix
This commit is contained in:
222
quickfix/internal/time_range.go
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222
quickfix/internal/time_range.go
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@ -0,0 +1,222 @@
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package internal
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import (
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"time"
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"github.com/pkg/errors"
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)
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// TimeOfDay represents the time of day.
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type TimeOfDay struct {
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hour, minute, second int
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d time.Duration
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}
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const shortForm = "15:04:05"
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// NewTimeOfDay returns a newly initialized TimeOfDay.
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func NewTimeOfDay(hour, minute, second int) TimeOfDay {
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d := time.Duration(second)*time.Second +
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time.Duration(minute)*time.Minute +
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time.Duration(hour)*time.Hour
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return TimeOfDay{hour: hour, minute: minute, second: second, d: d}
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}
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// ParseTimeOfDay parses a TimeOfDay from a string in the format HH:MM:SS.
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func ParseTimeOfDay(str string) (TimeOfDay, error) {
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t, err := time.Parse(shortForm, str)
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if err != nil {
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return TimeOfDay{}, errors.Wrap(err, "time must be in the format HH:MM:SS")
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}
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return NewTimeOfDay(t.Clock()), nil
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}
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// TimeRange represents a time band in a given time zone.
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type TimeRange struct {
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startTime, endTime TimeOfDay
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weekdays []time.Weekday
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startDay, endDay *time.Weekday
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loc *time.Location
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}
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// NewUTCTimeRange returns a time range in UTC.
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func NewUTCTimeRange(start, end TimeOfDay, weekdays []time.Weekday) (*TimeRange, error) {
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return NewTimeRangeInLocation(start, end, weekdays, time.UTC)
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}
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// NewTimeRangeInLocation returns a time range in a given location.
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func NewTimeRangeInLocation(start, end TimeOfDay, weekdays []time.Weekday, loc *time.Location) (*TimeRange, error) {
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if loc == nil {
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return nil, errors.New("time: missing Location in call to NewTimeRangeInLocation")
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}
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return &TimeRange{
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startTime: start,
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endTime: end,
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weekdays: weekdays,
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loc: loc,
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}, nil
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}
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// NewUTCWeekRange returns a weekly TimeRange.
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func NewUTCWeekRange(startTime, endTime TimeOfDay, startDay, endDay time.Weekday) (*TimeRange, error) {
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return NewWeekRangeInLocation(startTime, endTime, startDay, endDay, time.UTC)
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}
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// NewWeekRangeInLocation returns a time range in a given location.
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func NewWeekRangeInLocation(startTime, endTime TimeOfDay, startDay, endDay time.Weekday, loc *time.Location) (*TimeRange, error) {
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r, err := NewTimeRangeInLocation(startTime, endTime, []time.Weekday{}, loc)
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if err != nil {
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return nil, err
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}
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r.startDay = &startDay
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r.endDay = &endDay
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return r, nil
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}
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func (r *TimeRange) isInWeekdays(day time.Weekday) bool {
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if len(r.weekdays) > 0 {
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found := false
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for _, weekday := range r.weekdays {
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if day == weekday {
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found = true
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break
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}
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}
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if !found {
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return false
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}
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}
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return true
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}
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func (r *TimeRange) addWeekdayOffset(day time.Weekday, offset int) time.Weekday {
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return (day + time.Weekday(offset)) % 7
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}
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func (r *TimeRange) isInTimeRange(t time.Time) bool {
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t = t.In(r.loc)
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ts := NewTimeOfDay(t.Clock()).d
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if r.startTime.d < r.endTime.d {
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if r.isInWeekdays(t.Weekday()) {
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return r.startTime.d <= ts && ts <= r.endTime.d
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}
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return false
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}
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if ts <= r.endTime.d {
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return r.isInWeekdays(r.addWeekdayOffset(t.Weekday(), -1))
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}
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if ts >= r.startTime.d {
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return r.isInWeekdays(t.Weekday())
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}
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return false
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}
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func (r *TimeRange) isInWeekRange(t time.Time) bool {
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t = t.In(r.loc)
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day := t.Weekday()
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if *r.startDay == *r.endDay {
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if day == *r.startDay {
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return r.isInTimeRange(t)
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}
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if r.startTime.d < r.endTime.d {
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return false
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}
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return true
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}
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switch {
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case *r.startDay < *r.endDay:
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if day < *r.startDay || *r.endDay < day {
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return false
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}
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default:
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if *r.endDay < day && day < *r.startDay {
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return false
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}
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}
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timeOfDay := NewTimeOfDay(t.Clock())
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if day == *r.startDay {
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return timeOfDay.d >= r.startTime.d
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}
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if day == *r.endDay {
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return timeOfDay.d <= r.endTime.d
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}
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return true
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}
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// IsInRange returns true if time t is within in the time range.
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func (r *TimeRange) IsInRange(t time.Time) bool {
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if r == nil {
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return true
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}
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if r.startDay != nil {
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return r.isInWeekRange(t)
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}
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return r.isInTimeRange(t)
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}
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// IsInSameRange determines if two points in time are in the same time range.
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func (r *TimeRange) IsInSameRange(t1, t2 time.Time) bool {
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if r == nil {
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return true
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}
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if !(r.IsInRange(t1) && r.IsInRange(t2)) {
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return false
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}
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if t2.Before(t1) {
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t1, t2 = t2, t1
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}
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t1 = t1.In(r.loc)
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t1Time := NewTimeOfDay(t1.Clock())
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dayOffset := 0
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if r.endDay == nil {
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if r.startTime.d >= r.endTime.d && t1Time.d >= r.startTime.d {
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dayOffset = 1
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}
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} else {
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switch {
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case *r.endDay < t1.Weekday():
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dayOffset = 7 + int(*(r.endDay)-t1.Weekday())
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case t1.Weekday() == *r.endDay:
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if r.endTime.d <= t1Time.d {
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dayOffset = 7
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}
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default:
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dayOffset = int(*(r.endDay) - t1.Weekday())
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}
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}
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sessionEnd := time.Date(t1.Year(), t1.Month(), t1.Day(), r.endTime.hour, r.endTime.minute, r.endTime.second, 0, r.loc)
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sessionEnd = sessionEnd.AddDate(0, 0, dayOffset)
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return t2.Before(sessionEnd)
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}
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