calendar.hpp

#pragma once
 
#include "./types.hpp"
 
#include <chrono>
#include <cstddef>
#include <optional>
#include <utility>
#include <vector>
 
namespace algotradelib {

struct TradingDay {
  Date date_{};
  bool open_{false};
};

struct TradingCalendar {
  Country country_{Country::KR};
  std::vector<TradingDay> days_;
  std::chrono::system_clock::time_point received_at_;
  std::size_t unreadable_days_{0};

  std::optional<bool> is_trading_day(const Date& date) const {
    for (const auto& day : days_) {
      if (day.date_ == date) {
        return day.open_;
      }
    }
    return std::nullopt;
  }

  std::optional<Date> next_trading_day(const Date& date) const {
    for (const auto& day : days_) {
      if (day.open_ && date < day.date_) {
        return day.date_;
      }
    }
    return std::nullopt;
  }

  std::optional<Date> previous_trading_day(const Date& date) const {
    std::optional<Date> found;
    for (const auto& day : days_) {
      if (!(day.date_ < date)) {
        break;
      }
      if (day.open_) {
        found = day.date_;
      }
    }
    return found;
  }

  std::optional<std::pair<Date, Date>> covered() const {
    if (days_.empty()) {
      return std::nullopt;
    }
    return std::make_pair(days_.front().date_, days_.back().date_);
  }
};
 
} // namespace algotradelib