SessionTime.cpp

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#ifdef _MSC_VER
#include "stdafx.h"
#else
#include "config.h"
#endif
#include "CallStack.h"

#include "SessionTime.h"
#include "Utility.h"

namespace FIX
{
  SessionTime::SessionTime( const UtcTimeOnly& startTime,
                            const UtcTimeOnly& endTime,
                            int startDay,
                            int endDay )
  : m_startTime( startTime ), m_endTime( endTime ),
    m_startDay( startDay ), m_endDay( endDay )
  {
  }

  bool SessionTime::isSessionTime( const UtcTimeOnly& start,
                                   const UtcTimeOnly& end,
                                   const UtcTimeStamp& time )
  { QF_STACK_PUSH(SessionTime::isSessionTime)

    UtcTimeOnly timeOnly (time);

    if( start < end )
      return( timeOnly >= start && timeOnly <= end );
    else
      return( timeOnly >= start || timeOnly <= end );

    QF_STACK_POP
  }

  bool SessionTime::isSessionTime( const UtcTimeOnly& startTime,
                                   const UtcTimeOnly& endTime,
                                   int startDay,
                                   int endDay,
                                   const UtcTimeStamp& time )
  { QF_STACK_PUSH(SessionTime::isSessionTime)

    int currentDay = time.getWeekDay();
    UtcTimeOnly timeOnly (time);

    if (startDay == endDay)
    {
        if (currentDay == startDay)
        {
            return isSessionTime(startTime, endTime, time);
        }
        if (startTime < endTime)
        {
            return false;
        }
        return true;
    }

    if (startDay < endDay)
    {
        if (currentDay < startDay || endDay < currentDay ||
            (currentDay == startDay && timeOnly < startTime) ||
            (currentDay == endDay && endTime < timeOnly))
        {
            return false;
        }
        return true;
    }
    
    if ((endDay < currentDay && currentDay < startDay) ||
        (currentDay == startDay && timeOnly < startTime) ||
        (currentDay == endDay && endTime < timeOnly))
    {
        return false;
    }
    return true;

    QF_STACK_POP
  }

  bool SessionTime::isSameSession( const UtcTimeOnly& start,
                                   const UtcTimeOnly& end,
                                   const UtcTimeStamp& time1,
                                   const UtcTimeStamp& time2 )
  { QF_STACK_PUSH(SessionTime::isSameSession)

    if( !isSessionTime( start, end, time1 ) ) return false;
    if( !isSessionTime( start, end, time2 ) ) return false;

    if( time1 == time2 ) return true;

    if( start < end || start == end )
    {
      UtcDate time1Date( time1 );
      UtcDate time2Date( time2 );
 
      return time1Date == time2Date;
    }
    else
    {
      int sessionLength = DateTime::SECONDS_PER_DAY - (start - end);

      if( time1 > time2 )
      {
        UtcTimeOnly time2TimeOnly = UtcTimeOnly(time2);
                  
        long delta = time2TimeOnly - start;
        if( delta < 0 )
          delta = DateTime::SECONDS_PER_DAY - labs(delta);

        return (time1 - time2) < (sessionLength - delta);
      }
      else
      {
        return (time2 - time1) < sessionLength;
      }
    }
        
    QF_STACK_POP
  }

  bool SessionTime::isSameSession( const UtcTimeOnly& startTime,
                                   const UtcTimeOnly& endTime,
                                   int startDay,
                                   int endDay,
                                   const UtcTimeStamp& time1,
                                   const UtcTimeStamp& time2 )
  { QF_STACK_PUSH(SessionTime::isSameSession)

    if( !isSessionTime( startTime, endTime, startDay, endDay, time1 ) )
      return false;

    if( !isSessionTime( startTime, endTime, startDay, endDay, time2 ) )
      return false;

    int absoluteDay1 = time1.getJulianDate() - time1.getWeekDay();
    int absoluteDay2 = time2.getJulianDate() - time2.getWeekDay();
    return absoluteDay1 == absoluteDay2;

    QF_STACK_POP
  }
}