Yahoo! Managed

' ******************************************************************************
' ** 
' **  Yahoo Finance Managed
' **  Written by Marius Häusler 2010
' **  It would be pleasant, if you contact me when you are using this code.
' **  Contact: YahooFinanceManaged@gmail.com
' **  Project Home: http://code.google.com/p/yahoo-finance-managed/
' **  
' ******************************************************************************
' **  
' **  Copyright 2010 Marius Häusler
' **  
' **  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.
' ** 
' ******************************************************************************


Namespace Finance.Support

    ''' <summary>
    ''' Serializable. Class for managing stock exchange information.
    ''' </summary>
    ''' <remarks></remarks>
    <Serializable()> _
    Public Class StockExchange
        Private mExchangeID, mName, mSuffix As String
        Private mCountry As Country = Country.Unknown
        Private mDelayMinutes, mRelativeToUTC, mTradingHours, mTradingMinutes As Integer
        Private mOpeningTimeUTC, mClosingTimeUTC, mOpeningTimeLocalExchange As DateTime
        Private mTradingDays As New List(Of DayOfWeek)
        Private mCurrency As Currency
        Private mHolidays As New List(Of Date)

        ''' <summary>
        ''' The ID of the exchange
        ''' </summary>
        ''' <value></value>
        ''' <returns></returns>
        ''' <remarks>If the ID is in WorldMarket.DefaultStockExchanges, properties will be setted automatically</remarks>
        Public Property ID() As String
            Get
                Return mExchangeID
            End Get
            Set(ByVal value As String)
                If value = String.Empty Then
                    Me.Clear()
                Else
                    mExchangeID = value.ToUpper
                    If WorldMarket.StockExchanges IsNot Nothing Then
                        For Each se As StockExchange In WorldMarket.StockExchanges
                            If se IsNot Nothing AndAlso se.ID.ToLower = value.ToLower Then
                                Me.CopyValues(se)
                                Exit For
                            End If
                        Next
                    End If
                End If
            End Set
        End Property
        ''' <summary>
        ''' The ending string for stock IDs
        ''' </summary>
        ''' <value></value>
        ''' <returns></returns>
        ''' <remarks>If the suffix is in DefaultStockExchanges, properties will get automatically</remarks>
        Public Property Suffix() As String
            Get
                Return mSuffix
            End Get
            Set(ByVal value As String)
                If mSuffix <> value.ToUpper Then
                    If value <> String.Empty Then
                        Dim m As System.Text.RegularExpressions.Match = System.Text.RegularExpressions.Regex.Match(value, "\.[a-zA-Z0-9][a-zA-Z0-9]?$")
                        If m.Success Then
                            mSuffix = m.Value.ToUpper
                            If WorldMarket.StockExchanges IsNot Nothing Then
                                For Each se As StockExchange In WorldMarket.StockExchanges
                                    If se IsNot Nothing AndAlso se.ID.ToUpper = m.Value.ToUpper Then
                                        Me.CopyValues(se)
                                        Exit For
                                    End If
                                Next
                            End If
                        End If
                    Else
                        mSuffix = String.Empty
                    End If
                End If
            End Set
        End Property

        ''' <summary>
        ''' The name of the exchange
        ''' </summary>
        ''' <value></value>
        ''' <returns></returns>
        ''' <remarks></remarks>
        Public Property Name() As String
            Get
                Return mName
            End Get
            Set(ByVal value As String)
                mName = value
            End Set
        End Property
        ''' <summary>
        ''' The country of the exchange
        ''' </summary>
        ''' <value></value>
        ''' <returns></returns>
        ''' <remarks></remarks>
        Public Property Country() As Country
            Get
                Return mCountry
            End Get
            Set(ByVal value As Country)
                mCountry = value
            End Set
        End Property
        ''' <summary>
        ''' The currency of the country
        ''' </summary>
        ''' <value></value>
        ''' <returns></returns>
        ''' <remarks></remarks>
        Public Property Currency() As Currency
            Get
                Return mCurrency
            End Get
            Set(ByVal value As Currency)
                mCurrency = value
            End Set
        End Property
        ''' <summary>
        ''' The days when trading is active
        ''' </summary>
        ''' <value></value>
        ''' <returns></returns>
        ''' <remarks></remarks>
        Public Property TradingDays() As List(Of DayOfWeek)
            Get
                Return mTradingDays
            End Get
            Set(ByVal value As List(Of DayOfWeek))
                mTradingDays = value
            End Set
        End Property
        ''' <summary>
        ''' Days without active trading time.
        ''' </summary>
        ''' <value></value>
        ''' <returns></returns>
        ''' <remarks></remarks>
        Public Property Holidays() As List(Of Date)
            Get
                Return mHolidays
            End Get
            Set(ByVal value As List(Of Date))
                mHolidays = value
            End Set
        End Property
        ''' <summary>
        ''' The data response delay to realtime of yahoo servers
        ''' </summary>
        ''' <value></value>
        ''' <returns></returns>
        ''' <remarks></remarks>
        Public Property DelayMinutes() As Integer
            Get
                Return mDelayMinutes
            End Get
            Set(ByVal value As Integer)
                If value > 0 And value < 3600 Then mDelayMinutes = value
            End Set
        End Property
        ''' <summary>
        ''' The number of hours relative to UTC of the exchange's timezone
        ''' </summary>
        ''' <value></value>
        ''' <returns></returns>
        ''' <remarks></remarks>
        Public Property RelativeToUTC() As Integer
            Get
                Return mRelativeToUTC
            End Get
            Set(ByVal value As Integer)
                If value >= -12 And value <= 12 Then
                    mRelativeToUTC = value
                    Me.SetTradingTimes()
                End If
            End Set
        End Property
        ''' <summary>
        ''' The time when trading starts
        ''' </summary>
        ''' <value></value>
        ''' <returns></returns>
        ''' <remarks>By setting a value, the date is not important, only hour and minute</remarks>
        Public Property OpeningTimeUTC() As DateTime
            Get
                Return mOpeningTimeUTC
            End Get
            Set(ByVal value As DateTime)
                mOpeningTimeUTC = #12:00:00 AM#.AddHours(value.Hour).AddMinutes(value.Minute)
                Me.SetTradingTimes()
            End Set
        End Property
        ''' <summary>
        ''' The time when trading ends
        ''' </summary>
        ''' <value></value>
        ''' <returns></returns>
        ''' <remarks>By setting a value, the date is not important, only hour and minute. If time value is smaler than opening, trading ends on the next day. 24 hours trading is maximum</remarks>
        Public Property ClosingTimeUTC() As DateTime
            Get
                Return mClosingTimeUTC
            End Get
            Set(ByVal value As DateTime)
                mClosingTimeUTC = #12:00:00 AM#.AddHours(value.Hour).AddMinutes(value.Minute)
                Me.SetTradingTimes()
            End Set
        End Property
        ''' <summary>
        ''' The local time of exchange's timezone when trading starts
        ''' </summary>
        ''' <value></value>
        ''' <returns></returns>
        ''' <remarks></remarks>
        Public ReadOnly Property OpeningTimeLocalExchange() As DateTime
            Get
                Return mOpeningTimeLocalExchange
            End Get
        End Property

        ''' <summary>
        ''' Default constructor
        ''' </summary>
        ''' <remarks></remarks>
        Public Sub New()
            Me.Clear()
            mTradingDays.AddRange(New DayOfWeek() {DayOfWeek.Monday, DayOfWeek.Tuesday, DayOfWeek.Wednesday, DayOfWeek.Thursday, DayOfWeek.Friday})
        End Sub
        ''' <summary>
        ''' Overloaded constructor
        ''' </summary>
        ''' <param name="excID">The ID of the stock exchange</param>
        ''' <remarks></remarks>
        Public Sub New(ByVal excID As String)
            Me.New()
            Me.ID = excID
        End Sub
        ''' <summary>
        ''' Overloaded constructor
        ''' </summary>
        ''' <param name="excID">The ID of the stock exchange</param>
        ''' <param name="name">The name of the stock exchange</param>
        ''' <param name="suffix">The suffix of the stock exchange ID</param>
        ''' <remarks></remarks>
        Public Sub New(ByVal excID As String, ByVal name As String, ByVal suffix As String)
            Me.New()
            mExchangeID = excID
            mName = name
            mSuffix = suffix
        End Sub

        ''' <summary>
        ''' Clears all values
        ''' </summary>
        ''' <remarks></remarks>
        Public Sub Clear()
            mName = String.Empty
            mSuffix = String.Empty
            mExchangeID = String.Empty
            mCountry = Country.Unknown
            mCurrency = Currency.AED
            mTradingHours = 24
            mRelativeToUTC = 0
            mOpeningTimeUTC = #12:00:00 AM#
            mClosingTimeUTC = #12:00:00 AM#
            mDelayMinutes = 0
            mTradingDays = New List(Of DayOfWeek)
            Me.SetTradingTimes()
        End Sub
        ''' <summary>
        ''' Returns if trading is active at a specific datetime using the machines current timezone
        ''' </summary>
        ''' <returns></returns>
        ''' <remarks></remarks>
        Public Function IsActiveLocal(ByVal atThisLocalTime As DateTime) As Boolean
            Return IsActiveUTC(TimeZone.CurrentTimeZone.ToUniversalTime(atThisLocalTime))
        End Function
        ''' <summary>
        ''' Returns if trading is active at a specific UTC datetime
        ''' </summary>
        ''' <param name="atThisUTCTime"></param>
        ''' <returns></returns>
        ''' <remarks></remarks>
        Public Function IsActiveUTC(ByVal atThisUTCTime As DateTime) As Boolean
            Dim timeZoneDate As DateTime = atThisUTCTime.AddHours(mRelativeToUTC)
            Dim tradingSpan As New TimeSpan(mTradingHours, mTradingMinutes, 0)
            Dim holiday As Boolean = False
            If mHolidays IsNot Nothing Then
                For Each h As Date In mHolidays
                    If h.Date = timeZoneDate.Date Then
                        holiday = True
                        Exit For
                    End If
                Next
            End If
            If Not holiday Then
                If mTradingDays.Contains(timeZoneDate.DayOfWeek) Then
                    If IsInSpan(timeZoneDate, tradingSpan) Then
                        Return True
                    Else
                        Return IsInSpan(timeZoneDate, tradingSpan, -1)
                    End If
                Else
                    Return ((mOpeningTimeUTC.Hour + mTradingHours + ((mOpeningTimeUTC.Minute + mTradingMinutes) / 60) > 24 And _
                             mTradingDays.Contains(timeZoneDate.AddDays(-1).DayOfWeek)) AndAlso _
                             IsInSpan(timeZoneDate, tradingSpan, -1))
                End If
            Else
                Return False
            End If
        End Function

        Private Function IsInSpan(ByVal d As DateTime, ByVal ts As TimeSpan, Optional ByVal relativeDays As Integer = 0) As Boolean
            Dim newD As DateTime = d.AddMinutes(mDelayMinutes * -1)
            With newD.AddDays(relativeDays)
                If mTradingDays IsNot Nothing AndAlso mTradingDays.Contains(.DayOfWeek) Then
                    Dim startDate As DateTime = .Date.AddHours(mOpeningTimeLocalExchange.Hour).AddMinutes(mOpeningTimeLocalExchange.Minute)
                    Dim endDate As DateTime = startDate.Add(ts)
                    Return (newD >= startDate And newD <= endDate)
                Else
                    Return False
                End If
            End With
        End Function
        Private Sub SetTradingTimes()
            If mOpeningTimeUTC = mClosingTimeUTC Then
                mTradingHours = 24
                mTradingMinutes = 0
            ElseIf mOpeningTimeUTC < mClosingTimeUTC Then
                Dim ts As TimeSpan = mClosingTimeUTC - mOpeningTimeUTC
                mTradingHours = CInt(Math.Truncate(ts.TotalHours))
                mTradingMinutes = CInt((ts.TotalHours Mod 1) * 60)
            Else
                Dim endDate As DateTime = mClosingTimeUTC.AddDays(1)
                Dim ts As TimeSpan = endDate - mOpeningTimeUTC
                mTradingHours = CInt(Math.Truncate(ts.TotalHours))
                mTradingMinutes = CInt((ts.TotalHours Mod 1) * 60)
            End If

            Dim diff As Double = (mOpeningTimeUTC.Hour * 60 + mOpeningTimeUTC.Minute) + (mRelativeToUTC * 60)
            If diff < 0 Then
                mOpeningTimeLocalExchange = #12:00:00 AM#.AddDays(1).AddMinutes(diff)
            Else
                Dim open As Date = mOpeningTimeUTC.AddHours(mRelativeToUTC)
                mOpeningTimeLocalExchange = #12:00:00 AM#.AddHours(open.Hour).AddMinutes(open.Minute)
            End If
        End Sub
        Private Sub CopyValues(ByVal se As StockExchange)
            If se IsNot Nothing Then
                mExchangeID = se.ID
                mCountry = se.Country
                mSuffix = se.Suffix
                mName = se.Name
                mCountry = se.Country
                mCurrency = se.Currency
                mTradingDays.Clear()
                mTradingDays.AddRange(se.TradingDays)
                mDelayMinutes = se.DelayMinutes
                mRelativeToUTC = se.RelativeToUTC
                mOpeningTimeUTC = se.OpeningTimeUTC
                mClosingTimeUTC = se.ClosingTimeUTC
                Me.SetTradingTimes()
            End If
        End Sub

        ''' <summary>
        ''' Returns the name of the stock exchange
        ''' </summary>
        ''' <returns></returns>
        ''' <remarks></remarks>
        Public Overrides Function ToString() As String
            Return mName
        End Function
    End Class

End Namespace