nasdaq_schedule 1.0.0

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data/.gitignore

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+*.gem
+*.rbc
+.bundle
+.config
+.yardoc
+Gemfile.lock
+InstalledFiles
+_yardoc
+coverage
+doc/
+lib/bundler/man
+pkg
+rdoc
+spec/reports
+test/tmp
+test/version_tmp
+tmp

data/.rspec

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+--color

data/CHANGELOG.md

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+## v1.0.0
+
+* initial commit

data/Gemfile

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+source 'https://rubygems.org'
+
+# Specify your gem's dependencies in nasdaq_schedule.gemspec
+gemspec

data/LICENSE.txt

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+Copyright (c) 2014 Kamil Leczycki
+
+MIT License
+
+Permission is hereby granted, free of charge, to any person obtaining
+a copy of this software and associated documentation files (the
+"Software"), to deal in the Software without restriction, including
+without limitation the rights to use, copy, modify, merge, publish,
+distribute, sublicense, and/or sell copies of the Software, and to
+permit persons to whom the Software is furnished to do so, subject to
+the following conditions:
+
+The above copyright notice and this permission notice shall be
+included in all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
+MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
+LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
+OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
+WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

data/README.md

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+# NasdaqSchedule
+
+ActiveSupport::TimeWithZone extension. Provides a set of set instance methods which return specific time informations according to Nasdaq working schedule and market hours. Nasdaq schedule can be found here http://www.nasdaq.com/about/trading-schedule.aspx . The market timezone is EST/EDT.
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+    gem 'nasdaq_schedule'
+
+And then execute:
+
+    $ bundle
+
+Or install it yourself as:
+
+    $ gem install nasdaq_schedule
+
+## Usage
+```ruby
+date = Time.zone.now => Tue, 09 Dec 2014 14:01:10 PST -08:00
+
+# 'in_nasdaq_time_zone' returns time in Nasdaq time zone.
+date.in_nasdaq_time_zone
+=> Tue, 09 Dec 2014 17:01:10 EST -05:00 
+
+# 'nasdaq_holiday?' returns true if the given date is a Nasdaq holiday,
+otherwise false.
+date.nasdaq_holiday?
+=> false
+
+# 'nasdaq_working_day?' returns true if the given date is Nasdaq working day, otherwise false.
+date.nasdaq_working_day?
+=> true
+
+# 'nasdaq_open' returns Nasdaq open time in given timezone.
+date.nasdaq_open
+=> Tue, 09 Dec 2014 06:30:00 PST -08:00 
+
+# 'nasdaq_close' returns Nasdaq close time in given timezone.
+date.nasdaq_close
+=> Tue, 09 Dec 2014 13:00:00 PST -08:00
+
+# Both will raise NasdaqSchedule::Errors::NotWorkingDay when used on weekends or holidays.
+
+# 'nasdaq_previous_day' returns previous working day for Nasdaq.
+date.nasdaq_previous_day
+=> Mon, 08 Dec 2014 14:01:10 PST -08:00 
+
+# 'nasdaq_next_day' returns next working day for Nasdaq.
+date.nasdaq_next_day
+=> Wed, 10 Dec 2014 14:01:10 PST -08:00 
+
+# 'nasdaq_closest_open' returns open time of closest working day.
+(date + 4.days)
+=> Sat, 13 Dec 2014 14:01:10 PST -08:00
+
+(date + 4.days).nasdaq_closest_open
+=> Mon, 15 Dec 2014 06:30:00 PST -08:00
+
+# 'nasdaq_closest_close' returns close time of closest working day.
+(date + 4.days).nasdaq_closest_close
+ => Mon, 15 Dec 2014 13:00:00 PST -08:00 
+```
+
+## Running specs
+- Clone the repo
+- run `bundle exec rake spec`
+
+## Contributing
+
+1. Fork it ( http://github.com/camol/nasdaq_schedule/fork )
+2. Create your feature branch (`git checkout -b my-new-feature`)
+3. Commit your changes (`git commit -am 'Add some feature'`)
+4. Push to the branch (`git push origin my-new-feature`)
+5. Create new Pull Request

data/Rakefile

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+require "bundler/gem_tasks"
+require 'rspec/core/rake_task'
+
+RSpec::Core::RakeTask.new(:spec)
+
+task :console do
+  exec "irb -r nasdaq_schedule -I ./lib"
+end

data/lib/nasdaq_schedule.rb

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+require "nasdaq_schedule/version"
+require "nasdaq_schedule/stock_market"
+require "nasdaq_schedule/errors"
+require 'active_support/all'
+require "holidays"
+
+module NasdaqSchedule
+  def in_nasdaq_time_zone
+    same_zone? ? self : self.in_time_zone(market_zone)
+  end
+
+  def nasdaq_holiday?
+    !nasdaq_holiday.nil?
+  end
+
+  def nasdaq_working_day?
+    market_time.send(:weekday?) &&
+      !market_time.nasdaq_holiday? &&
+      !(market_time.monday? && market_time.yesterday.nasdaq_holiday?) &&
+      !(market_time.friday? && market_time.tomorrow.nasdaq_holiday? && !market_time.send(:nasdaq_end_of_accounting_period_on_friday?))
+  end
+
+  def nasdaq_open
+    nasdaq_working_hours[:open]
+  end
+
+  def nasdaq_close
+    nasdaq_working_hours[:close]
+  end
+
+  def nasdaq_previous_day
+    nasdaq_day(:yesterday)
+  end
+
+  def nasdaq_next_day
+    nasdaq_day(:tomorrow)
+  end
+
+  def nasdaq_closest_open
+    nasdaq_closest_working_hours[:open]
+  end
+
+  def nasdaq_closest_close
+    nasdaq_closest_working_hours[:close]
+  end
+
+  private
+  attr_reader :market_zone
+
+  def nasdaq_day(corresponding_day)
+    date = market_time.send(corresponding_day)
+    until date.nasdaq_working_day?
+      date = date.send(corresponding_day)
+    end
+    date.in_time_zone(original_zone)
+  end
+
+  def nasdaq_working_hours
+    must_be_working_day
+    {
+      open: market_time.change(hour: 9, min: 30).in_time_zone(original_zone),
+      close: market_time.change(hour: 16 + close_hours, min: 0).in_time_zone(original_zone)
+    }
+  end
+
+  def nasdaq_closest_working_hours
+    (nasdaq_working_day? ? self : nasdaq_next_day).send(:nasdaq_working_hours)
+  end
+
+  def nasdaq_holiday
+    holiday_hash = to_date.holidays(:us, :informal).first || {}
+    NasdaqSchedule::StockMarket::HOLIDAYS[holiday_hash[:name]]
+  end
+
+  def market_zone
+    @market_zone ||= NasdaqSchedule::StockMarket::ZONE
+  end
+
+  def market_time
+    in_nasdaq_time_zone
+  end
+
+  def same_zone?
+    send(:zone).to_s == self.in_time_zone(market_zone).zone.to_s
+  end
+
+  def weekday?
+    (1..5).include?(market_time.wday)
+  end
+
+  def nasdaq_end_of_accounting_period_on_friday?
+    quarter_months = [3, 6, 9, 12]
+    if market_time.friday? && quarter_months.include?(market_time.month)
+      last_month_days = []
+      3.times{ |i| last_month_days << market_time.end_of_month.day - i}
+      return true if last_month_days.include?(market_time.day)
+    end
+    false
+  end
+
+  def close_hours
+    close_hours = if market_time.nasdaq_working_day?
+                    if previous_day = market_time.yesterday.send(:nasdaq_holiday)
+                      if !market_time.monday? && previous_day[:day].to_i > 0
+                        previous_day[:close_hours]
+                      end
+                    elsif next_day = market_time.tomorrow.send(:nasdaq_holiday)
+                      if !market_time.friday? && next_day[:day].to_i < 0
+                        next_day[:close_hours]
+                      end
+                    end
+                  end
+    close_hours.to_i
+  end
+
+  def must_be_working_day
+    raise NasdaqSchedule::Errors::NotWorkingDay unless market_time.nasdaq_working_day?
+  end
+
+  def original_zone
+    abbreviation_to_zones_mappings[zone]
+  end
+
+  # This method is used only to properly handle conversation back to original time zone.
+  # This needs to be an instance method in order to properly handle day light savings and return
+  # the date in the original time zone.
+  def abbreviation_to_zones_mappings
+    Hash[ActiveSupport::TimeZone.all.map{ |z| [self.in_time_zone(z).strftime('%Z'), z.name] }]
+  end
+end
+
+ActiveSupport::TimeWithZone.send :include, NasdaqSchedule

data/lib/nasdaq_schedule/errors.rb

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+module NasdaqSchedule
+  module Errors
+    class NotWorkingDay < StandardError
+      def initialize(msg = "Nasdaq is not working on passed date")
+        super
+      end
+    end
+  end
+end

data/lib/nasdaq_schedule/stock_market.rb

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+module NasdaqSchedule
+  module StockMarket
+    ZONE = "Eastern Time (US & Canada)"
+
+    HOLIDAYS = {
+      "New Year's Day" => {},
+      "Martin Luther King, Jr. Day" => {},
+      "Presidents' Day" => {},
+      "Good Friday" => {},
+      "Memorial Day" => {},
+      "Independence Day" => { day: -1, close_hours: -3 },
+      "Labor Day" => {},
+      "Thanksgiving" => { day: 1, close_hours: -3 },
+      "Christmas Day" => { day: -1, close_hours: -3 }
+    }
+  end
+end

data/lib/nasdaq_schedule/version.rb

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+module NasdaqSchedule
+  VERSION = "1.0.0"
+end

data/nasdaq_schedule.gemspec

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+# coding: utf-8
+lib = File.expand_path('../lib', __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require 'nasdaq_schedule/version'
+
+Gem::Specification.new do |spec|
+  spec.name          = "nasdaq_schedule"
+  spec.version       = NasdaqSchedule::VERSION
+  spec.authors       = ["Kamil Leczycki"]
+  spec.email         = ["camol88@gmail.com"]
+  spec.summary       = %q{Provide informations about NASDAQ trading schedule.}
+  spec.description   = %q{Ruby gem extension for ActiveSupport::TimeWithZone. Responsible for giving detailed informations about NASDAQ stock market trading schedule.}
+  spec.homepage      = "https://github.com/camol/nasdaq_schedule"
+  spec.license       = "MIT"
+
+  spec.files         = `git ls-files -z`.split("\x0")
+  spec.executables   = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
+  spec.test_files    = spec.files.grep(%r{^(test|spec|features)/})
+  spec.require_paths = ["lib"]
+
+  spec.add_development_dependency "bundler", "~> 1.5"
+  spec.add_development_dependency "rake"
+  spec.add_development_dependency "activesupport"
+  spec.add_development_dependency "holidays"
+  spec.add_development_dependency "rspec"
+end

data/spec/nasdaq_schedule_spec.rb

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+# encoding: utf-8
+require 'spec_helper'
+
+describe NasdaqSchedule do
+  let(:test_zone) { "Pacific Time (US & Canada)" }
+  let(:market_zone) { NasdaqSchedule::StockMarket::ZONE }
+  let(:workweek_day) { Time.zone.parse("13/08/2014 10:00") }
+  let(:weekend) { [Time.zone.parse("16/08/2014 10:00"), Time.zone.parse("17/08/2014 10:00")] }
+  let(:holidays) do
+    Hash[(workweek_day.beginning_of_year.to_date..workweek_day.end_of_year.to_date).map do |d|
+      holiday = d.holidays(:us, :informal).first
+      if holiday.present? && NasdaqSchedule::StockMarket::HOLIDAYS.keys.include?(holiday[:name])
+        [holiday[:name], holiday[:date].in_time_zone(test_zone)]
+      end
+    end.compact]
+  end
+  let(:independance_day) { holidays["Independence Day"] }
+  let(:christmas_day) { holidays["Christmas Day"] }
+  let(:thanksgiving) { holidays["Thanksgiving"] }
+
+  before(:each) do
+    Time.zone = test_zone
+  end
+
+  describe '#in_nasdaq_time_zone' do
+    context "workweek day" do
+      it "returns time in market time zone" do
+        expect(workweek_day.in_nasdaq_time_zone.zone).to eql workweek_day.in_time_zone(market_zone).zone
+      end
+
+      it "returns self if same time zone" do
+        market_week_day = workweek_day.in_time_zone(market_zone)
+        expect(market_week_day.in_nasdaq_time_zone).to be market_week_day
+      end
+    end
+  end
+
+  describe '#nasdaq_holiday?' do
+    context "workweek day" do
+      it { expect(workweek_day.nasdaq_holiday?).to be_falsey }
+    end
+    context "weekend" do
+      it { expect(weekend.map(&:nasdaq_holiday?)).to all(be_falsey) }
+    end
+     context "holidays" do
+       it { expect(holidays.values.map(&:nasdaq_holiday?)).to all(be_truthy) }
+     end
+  end
+
+  describe "#nasdaq_working_day?" do
+    context "workweek day" do
+      it { expect(workweek_day.nasdaq_working_day?).to be_truthy }
+    end
+    context "weekend" do
+      it { expect(weekend.map(&:nasdaq_working_day?)).to all(be_falsey) }
+    end
+    context "holidays" do
+      it { expect(holidays.values.map(&:nasdaq_working_day?)).to all(be_falsey) }
+    end
+    context "holidays on weekend" do
+      # Independence Day
+      it "returns false for monday if holiday was on sunday" do
+        expect(workweek_day.change(day: 5, month: 7, year: 2010).nasdaq_working_day?).to be_falsey
+      end
+      it "returns false for friday if holiday was on sunday" do
+        expect(workweek_day.change(day: 3, month: 7, year: 2009).nasdaq_working_day?).to be_falsey
+      end
+    end
+  end
+
+  describe '#nasdaq_open' do
+    context "workweek day" do
+      it "returns time object with market open hour" do
+        expect(workweek_day.nasdaq_open).to eql workweek_day.change(hour: 6, min: 30)
+      end
+    end
+    context "weekend and holidays" do
+      it "raises NasdaqSchedule::Errors::NotWorkingDay" do
+        (weekend + holidays.values).each{ |d| expect{ d.nasdaq_open }.to raise_error(NasdaqSchedule::Errors::NotWorkingDay) }
+      end
+    end
+  end
+
+  describe '#nasdaq_close' do
+    context "workweek day" do
+      it "returns time object with market open hour" do
+        expect(workweek_day.nasdaq_close).to eql workweek_day.change(hour: 13, min: 0)
+      end
+    end
+    context "weekend and holidays" do
+      it "raises NasdaqSchedule::Errors::NotWorkingDay" do
+        (weekend + holidays.values).each{ |d| expect{ d.nasdaq_close }.to raise_error(NasdaqSchedule::Errors::NotWorkingDay) }
+      end
+    end
+    context "around some holidays returns 3 hours earlier closing time for" do
+      it "day before Independence Day" do
+        before_independance_day = independance_day - 1.day
+        expect(before_independance_day.nasdaq_close).to eql before_independance_day.change(hour: 10, min: 0)
+      end
+      it "day before Christmas Day" do
+        before_christmas_day = christmas_day - 1.day
+        expect(before_christmas_day.nasdaq_close).to eql before_christmas_day.change(hour: 10, min: 0)
+      end
+      it "day after Thanksgiving" do
+        after_thanksgiving = thanksgiving + 1.day
+        expect(after_thanksgiving.nasdaq_close).to eql after_thanksgiving.change(hour: 10, min: 0)
+      end
+    end
+  end
+
+  describe "#nasdaq_previous_day" do
+    context "workweek day" do
+      it "returns tuesday for wednesday" do
+        expect(workweek_day.nasdaq_previous_day.tuesday?).to be_truthy
+      end
+      it "returns friday for monday" do
+        expect((workweek_day - 3.days).nasdaq_previous_day.friday?).to be_truthy
+      end
+    end
+  end
+
+  describe "#nasdaq_next_day" do
+    context "workweek day" do
+      it "returns thursday for wednesday" do
+        expect(workweek_day.nasdaq_next_day.thursday?).to be_truthy
+      end
+      it "returns monday for friday" do
+        expect((workweek_day + 3.days).nasdaq_next_day.monday?).to be_truthy
+      end
+    end
+  end
+
+  describe "#nasdaq_closest_open" do
+    context "workweek day" do
+      it "returns same day with open time in zone" do
+        expect(workweek_day.nasdaq_closest_open).to eql workweek_day.change(hour: 6, min: 30)
+      end
+    end
+    context "weekend" do
+      it "returns monday with open in time zone" do
+        weekend.each{ |w| expect(w.nasdaq_closest_open).to eql Time.zone.parse("18/08/2014 6:30") }
+      end
+    end
+  end
+
+  describe "#nasdaq_closest_close" do
+    context "workweek day" do
+      it "returns same day with open time in zone" do
+        expect(workweek_day.nasdaq_closest_close).to eql workweek_day.change(hour: 13, min: 00)
+      end
+    end
+    context "weekend" do
+      it "returns monday with open in time zone" do
+        weekend.each{ |w| expect(w.nasdaq_closest_close).to eql Time.zone.parse("18/08/2014 13:00") }
+      end
+    end
+    context "holidays" do
+      it "Independence Day" do
+        expect(independance_day.nasdaq_closest_close).to eql (independance_day + 3.days).change(hour: 13, min: 0)
+      end
+      it "Christmas Day" do
+        expect(christmas_day.nasdaq_closest_close).to eql (christmas_day + 1.day).change(hour: 13, min: 0)
+      end
+      it "day after Thanksgiving" do
+        expect(thanksgiving.nasdaq_closest_close).to eql (thanksgiving + 1.day).change(hour: 10, min: 0)
+      end
+    end
+  end
+end

data/spec/spec_helper.rb

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+require 'nasdaq_schedule'

metadata

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+--- !ruby/object:Gem::Specification
+name: nasdaq_schedule
+version: !ruby/object:Gem::Version
+  version: 1.0.0
+platform: ruby
+authors:
+- Kamil Leczycki
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2015-01-12 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.5'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.5'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: activesupport
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: holidays
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+description: Ruby gem extension for ActiveSupport::TimeWithZone. Responsible for giving
+  detailed informations about NASDAQ stock market trading schedule.
+email:
+- camol88@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".gitignore"
+- ".rspec"
+- CHANGELOG.md
+- Gemfile
+- LICENSE.txt
+- README.md
+- Rakefile
+- lib/nasdaq_schedule.rb
+- lib/nasdaq_schedule/errors.rb
+- lib/nasdaq_schedule/stock_market.rb
+- lib/nasdaq_schedule/version.rb
+- nasdaq_schedule.gemspec
+- spec/nasdaq_schedule_spec.rb
+- spec/spec_helper.rb
+homepage: https://github.com/camol/nasdaq_schedule
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.4.3
+signing_key: 
+specification_version: 4
+summary: Provide informations about NASDAQ trading schedule.
+test_files:
+- spec/nasdaq_schedule_spec.rb
+- spec/spec_helper.rb