quickfix_ruby 1.14.3

data/ext/quickfix/TimeRange.h

@@ -0,0 +1,258 @@
+/* -*- C++ -*- */
+
+/****************************************************************************
+** Copyright (c) 2001-2014
+**
+** This file is part of the QuickFIX FIX Engine
+**
+** This file may be distributed under the terms of the quickfixengine.org
+** license as defined by quickfixengine.org and appearing in the file
+** LICENSE included in the packaging of this file.
+**
+** This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
+** WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
+**
+** See http://www.quickfixengine.org/LICENSE for licensing information.
+**
+** Contact ask@quickfixengine.org if any conditions of this licensing are
+** not clear to you.
+**
+****************************************************************************/
+
+#ifndef FIX_TIMERANGE_H
+#define FIX_TIMERANGE_H
+
+#ifdef _MSC_VER
+#pragma warning( disable : 4503 4355 4786 4290 )
+#endif
+
+#include "FieldTypes.h"
+
+namespace FIX
+{
+/// Keeps track of when session is active
+class TimeRange
+{
+public:
+  TimeRange( const UtcTimeOnly& startTime, const UtcTimeOnly& endTime,
+               int startDay = -1, int endDay = -1 );
+
+  TimeRange( const LocalTimeOnly& startTime, const LocalTimeOnly& endTime,
+               int startDay = -1, int endDay = -1 );
+
+  static bool isInRange( const UtcTimeOnly& start,
+                         const UtcTimeOnly& end,
+                         const DateTime& time )
+  {
+    return isInRange
+      ( (DateTime)start, (DateTime)end, (DateTime)time );
+  }
+
+  static bool isInRange( const UtcTimeOnly& startTime,
+                         const UtcTimeOnly& endTime,
+                         int startDay,
+                         int endDay,
+                         const DateTime& time,
+                         int day )
+  {
+    return isInRange
+      ( (DateTime)startTime, (DateTime)endTime, 
+        startDay, endDay, 
+        (DateTime)time, day );
+  }
+
+  static bool isInRange( const UtcTimeOnly& startTime,
+                         const UtcTimeOnly& endTime,
+                         int startDay,
+                         int endDay,
+                         const DateTime& time )
+  {
+    return isInRange
+      ( (DateTime)startTime, (DateTime)endTime, 
+        startDay, endDay, 
+        (DateTime)time );
+  }
+
+  static bool isInSameRange( const UtcTimeOnly& start,
+                             const UtcTimeOnly& end,
+                             const DateTime& time1,
+                             const DateTime& time2 )
+  {
+    return isInSameRange
+      ( (DateTime)start, (DateTime)end, 
+        (DateTime)time1, (DateTime)time2 );
+  }
+
+  static bool isInSameRange( const UtcTimeOnly& startTime,
+                             const UtcTimeOnly& endTime,
+                             int startDay,
+                             int endDay,
+                             const DateTime& time1,
+                             const DateTime& time2 )
+  {
+    return isInSameRange
+      ( (DateTime)startTime, (DateTime)endTime, 
+        startDay, endDay, 
+        (DateTime)time1, (DateTime)time2 );
+  }
+
+  static bool isInRange( const LocalTimeOnly& start,
+                         const LocalTimeOnly& end,
+                         const DateTime& time )
+  {
+    return isInRange
+      ( (DateTime)start, (DateTime)end, (DateTime)time );
+  }
+
+  static bool isInRange( const LocalTimeOnly& startTime,
+                         const LocalTimeOnly& endTime,
+                         int startDay,
+                         int endDay,
+                         const DateTime& time,
+                         int day )
+  {
+    return isInRange
+      ( (DateTime)startTime, (DateTime)endTime, 
+        startDay, endDay, 
+        (DateTime)time, day );
+  }
+
+  static bool isInRange( const LocalTimeOnly& startTime,
+                         const LocalTimeOnly& endTime,
+                         int startDay,
+                         int endDay,
+                         const DateTime& time )
+  {
+    return isInRange
+      ( (DateTime)startTime, (DateTime)endTime, 
+        startDay, endDay, 
+        (DateTime)time );
+  }
+
+  static bool isInSameRange( const LocalTimeOnly& start,
+                             const LocalTimeOnly& end,
+                             const DateTime& time1,
+                             const DateTime& time2 )
+  {
+    return isInSameRange
+      ( (DateTime)start, (DateTime)end, 
+        (DateTime)time1, (DateTime)time2 );
+  }
+
+  static bool isInSameRange( const LocalTimeOnly& startTime,
+                             const LocalTimeOnly& endTime,
+                             int startDay,
+                             int endDay,
+                             const DateTime& time1,
+                             const DateTime& time2 )
+  {
+    return isInSameRange
+      ( (DateTime)startTime, (DateTime)endTime, 
+        startDay, endDay, 
+        (DateTime)time1, (DateTime)time2 );
+  }
+
+private:
+  static bool isInRange( const DateTime& start,
+                         const DateTime& end,
+                         const DateTime& time );
+
+  static bool isInRange( const DateTime& startTime,
+                         const DateTime& endTime,
+                         int startDay,
+                         int endDay,
+                         const DateTime& time,
+                         int day );
+
+  static bool isInRange( const DateTime& startTime,
+                         const DateTime& endTime,
+                         int startDay,
+                         int endDay,
+                         const DateTime& time );
+
+  static bool isInSameRange( const DateTime& start,
+                             const DateTime& end,
+                             const DateTime& time1,
+                             const DateTime& time2 );
+
+  static bool isInSameRange( const DateTime& startTime,
+                             const DateTime& endTime,
+                             int startDay,
+                             int endDay,
+                             const DateTime& time1,
+                             const DateTime& time2 );
+public:  
+  bool isInRange( const DateTime& dateTime, int day )
+  {
+    if( m_startDay < 0 && m_endDay < 0 )
+      return isInRange( m_startTime, m_endTime, dateTime );
+    else
+      return isInRange
+        ( m_startTime, m_endTime, m_startDay, m_endDay, dateTime, day );
+  }
+
+  bool isInRange( const UtcTimeStamp& dateTime )
+  {
+    if( m_useLocalTime )
+    {
+      LocalTimeStamp localDateTime( dateTime.getTimeT() );
+      return isInRange( localDateTime, localDateTime.getWeekDay() );
+    }
+
+    return isInRange( dateTime, dateTime.getWeekDay() );
+  }
+
+  bool isInRange( const LocalTimeStamp& dateTime )
+  {
+    if( !m_useLocalTime )
+    {
+      LocalTimeStamp utcDateTime( dateTime.getTimeT() );
+      return isInRange( utcDateTime, utcDateTime.getWeekDay() );
+    }
+
+    return isInRange( dateTime, dateTime.getWeekDay() );
+  }
+
+  bool isInSameRange( const UtcTimeStamp& time1, const UtcTimeStamp& time2 )
+  {
+    if( m_useLocalTime )
+    {
+      LocalTimeStamp localTime1( time1.getTimeT() );
+      LocalTimeStamp localTime2( time2.getTimeT() );
+      return isInSameRange( (DateTime)localTime1, (DateTime)localTime2 );
+    }
+
+    return isInSameRange( (DateTime)time1, (DateTime)time2 );
+  }
+
+  bool isInSameRange( const LocalTimeStamp& time1, const LocalTimeStamp& time2 )
+  {
+    if( !m_useLocalTime )
+    {
+      UtcTimeStamp utcTime1( time1.getTimeT() );
+      UtcTimeStamp utcTime2( time2.getTimeT() );
+      return isInSameRange( (DateTime)utcTime1, (DateTime)utcTime2 );
+    }
+
+    return isInSameRange( (DateTime)time1, (DateTime)time2 );
+  }
+
+private:
+  bool isInSameRange( const DateTime& time1, const DateTime& time2 )
+  {
+    if( m_startDay < 0 && m_endDay < 0 )
+      return isInSameRange( m_startTime, m_endTime, time1, time2 );
+    else
+      return isInSameRange
+        ( m_startTime, m_endTime, m_startDay, m_endDay, time1, time2 );
+  }
+
+  UtcTimeOnly m_startTime;
+  UtcTimeOnly m_endTime;
+  int m_startDay;
+  int m_endDay;
+  bool m_useLocalTime;
+};
+}
+
+#endif