@discomedia/utils 1.0.18 → 1.0.19
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/index-frontend.cjs +104 -304
- package/dist/index-frontend.cjs.map +1 -1
- package/dist/index-frontend.mjs +104 -304
- package/dist/index-frontend.mjs.map +1 -1
- package/dist/index.cjs +410 -579
- package/dist/index.cjs.map +1 -1
- package/dist/index.mjs +410 -579
- package/dist/index.mjs.map +1 -1
- package/dist/package.json +1 -1
- package/dist/test.js +13086 -475
- package/dist/test.js.map +1 -1
- package/dist/types/index.d.ts.map +1 -1
- package/dist/types/market-time.d.ts +15 -154
- package/dist/types/market-time.d.ts.map +1 -1
- package/dist/types/test.d.ts +1 -1
- package/dist/types/test.d.ts.map +1 -1
- package/dist/types-frontend/index.d.ts.map +1 -1
- package/dist/types-frontend/market-time.d.ts +15 -154
- package/dist/types-frontend/market-time.d.ts.map +1 -1
- package/dist/types-frontend/test.d.ts +1 -1
- package/dist/types-frontend/test.d.ts.map +1 -1
- package/package.json +1 -1
package/dist/index-frontend.cjs
CHANGED
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@@ -13,8 +13,6 @@ var require$$0$1 = require('buffer');
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var require$$0$4 = require('fs');
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var require$$1$1 = require('path');
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var require$$2$1 = require('os');
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var dateFns = require('date-fns');
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var dateFnsTz = require('date-fns-tz');
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var Types = /*#__PURE__*/Object.freeze({
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__proto__: null
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@@ -13481,64 +13479,90 @@ const marketEarlyCloses = {
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13481
13479
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},
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};
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13483
13481
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13484
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//
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13485
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// ===== CONFIGURATION =====
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13486
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/**
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13487
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* Market configuration constants
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13488
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-
*/
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13482
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+
// Constants for NY market times (Eastern Time)
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13489
13483
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const MARKET_CONFIG = {
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13490
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-
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13484
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UTC_OFFSET_STANDARD: -5, // EST
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13485
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UTC_OFFSET_DST: -4, // EDT
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13491
13486
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TIMES: {
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13492
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EXTENDED_START: { hour: 4, minute: 0 },
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13493
13487
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MARKET_OPEN: { hour: 9, minute: 30 },
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13494
13488
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MARKET_CLOSE: { hour: 16, minute: 0 },
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13495
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EARLY_CLOSE: { hour: 13, minute: 0 },
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13496
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EXTENDED_END: { hour: 20, minute: 0 },
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13497
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EARLY_EXTENDED_END: { hour: 17, minute: 0 },
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13498
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},
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13489
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EARLY_CLOSE: { hour: 13, minute: 0 }},
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};
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13500
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//
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13501
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-
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13502
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-
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13503
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-
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13491
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// Helper: Get NY offset for a given UTC date (DST rules for US)
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13492
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function getNYOffset(date) {
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13493
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// US DST starts 2nd Sunday in March, ends 1st Sunday in November
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13494
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const year = date.getUTCFullYear();
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13495
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const dstStart = getNthWeekdayOfMonth(year, 3, 0, 2); // March, Sunday, 2nd
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13496
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const dstEnd = getNthWeekdayOfMonth(year, 11, 0, 1); // November, Sunday, 1st
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13497
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const utcTime = date.getTime();
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13498
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if (utcTime >= dstStart.getTime() && utcTime < dstEnd.getTime()) {
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13499
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return MARKET_CONFIG.UTC_OFFSET_DST;
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13500
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}
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13501
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return MARKET_CONFIG.UTC_OFFSET_STANDARD;
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13502
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+
}
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13503
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// Helper: Get nth weekday of month in UTC
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13504
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function getNthWeekdayOfMonth(year, month, weekday, n) {
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13505
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let count = 0;
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13506
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for (let d = 1; d <= 31; d++) {
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13507
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const date = new Date(Date.UTC(year, month - 1, d));
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13508
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if (date.getUTCMonth() !== month - 1)
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13509
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break;
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13510
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if (date.getUTCDay() === weekday) {
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13511
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count++;
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13512
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if (count === n)
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13513
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return date;
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13514
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}
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13515
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}
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13516
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// fallback: last day of month
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13517
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return new Date(Date.UTC(year, month - 1, 28));
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13518
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}
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13519
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// Helper: Convert UTC date to NY time (returns new Date object)
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13520
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function toNYTime(date) {
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13521
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const offset = getNYOffset(date);
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13522
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// NY offset in hours
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13523
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const utcMillis = date.getTime();
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13524
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const nyMillis = utcMillis + offset * 60 * 60 * 1000;
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13525
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return new Date(nyMillis);
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13526
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}
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13527
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// Helper: Convert NY time to UTC (returns new Date object)
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13528
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function fromNYTime(date) {
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13529
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const offset = getNYOffset(date);
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13530
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const nyMillis = date.getTime();
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13531
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const utcMillis = nyMillis - offset * 60 * 60 * 1000;
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return new Date(utcMillis);
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13533
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}
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13534
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// Market calendar logic
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13504
13535
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class MarketCalendar {
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13505
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timezone;
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13506
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constructor(timezone = MARKET_CONFIG.TIMEZONE) {
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13507
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-
this.timezone = timezone;
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13508
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}
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13509
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-
/**
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13510
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* Check if a date is a weekend
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13511
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-
*/
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13512
13536
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isWeekend(date) {
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13513
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-
const day = date.
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13514
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-
return day === 0 || day === 6;
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13537
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const day = toNYTime(date).getUTCDay();
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13538
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return day === 0 || day === 6;
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13515
13539
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}
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13516
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-
/**
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13517
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* Check if a date is a market holiday
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13518
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*/
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13519
13540
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isHoliday(date) {
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13520
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-
const
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13521
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-
const year =
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13541
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const nyDate = toNYTime(date);
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13542
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const year = nyDate.getUTCFullYear();
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13543
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const month = nyDate.getUTCMonth() + 1;
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13544
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const day = nyDate.getUTCDate();
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13545
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const formattedDate = `${year}-${String(month).padStart(2, '0')}-${String(day).padStart(2, '0')}`;
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13522
13546
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const yearHolidays = marketHolidays[year];
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13523
13547
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if (!yearHolidays)
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13524
13548
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return false;
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13525
13549
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return Object.values(yearHolidays).some(holiday => holiday.date === formattedDate);
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13526
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}
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13527
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-
/**
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13528
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* Check if a date is an early close day
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13529
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*/
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13530
13551
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isEarlyCloseDay(date) {
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13531
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-
const
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13532
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-
const year =
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13552
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const nyDate = toNYTime(date);
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13553
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const year = nyDate.getUTCFullYear();
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13554
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const month = nyDate.getUTCMonth() + 1;
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13555
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+
const day = nyDate.getUTCDate();
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13556
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const formattedDate = `${year}-${String(month).padStart(2, '0')}-${String(day).padStart(2, '0')}`;
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13533
13557
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const yearEarlyCloses = marketEarlyCloses[year];
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13534
13558
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return yearEarlyCloses && yearEarlyCloses[formattedDate] !== undefined;
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13535
13559
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}
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13536
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-
/**
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13537
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* Get the early close time for a date (in minutes from midnight)
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13538
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*/
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13539
13560
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getEarlyCloseTime(date) {
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13540
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-
const
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13541
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-
const year =
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13561
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const nyDate = toNYTime(date);
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13562
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const year = nyDate.getUTCFullYear();
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13563
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const month = nyDate.getUTCMonth() + 1;
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13564
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const day = nyDate.getUTCDate();
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13565
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const formattedDate = `${year}-${String(month).padStart(2, '0')}-${String(day).padStart(2, '0')}`;
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13542
13566
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const yearEarlyCloses = marketEarlyCloses[year];
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13543
13567
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if (yearEarlyCloses && yearEarlyCloses[formattedDate]) {
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13544
13568
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const [hours, minutes] = yearEarlyCloses[formattedDate].time.split(':').map(Number);
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@@ -13546,285 +13570,61 @@ class MarketCalendar {
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13546
13570
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}
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13547
13571
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return null;
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13548
13572
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}
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13549
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-
/**
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13550
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-
* Check if a date is a market day (not weekend or holiday)
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13551
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-
*/
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13552
13573
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isMarketDay(date) {
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13553
13574
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return !this.isWeekend(date) && !this.isHoliday(date);
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13554
13575
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}
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13555
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-
/**
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13556
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-
* Get the next market day from a given date
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13557
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-
*/
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13558
13576
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getNextMarketDay(date) {
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13559
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-
let nextDay =
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13577
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+
let nextDay = new Date(date.getTime() + 24 * 60 * 60 * 1000);
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13560
13578
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while (!this.isMarketDay(nextDay)) {
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13561
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-
nextDay =
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13579
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+
nextDay = new Date(nextDay.getTime() + 24 * 60 * 60 * 1000);
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13562
13580
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}
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13563
13581
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return nextDay;
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13564
13582
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}
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13565
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-
/**
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13566
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-
* Get the previous market day from a given date
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13567
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-
*/
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13568
13583
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getPreviousMarketDay(date) {
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13569
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-
let prevDay =
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13584
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+
let prevDay = new Date(date.getTime() - 24 * 60 * 60 * 1000);
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13570
13585
|
while (!this.isMarketDay(prevDay)) {
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13571
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-
prevDay =
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13586
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+
prevDay = new Date(prevDay.getTime() - 24 * 60 * 60 * 1000);
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13572
13587
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}
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13573
13588
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return prevDay;
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13574
13589
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}
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13575
13590
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}
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13576
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-
//
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13577
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-
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13578
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-
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13579
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-
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13580
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-
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13581
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13582
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-
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13583
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-
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13584
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-
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13585
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-
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13586
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-
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13587
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-
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13588
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-
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13589
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-
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13590
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-
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13591
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-
|
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13592
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-
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13593
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-
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13594
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-
|
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13595
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-
|
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13596
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-
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13597
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-
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13598
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-
|
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13599
|
-
|
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13600
|
-
|
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13601
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-
|
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13602
|
-
|
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13603
|
-
|
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13604
|
-
|
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13605
|
-
|
|
13606
|
-
|
|
13607
|
-
const parts = dtf.formatToParts(date);
|
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13608
|
-
const tz = parts.find(p => p.type === 'timeZoneName')?.value;
|
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13609
|
-
if (!tz) {
|
|
13610
|
-
throw new Error('Could not determine New York offset');
|
|
13611
|
-
}
|
|
13612
|
-
const shortOffset = tz.replace('GMT', '');
|
|
13613
|
-
if (shortOffset === '-4') {
|
|
13614
|
-
return '-04:00';
|
|
13615
|
-
}
|
|
13616
|
-
else if (shortOffset === '-5') {
|
|
13617
|
-
return '-05:00';
|
|
13618
|
-
}
|
|
13619
|
-
else {
|
|
13620
|
-
throw new Error(`Unexpected timezone offset: ${shortOffset}`);
|
|
13621
|
-
}
|
|
13622
|
-
}
|
|
13623
|
-
/**
|
|
13624
|
-
* Get trading date in YYYY-MM-DD format
|
|
13625
|
-
*/
|
|
13626
|
-
getTradingDate(time) {
|
|
13627
|
-
let date;
|
|
13628
|
-
if (typeof time === 'number') {
|
|
13629
|
-
date = new Date(time);
|
|
13630
|
-
}
|
|
13631
|
-
else if (typeof time === 'string') {
|
|
13632
|
-
date = new Date(time);
|
|
13633
|
-
}
|
|
13634
|
-
else {
|
|
13635
|
-
date = time;
|
|
13636
|
-
}
|
|
13637
|
-
return dateFnsTz.formatInTimeZone(date, this.timezone, 'yyyy-MM-dd');
|
|
13638
|
-
}
|
|
13591
|
+
// Get last full trading date
|
|
13592
|
+
function getLastFullTradingDateImpl(currentDate = new Date()) {
|
|
13593
|
+
const calendar = new MarketCalendar();
|
|
13594
|
+
const nyDate = toNYTime(currentDate);
|
|
13595
|
+
const minutes = nyDate.getUTCHours() * 60 + nyDate.getUTCMinutes();
|
|
13596
|
+
const marketOpenMinutes = MARKET_CONFIG.TIMES.MARKET_OPEN.hour * 60 + MARKET_CONFIG.TIMES.MARKET_OPEN.minute;
|
|
13597
|
+
let marketCloseMinutes = MARKET_CONFIG.TIMES.MARKET_CLOSE.hour * 60 + MARKET_CONFIG.TIMES.MARKET_CLOSE.minute;
|
|
13598
|
+
if (calendar.isEarlyCloseDay(currentDate)) {
|
|
13599
|
+
marketCloseMinutes = MARKET_CONFIG.TIMES.EARLY_CLOSE.hour * 60 + MARKET_CONFIG.TIMES.EARLY_CLOSE.minute;
|
|
13600
|
+
}
|
|
13601
|
+
// If not a market day, or before open, or during market hours, return previous market day's close
|
|
13602
|
+
if (!calendar.isMarketDay(currentDate) || minutes < marketOpenMinutes || (minutes >= marketOpenMinutes && minutes < marketCloseMinutes)) {
|
|
13603
|
+
const prevMarketDay = calendar.getPreviousMarketDay(currentDate);
|
|
13604
|
+
let prevCloseMinutes = MARKET_CONFIG.TIMES.MARKET_CLOSE.hour * 60 + MARKET_CONFIG.TIMES.MARKET_CLOSE.minute;
|
|
13605
|
+
if (calendar.isEarlyCloseDay(prevMarketDay)) {
|
|
13606
|
+
prevCloseMinutes = MARKET_CONFIG.TIMES.EARLY_CLOSE.hour * 60 + MARKET_CONFIG.TIMES.EARLY_CLOSE.minute;
|
|
13607
|
+
}
|
|
13608
|
+
const year = prevMarketDay.getUTCFullYear();
|
|
13609
|
+
const month = prevMarketDay.getUTCMonth();
|
|
13610
|
+
const day = prevMarketDay.getUTCDate();
|
|
13611
|
+
const closeHour = Math.floor(prevCloseMinutes / 60);
|
|
13612
|
+
const closeMinute = prevCloseMinutes % 60;
|
|
13613
|
+
return fromNYTime(new Date(Date.UTC(year, month, day, closeHour, closeMinute, 0, 0)));
|
|
13614
|
+
}
|
|
13615
|
+
// After market close or after extended hours, return today's close
|
|
13616
|
+
const year = nyDate.getUTCFullYear();
|
|
13617
|
+
const month = nyDate.getUTCMonth();
|
|
13618
|
+
const day = nyDate.getUTCDate();
|
|
13619
|
+
const closeHour = Math.floor(marketCloseMinutes / 60);
|
|
13620
|
+
const closeMinute = marketCloseMinutes % 60;
|
|
13621
|
+
return fromNYTime(new Date(Date.UTC(year, month, day, closeHour, closeMinute, 0, 0)));
|
|
13639
13622
|
}
|
|
13640
|
-
// ===== MARKET TIME CALCULATOR =====
|
|
13641
13623
|
/**
|
|
13642
|
-
*
|
|
13643
|
-
*/
|
|
13644
|
-
class MarketTimeCalculator {
|
|
13645
|
-
calendar;
|
|
13646
|
-
timezone;
|
|
13647
|
-
constructor(timezone = MARKET_CONFIG.TIMEZONE) {
|
|
13648
|
-
this.timezone = timezone;
|
|
13649
|
-
this.calendar = new MarketCalendar(timezone);
|
|
13650
|
-
}
|
|
13651
|
-
/**
|
|
13652
|
-
* Get market open/close times for a date
|
|
13653
|
-
*/
|
|
13654
|
-
getMarketTimes(date) {
|
|
13655
|
-
const zonedDate = dateFnsTz.toZonedTime(date, this.timezone);
|
|
13656
|
-
// Market closed on weekends and holidays
|
|
13657
|
-
if (!this.calendar.isMarketDay(zonedDate)) {
|
|
13658
|
-
return {
|
|
13659
|
-
marketOpen: false,
|
|
13660
|
-
open: null,
|
|
13661
|
-
close: null,
|
|
13662
|
-
openExt: null,
|
|
13663
|
-
closeExt: null,
|
|
13664
|
-
};
|
|
13665
|
-
}
|
|
13666
|
-
const dayStart = dateFns.startOfDay(zonedDate);
|
|
13667
|
-
// Regular market times
|
|
13668
|
-
const open = dateFnsTz.fromZonedTime(dateFns.set(dayStart, { hours: MARKET_CONFIG.TIMES.MARKET_OPEN.hour, minutes: MARKET_CONFIG.TIMES.MARKET_OPEN.minute }), this.timezone);
|
|
13669
|
-
let close = dateFnsTz.fromZonedTime(dateFns.set(dayStart, { hours: MARKET_CONFIG.TIMES.MARKET_CLOSE.hour, minutes: MARKET_CONFIG.TIMES.MARKET_CLOSE.minute }), this.timezone);
|
|
13670
|
-
// Extended hours
|
|
13671
|
-
const openExt = dateFnsTz.fromZonedTime(dateFns.set(dayStart, { hours: MARKET_CONFIG.TIMES.EXTENDED_START.hour, minutes: MARKET_CONFIG.TIMES.EXTENDED_START.minute }), this.timezone);
|
|
13672
|
-
let closeExt = dateFnsTz.fromZonedTime(dateFns.set(dayStart, { hours: MARKET_CONFIG.TIMES.EXTENDED_END.hour, minutes: MARKET_CONFIG.TIMES.EXTENDED_END.minute }), this.timezone);
|
|
13673
|
-
// Handle early close days
|
|
13674
|
-
if (this.calendar.isEarlyCloseDay(zonedDate)) {
|
|
13675
|
-
close = dateFnsTz.fromZonedTime(dateFns.set(dayStart, { hours: MARKET_CONFIG.TIMES.EARLY_CLOSE.hour, minutes: MARKET_CONFIG.TIMES.EARLY_CLOSE.minute }), this.timezone);
|
|
13676
|
-
closeExt = dateFnsTz.fromZonedTime(dateFns.set(dayStart, { hours: MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.hour, minutes: MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.minute }), this.timezone);
|
|
13677
|
-
}
|
|
13678
|
-
return {
|
|
13679
|
-
marketOpen: true,
|
|
13680
|
-
open,
|
|
13681
|
-
close,
|
|
13682
|
-
openExt,
|
|
13683
|
-
closeExt,
|
|
13684
|
-
};
|
|
13685
|
-
}
|
|
13686
|
-
/**
|
|
13687
|
-
* Check if a time is within market hours based on intraday reporting mode
|
|
13688
|
-
*/
|
|
13689
|
-
isWithinMarketHours(date, intradayReporting = 'market_hours') {
|
|
13690
|
-
const zonedDate = dateFnsTz.toZonedTime(date, this.timezone);
|
|
13691
|
-
// Not a market day
|
|
13692
|
-
if (!this.calendar.isMarketDay(zonedDate)) {
|
|
13693
|
-
return false;
|
|
13694
|
-
}
|
|
13695
|
-
const timeInMinutes = zonedDate.getHours() * 60 + zonedDate.getMinutes();
|
|
13696
|
-
switch (intradayReporting) {
|
|
13697
|
-
case 'extended_hours': {
|
|
13698
|
-
const startMinutes = MARKET_CONFIG.TIMES.EXTENDED_START.hour * 60 + MARKET_CONFIG.TIMES.EXTENDED_START.minute;
|
|
13699
|
-
let endMinutes = MARKET_CONFIG.TIMES.EXTENDED_END.hour * 60 + MARKET_CONFIG.TIMES.EXTENDED_END.minute;
|
|
13700
|
-
// Handle early close
|
|
13701
|
-
if (this.calendar.isEarlyCloseDay(zonedDate)) {
|
|
13702
|
-
endMinutes = MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.hour * 60 + MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.minute;
|
|
13703
|
-
}
|
|
13704
|
-
return timeInMinutes >= startMinutes && timeInMinutes <= endMinutes;
|
|
13705
|
-
}
|
|
13706
|
-
case 'continuous':
|
|
13707
|
-
return true;
|
|
13708
|
-
default: {
|
|
13709
|
-
// 'market_hours'
|
|
13710
|
-
const startMinutes = MARKET_CONFIG.TIMES.MARKET_OPEN.hour * 60 + MARKET_CONFIG.TIMES.MARKET_OPEN.minute;
|
|
13711
|
-
let endMinutes = MARKET_CONFIG.TIMES.MARKET_CLOSE.hour * 60 + MARKET_CONFIG.TIMES.MARKET_CLOSE.minute;
|
|
13712
|
-
// Handle early close
|
|
13713
|
-
if (this.calendar.isEarlyCloseDay(zonedDate)) {
|
|
13714
|
-
endMinutes = MARKET_CONFIG.TIMES.EARLY_CLOSE.hour * 60 + MARKET_CONFIG.TIMES.EARLY_CLOSE.minute;
|
|
13715
|
-
}
|
|
13716
|
-
return timeInMinutes >= startMinutes && timeInMinutes <= endMinutes;
|
|
13717
|
-
}
|
|
13718
|
-
}
|
|
13719
|
-
}
|
|
13720
|
-
/**
|
|
13721
|
-
* Get the last full trading date
|
|
13722
|
-
*/
|
|
13723
|
-
getLastFullTradingDate(currentDate = new Date(), extendedHours = true) {
|
|
13724
|
-
const nowET = dateFnsTz.toZonedTime(currentDate, this.timezone);
|
|
13725
|
-
if (this.calendar.isMarketDay(nowET)) {
|
|
13726
|
-
const timeInMinutes = nowET.getHours() * 60 + nowET.getMinutes();
|
|
13727
|
-
let endMinutes;
|
|
13728
|
-
if (extendedHours) {
|
|
13729
|
-
endMinutes = MARKET_CONFIG.TIMES.EXTENDED_END.hour * 60 + MARKET_CONFIG.TIMES.EXTENDED_END.minute;
|
|
13730
|
-
if (this.calendar.isEarlyCloseDay(nowET)) {
|
|
13731
|
-
endMinutes = MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.hour * 60 + MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.minute;
|
|
13732
|
-
}
|
|
13733
|
-
}
|
|
13734
|
-
else {
|
|
13735
|
-
endMinutes = MARKET_CONFIG.TIMES.MARKET_CLOSE.hour * 60 + MARKET_CONFIG.TIMES.MARKET_CLOSE.minute;
|
|
13736
|
-
if (this.calendar.isEarlyCloseDay(nowET)) {
|
|
13737
|
-
endMinutes = MARKET_CONFIG.TIMES.EARLY_CLOSE.hour * 60 + MARKET_CONFIG.TIMES.EARLY_CLOSE.minute;
|
|
13738
|
-
}
|
|
13739
|
-
}
|
|
13740
|
-
if (timeInMinutes >= endMinutes) {
|
|
13741
|
-
return dateFnsTz.fromZonedTime(dateFns.set(nowET, { hours: 0, minutes: 0, seconds: 0, milliseconds: 0 }), this.timezone);
|
|
13742
|
-
}
|
|
13743
|
-
}
|
|
13744
|
-
// Return the last completed trading day
|
|
13745
|
-
const lastMarketDay = this.calendar.getPreviousMarketDay(nowET);
|
|
13746
|
-
return dateFnsTz.fromZonedTime(dateFns.set(lastMarketDay, { hours: 0, minutes: 0, seconds: 0, milliseconds: 0 }), this.timezone);
|
|
13747
|
-
}
|
|
13748
|
-
/**
|
|
13749
|
-
* Get day boundaries based on intraday reporting mode
|
|
13750
|
-
*/
|
|
13751
|
-
getDayBoundaries(date, intradayReporting = 'market_hours') {
|
|
13752
|
-
const zonedDate = dateFnsTz.toZonedTime(date, this.timezone);
|
|
13753
|
-
let start;
|
|
13754
|
-
let end;
|
|
13755
|
-
switch (intradayReporting) {
|
|
13756
|
-
case 'extended_hours': {
|
|
13757
|
-
start = dateFns.set(zonedDate, {
|
|
13758
|
-
hours: MARKET_CONFIG.TIMES.EXTENDED_START.hour,
|
|
13759
|
-
minutes: MARKET_CONFIG.TIMES.EXTENDED_START.minute,
|
|
13760
|
-
seconds: 0,
|
|
13761
|
-
milliseconds: 0,
|
|
13762
|
-
});
|
|
13763
|
-
end = dateFns.set(zonedDate, {
|
|
13764
|
-
hours: MARKET_CONFIG.TIMES.EXTENDED_END.hour,
|
|
13765
|
-
minutes: MARKET_CONFIG.TIMES.EXTENDED_END.minute,
|
|
13766
|
-
seconds: 59,
|
|
13767
|
-
milliseconds: 999,
|
|
13768
|
-
});
|
|
13769
|
-
// Handle early close
|
|
13770
|
-
if (this.calendar.isEarlyCloseDay(zonedDate)) {
|
|
13771
|
-
end = dateFns.set(zonedDate, {
|
|
13772
|
-
hours: MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.hour,
|
|
13773
|
-
minutes: MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.minute,
|
|
13774
|
-
seconds: 59,
|
|
13775
|
-
milliseconds: 999,
|
|
13776
|
-
});
|
|
13777
|
-
}
|
|
13778
|
-
break;
|
|
13779
|
-
}
|
|
13780
|
-
case 'continuous': {
|
|
13781
|
-
start = dateFns.startOfDay(zonedDate);
|
|
13782
|
-
end = dateFns.endOfDay(zonedDate);
|
|
13783
|
-
break;
|
|
13784
|
-
}
|
|
13785
|
-
default: {
|
|
13786
|
-
// 'market_hours'
|
|
13787
|
-
start = dateFns.set(zonedDate, {
|
|
13788
|
-
hours: MARKET_CONFIG.TIMES.MARKET_OPEN.hour,
|
|
13789
|
-
minutes: MARKET_CONFIG.TIMES.MARKET_OPEN.minute,
|
|
13790
|
-
seconds: 0,
|
|
13791
|
-
milliseconds: 0,
|
|
13792
|
-
});
|
|
13793
|
-
end = dateFns.set(zonedDate, {
|
|
13794
|
-
hours: MARKET_CONFIG.TIMES.MARKET_CLOSE.hour,
|
|
13795
|
-
minutes: MARKET_CONFIG.TIMES.MARKET_CLOSE.minute,
|
|
13796
|
-
seconds: 59,
|
|
13797
|
-
milliseconds: 999,
|
|
13798
|
-
});
|
|
13799
|
-
// Handle early close
|
|
13800
|
-
if (this.calendar.isEarlyCloseDay(zonedDate)) {
|
|
13801
|
-
end = dateFns.set(zonedDate, {
|
|
13802
|
-
hours: MARKET_CONFIG.TIMES.EARLY_CLOSE.hour,
|
|
13803
|
-
minutes: MARKET_CONFIG.TIMES.EARLY_CLOSE.minute,
|
|
13804
|
-
seconds: 59,
|
|
13805
|
-
milliseconds: 999,
|
|
13806
|
-
});
|
|
13807
|
-
}
|
|
13808
|
-
break;
|
|
13809
|
-
}
|
|
13810
|
-
}
|
|
13811
|
-
return {
|
|
13812
|
-
start: dateFnsTz.fromZonedTime(start, this.timezone),
|
|
13813
|
-
end: dateFnsTz.fromZonedTime(end, this.timezone),
|
|
13814
|
-
};
|
|
13815
|
-
}
|
|
13816
|
-
}
|
|
13817
|
-
const marketTimeCalculator = new MarketTimeCalculator();
|
|
13818
|
-
const timeFormatter = new TimeFormatter();
|
|
13819
|
-
/**
|
|
13820
|
-
* Get the last full trading date
|
|
13624
|
+
* Returns the last full trading date as a Date object.
|
|
13821
13625
|
*/
|
|
13822
13626
|
function getLastFullTradingDate(currentDate = new Date()) {
|
|
13823
|
-
|
|
13824
|
-
return {
|
|
13825
|
-
date,
|
|
13826
|
-
YYYYMMDD: timeFormatter.getTradingDate(date),
|
|
13827
|
-
};
|
|
13627
|
+
return getLastFullTradingDateImpl(currentDate);
|
|
13828
13628
|
}
|
|
13829
13629
|
|
|
13830
13630
|
const log = (message, options = { type: 'info' }) => {
|
|
@@ -14224,8 +14024,8 @@ class AlpacaMarketDataAPI extends require$$0$3.EventEmitter {
|
|
|
14224
14024
|
const response = await this.getHistoricalBars({
|
|
14225
14025
|
symbols: [symbol],
|
|
14226
14026
|
timeframe: '1Day',
|
|
14227
|
-
start: prevMarketDate.
|
|
14228
|
-
end: prevMarketDate.
|
|
14027
|
+
start: prevMarketDate.toISOString(),
|
|
14028
|
+
end: prevMarketDate.toISOString(),
|
|
14229
14029
|
limit: 1,
|
|
14230
14030
|
});
|
|
14231
14031
|
if (!response.bars[symbol] || response.bars[symbol].length === 0) {
|