@discomedia/utils 1.0.20 → 1.0.22

package/dist/index.mjs

@@ -280,7 +280,7 @@ class MarketCalendar {
         const yearHolidays = marketHolidays[year];
         if (!yearHolidays)
             return false;
-        return Object.values(yearHolidays).some(holiday => holiday.date === formattedDate);
+        return Object.values(yearHolidays).some((holiday) => holiday.date === formattedDate);
     }
     /**
      * Checks if a date is an early close day in NY time.
@@ -396,7 +396,7 @@ function getMarketTimes(date) {
  * @param intradayReporting - 'market_hours', 'extended_hours', or 'continuous'
  * @returns true if within hours, false otherwise
  */
-function isWithinMarketHoursImpl(date, intradayReporting = 'market_hours') {
+function isWithinMarketHours(date, intradayReporting = 'market_hours') {
     const calendar = new MarketCalendar();
     if (!calendar.isMarketDay(date))
         return false;
@@ -439,7 +439,9 @@ function getLastFullTradingDateImpl(currentDate = new Date()) {
         marketCloseMinutes = MARKET_CONFIG.TIMES.EARLY_CLOSE.hour * 60 + MARKET_CONFIG.TIMES.EARLY_CLOSE.minute;
     }
     // If not a market day, or before open, or during market hours, return previous market day's close
-    if (!calendar.isMarketDay(currentDate) || minutes < marketOpenMinutes || (minutes >= marketOpenMinutes && minutes < marketCloseMinutes)) {
+    if (!calendar.isMarketDay(currentDate) ||
+        minutes < marketOpenMinutes ||
+        (minutes >= marketOpenMinutes && minutes < marketCloseMinutes)) {
         const prevMarketDay = calendar.getPreviousMarketDay(currentDate);
         let prevCloseMinutes = MARKET_CONFIG.TIMES.MARKET_CLOSE.hour * 60 + MARKET_CONFIG.TIMES.MARKET_CLOSE.minute;
         if (calendar.isEarlyCloseDay(prevMarketDay)) {
@@ -555,7 +557,7 @@ function calculatePeriodStartDate(endDate, period) {
  * @returns PeriodDates object
  */
 function getMarketTimePeriod(params) {
-    const { period, end = new Date(), intraday_reporting = 'market_hours', outputFormat = 'iso', } = params;
+    const { period, end = new Date(), intraday_reporting = 'market_hours', outputFormat = 'iso' } = params;
     if (!period)
         throw new Error('Period is required');
     const calendar = new MarketCalendar();
@@ -618,7 +620,8 @@ function getMarketStatusImpl(date = new Date()) {
     let extendedEndMinutes = MARKET_CONFIG.TIMES.EXTENDED_END.hour * 60 + MARKET_CONFIG.TIMES.EXTENDED_END.minute;
     if (isEarlyCloseDay) {
         marketCloseMinutes = MARKET_CONFIG.TIMES.EARLY_CLOSE.hour * 60 + MARKET_CONFIG.TIMES.EARLY_CLOSE.minute;
-        extendedEndMinutes = MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.hour * 60 + MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.minute;
+        extendedEndMinutes =
+            MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.hour * 60 + MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.minute;
     }
     let status;
     let nextStatus;
@@ -714,15 +717,36 @@ function getLastFullTradingDate(currentDate = new Date()) {
  */
 function getNextMarketDay({ referenceDate } = {}) {
     const calendar = new MarketCalendar();
-    const startDate = referenceDate || new Date();
+    const startDate = referenceDate ?? new Date();
+    // Find the next trading day (UTC Date object)
     const nextDate = calendar.getNextMarketDay(startDate);
-    const yyyymmdd = `${nextDate.getUTCFullYear()}-${String(nextDate.getUTCMonth() + 1).padStart(2, '0')}-${String(nextDate.getUTCDate()).padStart(2, '0')}`;
+    // Convert to NY time before extracting Y-M-D parts
+    const nyNext = toNYTime(nextDate);
+    const yyyymmdd = `${nyNext.getUTCFullYear()}-${String(nyNext.getUTCMonth() + 1).padStart(2, '0')}-${String(nyNext.getUTCDate()).padStart(2, '0')}`;
     return {
-        date: nextDate,
-        yyyymmdd,
+        date: nextDate, // raw Date, unchanged
+        yyyymmdd, // correct trading date string
         dateISOString: nextDate.toISOString(),
     };
 }
+/**
+ * Returns the previous market day before the reference date.
+ * @param referenceDate - Date object (default: now)
+ * @returns Object with date, yyyymmdd string, and ISO string
+ */
+function getPreviousMarketDay({ referenceDate } = {}) {
+    const calendar = new MarketCalendar();
+    const startDate = referenceDate || new Date();
+    const prevDate = calendar.getPreviousMarketDay(startDate);
+    // convert to NY time first
+    const nyPrev = toNYTime(prevDate); // ← already in this file
+    const yyyymmdd = `${nyPrev.getUTCFullYear()}-${String(nyPrev.getUTCMonth() + 1).padStart(2, '0')}-${String(nyPrev.getUTCDate()).padStart(2, '0')}`;
+    return {
+        date: prevDate,
+        yyyymmdd,
+        dateISOString: prevDate.toISOString(),
+    };
+}
 /**
  * Returns the trading date for a given time. Note: Just trims the date string; does not validate if the date is a market day.
  * @param time - a string, number (unix timestamp), or Date object representing the time
@@ -757,13 +781,13 @@ function getMarketStatus(options = {}) {
     return getMarketStatusImpl(date);
 }
 /**
- * Checks if a date/time is within market hours, extended hours, or continuous.
+ * Checks if a date is a market day.
  * @param date - Date object
- * @param intradayReporting - 'market_hours', 'extended_hours', or 'continuous'
- * @returns true if within hours, false otherwise
+ * @returns true if market day, false otherwise
  */
-function isWithinMarketHours(date, intradayReporting = 'market_hours') {
-    return isWithinMarketHoursImpl(date, intradayReporting);
+function isMarketDay(date) {
+    const calendar = new MarketCalendar();
+    return calendar.isMarketDay(date);
 }
 /**
  * Returns full trading days from market open to market close.
@@ -784,7 +808,9 @@ function getTradingStartAndEndDates(options = {}) {
     const marketOpenMinutes = MARKET_CONFIG.TIMES.MARKET_OPEN.hour * 60 + MARKET_CONFIG.TIMES.MARKET_OPEN.minute;
     const marketCloseMinutes = MARKET_CONFIG.TIMES.MARKET_CLOSE.hour * 60 + MARKET_CONFIG.TIMES.MARKET_CLOSE.minute;
     const minutes = nyEnd.getUTCHours() * 60 + nyEnd.getUTCMinutes();
-    if (!calendar.isMarketDay(endDate) || minutes < marketOpenMinutes || (minutes >= marketOpenMinutes && minutes < marketCloseMinutes)) {
+    if (!calendar.isMarketDay(endDate) ||
+        minutes < marketOpenMinutes ||
+        (minutes >= marketOpenMinutes && minutes < marketCloseMinutes)) {
         // Before market open, not a market day, or during market hours: use previous market day
         endMarketDay = calendar.getPreviousMarketDay(endDate);
     }
@@ -877,7 +903,7 @@ function countTradingDays(startDate, endDate = new Date()) {
     return {
         days: Math.round(days * 1000) / 1000, // Round to 3 decimal places
         hours: Math.round(hours * 100) / 100, // Round to 2 decimal places
-        minutes: Math.round(minutes)
+        minutes: Math.round(minutes),
     };
 }
 // Export MARKET_TIMES for compatibility
@@ -885,27 +911,27 @@ const MARKET_TIMES = {
     TIMEZONE: MARKET_CONFIG.TIMEZONE,
     PRE: {
         START: { HOUR: 4, MINUTE: 0, MINUTES: 240 },
-        END: { HOUR: 9, MINUTE: 30, MINUTES: 570 }
+        END: { HOUR: 9, MINUTE: 30, MINUTES: 570 },
     },
     EARLY_MORNING: {
         START: { HOUR: 9, MINUTE: 30, MINUTES: 570 },
-        END: { HOUR: 10, MINUTE: 0, MINUTES: 600 }
+        END: { HOUR: 10, MINUTE: 0, MINUTES: 600 },
     },
     EARLY_CLOSE_BEFORE_HOLIDAY: {
         START: { HOUR: 9, MINUTE: 30, MINUTES: 570 },
-        END: { HOUR: 13, MINUTE: 0, MINUTES: 780 }
+        END: { HOUR: 13, MINUTE: 0, MINUTES: 780 },
     },
     EARLY_EXTENDED_BEFORE_HOLIDAY: {
         START: { HOUR: 13, MINUTE: 0, MINUTES: 780 },
-        END: { HOUR: 17, MINUTE: 0, MINUTES: 1020 }
+        END: { HOUR: 17, MINUTE: 0, MINUTES: 1020 },
     },
     REGULAR: {
         START: { HOUR: 9, MINUTE: 30, MINUTES: 570 },
-        END: { HOUR: 16, MINUTE: 0, MINUTES: 960 }
+        END: { HOUR: 16, MINUTE: 0, MINUTES: 960 },
     },
     EXTENDED: {
         START: { HOUR: 4, MINUTE: 0, MINUTES: 240 },
-        END: { HOUR: 20, MINUTE: 0, MINUTES: 1200 }
+        END: { HOUR: 20, MINUTE: 0, MINUTES: 1200 },
     },
 };
 
@@ -16011,15 +16037,18 @@ class AlpacaMarketDataAPI extends EventEmitter {
     stockSubscriptions = { trades: [], quotes: [], bars: [] };
     optionSubscriptions = { trades: [], quotes: [], bars: [] };
     setMode(mode = 'production') {
-        if (mode === 'sandbox') { // sandbox mode
+        if (mode === 'sandbox') {
+            // sandbox mode
             this.stockStreamUrl = 'wss://stream.data.sandbox.alpaca.markets/v2/sip';
             this.optionStreamUrl = 'wss://stream.data.sandbox.alpaca.markets/v1beta3/options';
         }
-        else if (mode === 'test') { // test mode, can only use ticker FAKEPACA
+        else if (mode === 'test') {
+            // test mode, can only use ticker FAKEPACA
             this.stockStreamUrl = 'wss://stream.data.alpaca.markets/v2/test';
             this.optionStreamUrl = 'wss://stream.data.alpaca.markets/v1beta3/options'; // there's no test mode for options
         }
-        else { // production
+        else {
+            // production
             this.stockStreamUrl = 'wss://stream.data.alpaca.markets/v2/sip';
             this.optionStreamUrl = 'wss://stream.data.alpaca.markets/v1beta3/options';
         }
@@ -16167,7 +16196,7 @@ class AlpacaMarketDataAPI extends EventEmitter {
         const currentSubscriptions = streamType === 'stock' ? this.stockSubscriptions : this.optionSubscriptions;
         Object.entries(subscriptions).forEach(([key, value]) => {
             if (value) {
-                currentSubscriptions[key] = (currentSubscriptions[key] || []).filter(s => !value.includes(s));
+                currentSubscriptions[key] = (currentSubscriptions[key] || []).filter((s) => !value.includes(s));
             }
         });
         const unsubMessage = {
@@ -16230,11 +16259,11 @@ class AlpacaMarketDataAPI extends EventEmitter {
         let pageCount = 0;
         let currency = '';
         // Initialize bar arrays for each symbol
-        symbols.forEach(symbol => {
+        symbols.forEach((symbol) => {
             allBars[symbol] = [];
         });
-        log(`Starting historical bars fetch for ${symbolsStr} (${params.timeframe}, ${params.start || 'no start'} to ${params.end || 'no end'})`, {
-            type: 'info'
+        log(`Starting historical bars fetch for ${symbolsStr.length} symbols (${params.timeframe}, ${params.start || 'no start'} to ${params.end || 'no end'})`, {
+            type: 'info',
         });
         while (hasMorePages) {
             pageCount++;
@@ -16246,7 +16275,7 @@ class AlpacaMarketDataAPI extends EventEmitter {
             };
             const response = await this.makeRequest('/stocks/bars', 'GET', requestParams);
             if (!response.bars) {
-                log(`No bars data found in response for ${symbolsStr}`, { type: 'warn' });
+                log(`No bars data found in response for ${symbolsStr.length} symbols`, { type: 'warn' });
                 break;
             }
             // Track currency from first response
@@ -16262,7 +16291,7 @@ class AlpacaMarketDataAPI extends EventEmitter {
                     allBars[symbol] = [...allBars[symbol], ...bars];
                     pageBarsCount += bars.length;
                     // Track date range for this page
-                    bars.forEach(bar => {
+                    bars.forEach((bar) => {
                         const barDate = new Date(bar.t);
                         if (!earliestTimestamp || barDate < earliestTimestamp) {
                             earliestTimestamp = barDate;
@@ -16281,7 +16310,7 @@ class AlpacaMarketDataAPI extends EventEmitter {
                 ? `${earliestTimestamp.toLocaleDateString('en-US', { timeZone: 'America/New_York' })} to ${latestTimestamp.toLocaleDateString('en-US', { timeZone: 'America/New_York' })}`
                 : 'unknown range';
             log(`Page ${pageCount}: Fetched ${pageBarsCount.toLocaleString()} bars (total: ${totalBarsCount.toLocaleString()}) for ${symbolsStr}, date range: ${dateRangeStr}${hasMorePages ? ', more pages available' : ', complete'}`, {
-                type: 'info'
+                type: 'info',
             });
             // Prevent infinite loops
             if (pageCount > 1000) {
@@ -16290,9 +16319,11 @@ class AlpacaMarketDataAPI extends EventEmitter {
             }
         }
         // Final summary
-        const symbolCounts = Object.entries(allBars).map(([symbol, bars]) => `${symbol}: ${bars.length}`).join(', ');
+        const symbolCounts = Object.entries(allBars)
+            .map(([symbol, bars]) => `${symbol}: ${bars.length}`)
+            .join(', ');
         log(`Historical bars fetch complete: ${totalBarsCount.toLocaleString()} total bars across ${pageCount} pages (${symbolCounts})`, {
-            type: 'info'
+            type: 'info',
         });
         return {
             bars: allBars,
@@ -16560,11 +16591,11 @@ class AlpacaMarketDataAPI extends EventEmitter {
         let totalBarsCount = 0;
         let pageCount = 0;
         // Initialize bar arrays for each symbol
-        symbols.forEach(symbol => {
+        symbols.forEach((symbol) => {
             allBars[symbol] = [];
         });
-        log(`Starting historical options bars fetch for ${symbolsStr} (${params.timeframe}, ${params.start || 'no start'} to ${params.end || 'no end'})`, {
-            type: 'info'
+        log(`Starting historical options bars fetch for ${symbolsStr.length} symbols (${params.timeframe}, ${params.start || 'no start'} to ${params.end || 'no end'})`, {
+            type: 'info',
         });
         while (hasMorePages) {
             pageCount++;
@@ -16574,7 +16605,7 @@ class AlpacaMarketDataAPI extends EventEmitter {
             };
             const response = await this.makeRequest('/options/bars', 'GET', requestParams, 'v1beta1');
             if (!response.bars) {
-                log(`No options bars data found in response for ${symbolsStr}`, { type: 'warn' });
+                log(`No options bars data found in response for ${symbolsStr.length} symbols`, { type: 'warn' });
                 break;
             }
             // Combine bars for each symbol
@@ -16586,7 +16617,7 @@ class AlpacaMarketDataAPI extends EventEmitter {
                     allBars[symbol] = [...allBars[symbol], ...bars];
                     pageBarsCount += bars.length;
                     // Track date range for this page
-                    bars.forEach(bar => {
+                    bars.forEach((bar) => {
                         const barDate = new Date(bar.t);
                         if (!earliestTimestamp || barDate < earliestTimestamp) {
                             earliestTimestamp = barDate;
@@ -16605,7 +16636,7 @@ class AlpacaMarketDataAPI extends EventEmitter {
                 ? `${earliestTimestamp.toLocaleDateString('en-US', { timeZone: 'America/New_York' })} to ${latestTimestamp.toLocaleDateString('en-US', { timeZone: 'America/New_York' })}`
                 : 'unknown range';
             log(`Page ${pageCount}: Fetched ${pageBarsCount.toLocaleString()} option bars (total: ${totalBarsCount.toLocaleString()}) for ${symbolsStr}, date range: ${dateRangeStr}${hasMorePages ? ', more pages available' : ', complete'}`, {
-                type: 'info'
+                type: 'info',
             });
             // Prevent infinite loops
             if (pageCount > 1000) {
@@ -16614,9 +16645,11 @@ class AlpacaMarketDataAPI extends EventEmitter {
             }
         }
         // Final summary
-        const symbolCounts = Object.entries(allBars).map(([symbol, bars]) => `${symbol}: ${bars.length}`).join(', ');
+        const symbolCounts = Object.entries(allBars)
+            .map(([symbol, bars]) => `${symbol}: ${bars.length}`)
+            .join(', ');
         log(`Historical options bars fetch complete: ${totalBarsCount.toLocaleString()} total bars across ${pageCount} pages (${symbolCounts})`, {
-            type: 'info'
+            type: 'info',
         });
         return {
             bars: allBars,
@@ -16640,11 +16673,11 @@ class AlpacaMarketDataAPI extends EventEmitter {
         let totalTradesCount = 0;
         let pageCount = 0;
         // Initialize trades arrays for each symbol
-        symbols.forEach(symbol => {
+        symbols.forEach((symbol) => {
             allTrades[symbol] = [];
         });
-        log(`Starting historical options trades fetch for ${symbolsStr} (${params.start || 'no start'} to ${params.end || 'no end'})`, {
-            type: 'info'
+        log(`Starting historical options trades fetch for ${symbolsStr.length} symbols (${params.start || 'no start'} to ${params.end || 'no end'})`, {
+            type: 'info',
         });
         while (hasMorePages) {
             pageCount++;
@@ -16654,7 +16687,7 @@ class AlpacaMarketDataAPI extends EventEmitter {
             };
             const response = await this.makeRequest('/options/trades', 'GET', requestParams, 'v1beta1');
             if (!response.trades) {
-                log(`No options trades data found in response for ${symbolsStr}`, { type: 'warn' });
+                log(`No options trades data found in response for ${symbolsStr.length} symbols`, { type: 'warn' });
                 break;
             }
             // Combine trades for each symbol
@@ -16666,7 +16699,7 @@ class AlpacaMarketDataAPI extends EventEmitter {
                     allTrades[symbol] = [...allTrades[symbol], ...trades];
                     pageTradesCount += trades.length;
                     // Track date range for this page
-                    trades.forEach(trade => {
+                    trades.forEach((trade) => {
                         const tradeDate = new Date(trade.t);
                         if (!earliestTimestamp || tradeDate < earliestTimestamp) {
                             earliestTimestamp = tradeDate;
@@ -16684,8 +16717,8 @@ class AlpacaMarketDataAPI extends EventEmitter {
             const dateRangeStr = earliestTimestamp && latestTimestamp
                 ? `${earliestTimestamp.toLocaleDateString('en-US', { timeZone: 'America/New_York' })} to ${latestTimestamp.toLocaleDateString('en-US', { timeZone: 'America/New_York' })}`
                 : 'unknown range';
-            log(`Page ${pageCount}: Fetched ${pageTradesCount.toLocaleString()} option trades (total: ${totalTradesCount.toLocaleString()}) for ${symbolsStr}, date range: ${dateRangeStr}${hasMorePages ? ', more pages available' : ', complete'}`, {
-                type: 'info'
+            log(`Page ${pageCount}: Fetched ${pageTradesCount.toLocaleString()} option trades (total: ${totalTradesCount.toLocaleString()}) for ${symbolsStr.length} symbols, date range: ${dateRangeStr}${hasMorePages ? ', more pages available' : ', complete'}`, {
+                type: 'info',
             });
             // Prevent infinite loops
             if (pageCount > 1000) {
@@ -16694,9 +16727,11 @@ class AlpacaMarketDataAPI extends EventEmitter {
             }
         }
         // Final summary
-        const symbolCounts = Object.entries(allTrades).map(([symbol, trades]) => `${symbol}: ${trades.length}`).join(', ');
+        const symbolCounts = Object.entries(allTrades)
+            .map(([symbol, trades]) => `${symbol}: ${trades.length}`)
+            .join(', ');
         log(`Historical options trades fetch complete: ${totalTradesCount.toLocaleString()} total trades across ${pageCount} pages (${symbolCounts})`, {
-            type: 'info'
+            type: 'info',
         });
         return {
             trades: allTrades,
@@ -16841,7 +16876,9 @@ class AlpacaMarketDataAPI extends EventEmitter {
                 ...(symbol && { symbols: symbol }),
                 ...(mergedParams.limit && { limit: Math.min(50, maxLimit - fetchedCount).toString() }),
                 ...(mergedParams.sort && { sort: mergedParams.sort }),
-                ...(mergedParams.include_content !== undefined ? { include_content: mergedParams.include_content.toString() } : {}),
+                ...(mergedParams.include_content !== undefined
+                    ? { include_content: mergedParams.include_content.toString() }
+                    : {}),
                 ...(pageToken && { page_token: pageToken }),
             });
             const url = `${this.v1beta1url}/news?${queryParams}`;
@@ -18268,10 +18305,14 @@ const disco = {
         getMarketOpenClose: getMarketOpenClose,
         getLastFullTradingDate: getLastFullTradingDate,
         getNextMarketDay: getNextMarketDay,
+        getPreviousMarketDay: getPreviousMarketDay,
+        getMarketTimePeriod: getMarketTimePeriod,
         getMarketStatus: getMarketStatus,
         getNYTimeZone: getNYTimeZone,
         getTradingDate: getTradingDate,
         getTradingStartAndEndDates: getTradingStartAndEndDates,
+        isMarketDay: isMarketDay,
+        isWithinMarketHours: isWithinMarketHours,
         countTradingDays: countTradingDays,
         MARKET_TIMES: MARKET_TIMES,
     },