upgrade nuget packages. expand holiday calendar.

fbertram · Apr 1, 2024 · 544bd05 · 544bd05
1 parent 07abc3f
commit 544bd05
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Showing 5 changed files with 82 additions and 7 deletions.
diff --git a/TuringTrader.Simulator/Simulator/v1/Core/HolidayCalendar.cs b/TuringTrader.Simulator/Simulator/v1/Core/HolidayCalendar.cs
@@ -95,6 +95,29 @@ static public class HolidayCalendar
             DateTime.Parse("09/04/2023", CultureInfo.InvariantCulture), // Labor Day
             DateTime.Parse("11/23/2023", CultureInfo.InvariantCulture), // Thanksgiving Day
             DateTime.Parse("12/25/2023", CultureInfo.InvariantCulture), // Christmas Day
+            //--- 2024
+            DateTime.Parse("01/01/2024", CultureInfo.InvariantCulture), // New Years Day
+            DateTime.Parse("01/15/2024", CultureInfo.InvariantCulture), // Martin Luther King, Jr. Day
+            DateTime.Parse("02/19/2024", CultureInfo.InvariantCulture), // Washington's Birthday
+            DateTime.Parse("03/29/2024", CultureInfo.InvariantCulture), // Good Friday
+            DateTime.Parse("05/27/2024", CultureInfo.InvariantCulture), // Memorial Day
+            DateTime.Parse("06/19/2024", CultureInfo.InvariantCulture), // Juneteenth National Independence Day
+            DateTime.Parse("07/04/2024", CultureInfo.InvariantCulture), // Independence Day
+            DateTime.Parse("09/02/2024", CultureInfo.InvariantCulture), // Labor Day
+            DateTime.Parse("11/28/2024", CultureInfo.InvariantCulture), // Thanksgiving Day
+            DateTime.Parse("12/25/2024", CultureInfo.InvariantCulture), // Christmas Day
+            //--- 2025
+            DateTime.Parse("01/01/2025", CultureInfo.InvariantCulture), // New Years Day
+            DateTime.Parse("01/20/2025", CultureInfo.InvariantCulture), // Martin Luther King, Jr. Day
+            DateTime.Parse("02/17/2025", CultureInfo.InvariantCulture), // Washington's Birthday
+            DateTime.Parse("04/18/2025", CultureInfo.InvariantCulture), // Good Friday
+            DateTime.Parse("05/26/2025", CultureInfo.InvariantCulture), // Memorial Day
+            DateTime.Parse("06/19/2025", CultureInfo.InvariantCulture), // Juneteenth National Independence Day
+            DateTime.Parse("07/04/2025", CultureInfo.InvariantCulture), // Independence Day
+            DateTime.Parse("09/01/2025", CultureInfo.InvariantCulture), // Labor Day
+            DateTime.Parse("11/27/2025", CultureInfo.InvariantCulture), // Thanksgiving Day
+            DateTime.Parse("12/25/2025", CultureInfo.InvariantCulture), // Christmas Day
+            //---
         };
 
         /// <summary>

diff --git a/TuringTrader.Simulator/TuringTrader.Simulator.csproj b/TuringTrader.Simulator/TuringTrader.Simulator.csproj
@@ -38,8 +38,8 @@
 
   <ItemGroup>
     <PackageReference Include="MathNet.Numerics" Version="5.0.0" />
-    <PackageReference Include="Microsoft.CodeAnalysis.CSharp" Version="4.5.0" />
-    <PackageReference Include="Microsoft.Windows.Compatibility" Version="7.0.0" />
+    <PackageReference Include="Microsoft.CodeAnalysis.CSharp" Version="4.9.2" />
+    <PackageReference Include="Microsoft.Windows.Compatibility" Version="8.0.3" />
     <PackageReference Include="Newtonsoft.Json" Version="13.0.3" />
   </ItemGroup>
 

diff --git a/TuringTrader.Tests/TuringTrader.Tests.csproj b/TuringTrader.Tests/TuringTrader.Tests.csproj
@@ -9,9 +9,9 @@
   </PropertyGroup>
 
   <ItemGroup>
-    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.5.0" />
-    <PackageReference Include="MSTest.TestAdapter" Version="3.0.2" />
-    <PackageReference Include="MSTest.TestFramework" Version="3.0.2" />
+    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.9.0" />
+    <PackageReference Include="MSTest.TestAdapter" Version="3.2.2" />
+    <PackageReference Include="MSTest.TestFramework" Version="3.2.2" />
   </ItemGroup>
 
   <ItemGroup>

diff --git a/TuringTrader/ReportTemplate.cs b/TuringTrader/ReportTemplate.cs
@@ -893,6 +893,7 @@ protected PlotModel RenderSimple(string selectedChart)
                         newSeries.XAxisKey = "x";
                         newSeries.YAxisKey = "y";
                         newSeries.Color = CFG_COLORS[allSeries.Count % CFG_COLORS.Count()];
+                        //newSeries.StrokeThickness = 5;
                         allSeries[yLabel] = newSeries;
                     }
 
@@ -2006,7 +2007,49 @@ protected List<Dictionary<string, object>> RenderComps()
 
             foreach (var p in periods)
             {
+#if false
+                // retired 2024i08
                 DateTime datePastTarget = dateLast - TimeSpan.FromDays(p.Item2 * 365.25);
+#else
+                // new 2024i08
+                DateTime datePastTarget;
+
+                if (Math.Abs(p.Item2 - 1 / 52.0) < 1e-4)
+                {
+                    // multi-week
+                    var weeksBack = (int)Math.Round(52.0 * p.Item2);
+
+                    datePastTarget = dateLast - TimeSpan.FromDays(7 * weeksBack);
+                }
+                else if (p.Item2 < 1.0)
+                {
+                    // multi-month
+                    var monthsBack = (int)Math.Round(12.0 * p.Item2);
+
+                    var month = (dateLast.Month + 11 - monthsBack) % 12 + 1;
+
+                    var year = month < dateLast.Month
+                        ? dateLast.Year
+                        : dateLast.Year - 1;
+
+                    var day = month == 2
+                        ? Math.Min(dateLast.Day, 28)  // FIXME
+                        : Math.Min(dateLast.Day, 30); // FIXME
+
+                    datePastTarget = new DateTime(year, month, day) + dateLast.TimeOfDay;
+                }
+                else
+                {
+                    // multi-year
+                    var yearsBack = (int)Math.Round(p.Item2);
+
+                    var day = dateLast.Month == 2
+                        ? Math.Min(dateLast.Day, 28)  // FIXME
+                        : Math.Min(dateLast.Day, 30); // FIXME
+
+                    datePastTarget = new DateTime(dateLast.Year - yearsBack, dateLast.Month, day) + dateLast.TimeOfDay;
+                }
+#endif
                 Dictionary<string, object> rowPast = _firstChart
                     .OrderBy(r => Math.Abs((datePastTarget - (DateTime)r[_xLabel]).TotalSeconds))
                     .First();
@@ -2022,10 +2065,19 @@ protected List<Dictionary<string, object>> RenderComps()
             }
             //--- year-to-date
             {
+#if  false
+                // retired 2024i08: calculate against close of first day of the year
                 DateTime datePastTarget = dateLast - TimeSpan.FromDays(dateLast.DayOfYear);
                 Dictionary<string, object> rowPast = _firstChart
                     .OrderBy(r => Math.Abs((datePastTarget - (DateTime)r[_xLabel]).TotalSeconds))
                     .First();
+#else
+                // new 2024i08: calculate against close of last day of previous year
+                Dictionary<string, object> rowPast = _firstChart
+                    .Where(r => ((DateTime)r[_xLabel]).Year < dateLast.Year)
+                    .OrderByDescending(r => ((DateTime)r[_xLabel]).Ticks)
+                    .First();
+#endif
                 DateTime datePast = (DateTime)rowPast[_xLabel];
                 double years = (dateLast - datePast).TotalDays / 365.25;
                 double navPast = (double)rowPast[_firstYLabel];

diff --git a/TuringTrader/TuringTrader.csproj b/TuringTrader/TuringTrader.csproj
@@ -20,10 +20,10 @@
 
   <ItemGroup>
     <PackageReference Include="AvalonLibrary" Version="3.0.0" />
-    <PackageReference Include="NetOfficeFw.Core" Version="1.9.3">
+    <PackageReference Include="NetOfficeFw.Core" Version="1.9.5">
       <NoWarn>NU1701</NoWarn>
     </PackageReference>
-    <PackageReference Include="NetOfficeFw.Excel" Version="1.9.3">
+    <PackageReference Include="NetOfficeFw.Excel" Version="1.9.5">
       <NoWarn>NU1701</NoWarn>
     </PackageReference>
     <PackageReference Include="OxyPlot.Wpf" Version="2.1.2" />