DateTime-functions-from-WL6

CODE:

public static DateTime PreviousTradingDay(this DateTime dt, MarketDetails md)

public static DateTime FirstDayOfMonth(this DateTime dt)

public static bool IsOptionExpiry(this DateTime date)

public static bool IsWeekend(this DateTime dt)

public static bool IsHoliday(this DateTime dt, BarHistory bars)

public static int CalendarDaysBetweenDates(this string fromDate, string toDate)
public static int CalendarDaysBetweenDates(this int fromDate, int toDate)
public static int CalendarDaysBetweenDates(this DateTime fromDate, DateTime toDate)

//next trading date / day from a bar / date
public static DateTime GetNextTradingDate(this BarHistory bars, int bar)
public static DateTime GetNextTradingDate(this BarHistory bars, DateTime dt1)
public static int GetNextTradingDay(this int bar)

public static DateTime AddTradingDays(this BarHistory bars, int bar, int days)
public static DateTime SubTradingDays(this BarHistory bars, int bar, int days)

public static int TradingDaysRemaining(this BarHistory bars, int bar, HistoryScales interval)
public static int GetRemainingTradingDays(this DateTime DateFrom)

public static int TradingDaysElapsed(this BarHistory bars, int bar, TradingDayChoices interval)

public static int TradingDaysBetweenDates(this BarHistory bars, DateTime dt1, DateTime dt2)

public static bool TomorrowIsLastTradingDayOfWeek(this BarHistory bars, int bar)

public static bool IsATradingDay(this DateTime dt, BarHistory bars)

//returns 24-hour time as an integer. Example: 4pm = 1600
public static int GetTime(this DateTime dt)

//use the Bars overload if you need GetTime for non-synchronized Bars
public static int GetTime(this BarHistory bars, int bar)

CODE:

//public static DateTime FirstDayOfMonth(this DateTime dt)
var dt = bars.DateTimes[idx].Date.FirstDayOfMonth();

CODE:
//_holidays = bars.Market.HolidayDates;
_holidays = MarketManager.UsaStocks.HolidayDates;

QUOTE:
Couldn't find OptionExpiryDate.

CODE:
using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Indicators;
using System.Drawing;
using System.Collections.Generic;

namespace WealthScript3 
{

   public class YTDchg : TimeSeries
   {
      private BarHistory bars;
      private TimeSeries ts;

      public YTDchg(BarHistory bars, TimeSeries ts, string description) : base(bars.DateTimes, true)
      {
         this.bars = bars;
         this.ts = ts;
         int PYbar = -1;

         for (int i = ts.FirstValidIndex + 1; i < ts.Count; i++)
         {
            if (bars.TradingDaysRemaining(i-1, HistoryScales.Quarterly) == 0
               && bars.DateTimes[i-1].Month == 12)
               PYbar = i-1;

            if (PYbar < 0)
               base[i] = 0d;
            else
               base[i] = 100 * (ts[i] /ts[PYbar] - 1);
         }
      }

      public static YTDchg Series(BarHistory bars, TimeSeries ts)
      {
         string description = "YearToDateChange(" + ts.Description + "), %";
         if (bars.Cache.ContainsKey(description))
            return (YTDchg)bars.Cache[description];
         YTDchg ytd = new YTDchg(bars, ts, description);
         bars.Cache[description] = ytd;
         return ytd;
      }
   }
   
   //============================================================


   public class Change : UserStrategyBase
    {
        
      
   //create indicators and other objects here, this is executed prior to the main trading loop
        public override void Initialize(BarHistory bars)
        {
         string Symbol = bars.Symbol;
         TimeSeries cls = bars.Close;

         // YTD change
         TimeSeries YTD = YTDchg.Series(bars, cls);
         //PlotTimeSeries(YTD, YTD.Description, "pYTD", Color.Red, PlotStyles.Line, false); // doesn't give description
         PlotTimeSeries(YTD, "YearToDateChange(" + cls.Description + "), %", "pYTD", Color.Red, PlotStyles.Line, false);
      }

        //execute the strategy rules here, this is executed once for each bar in the backtest history
        public override void Execute(BarHistory bars, int idx)
        {
        }

        //declare private variables below

    }
}

QUOTE:
- Year-to-Date Change (%)

CODE:
TimeSeries YTD = bars.Close.ReturnYTD();
PlotTimeSeries(YTD, YTD.Description, "pYTD", Color.Red, PlotStyles.Line, false); // gives no description