kiyosi

外观

<kiyosi/market/calendar.hpp> ​

cpp
#include <kiyosi/market/calendar.hpp>

BusinessDayConvention ​

cpp
enum class BusinessDayConvention

Direction used to move a nominal contract date onto a trading day.

枚举值

  • following — Move to the next trading day, including the nominal date.
  • preceding — Move to the previous trading day, including the nominal date.

make_trading_calendar ​

cpp
Result<TradingCalendar> kiyosi::make_trading_calendar(TradingCalendar::TradingDayPredicate predicate, int trading_days_per_year)

Creates a validated trading calendar. 参数

  • predicate — Callable returning whether a date is a trading day.
  • trading_days_per_year — Positive annualization basis.

返回值: The calendar, or an invalid_calendar error.

make_custom_calendar ​

cpp
Result<TradingCalendar> kiyosi::make_custom_calendar(TradingCalendar base, std::vector<Date> closed_dates={}, std::vector<Date> open_dates={}, std::optional<int> trading_days_per_year=std::nullopt)

Creates an owning calendar with explicit open/closed dates overriding a base calendar. Dates may be unordered or repeated. A date in both lists returns invalid_calendar; unsupported dates return invalid_date. The optional positive annualization basis defaults to the base's basis; overrides never recalculate it. A nonpositive basis returns invalid_calendar. Inputs are copied or moved into the result; later changes to input containers have no effect. Concurrent reads follow the base calendar's thread-safety contract.

all_days_calendar ​

cpp
TradingCalendar kiyosi::all_days_calendar()

Creates a calendar in which every supported date is a trading day. 返回值: Calendar with a 365-day annualization basis.

weekdays_calendar ​

cpp
TradingCalendar kiyosi::weekdays_calendar()

Holiday-unaware Monday-through-Friday calendar with a 252-day annualization basis. 返回值: A weekday-only calendar.

kiyosi::TradingCalendar ​

cpp
class kiyosi::TradingCalendar

Calendar queries follow the library thread-safety default. Predicates supplied to make_trading_calendar must return the same answer for a Date throughout each operation; callers must not depend on query frequency or order. The caller must also ensure that the predicate and any state shared by its copies support concurrent invocation.

成员 ​

TradingDayPredicate ​

cpp
using kiyosi::TradingCalendar::TradingDayPredicate = std::function<bool(Date)>

Predicate returning whether a supported date is a trading day.

is_trading_day ​

cpp
bool kiyosi::TradingCalendar::is_trading_day(Date value) const

Tests whether a supported date is a trading day. 返回值: false for unsupported dates or when the predicate rejects the date.

adjust ​

cpp
Result<Date> kiyosi::TradingCalendar::adjust(Date nominal, BusinessDayConvention convention) const

Adjusts a nominal date to a trading day under the chosen convention. 返回值: The adjusted date, or invalid_date if no trading day exists in the supported direction; an unknown convention returns invalid_parameter.

trading_days_per_year ​

cpp
int kiyosi::TradingCalendar::trading_days_per_year() const noexcept

Returns the positive annual trading-day basis.

trading_days_between ​

cpp
Result<int> kiyosi::TradingCalendar::trading_days_between(Date start, Date end) const

Counts trading days in the half-open interval [start, end). 返回值: The count, or an invalid_date or invalid_time_range error.

trading_year_fraction ​

cpp
Result<double> kiyosi::TradingCalendar::trading_year_fraction(Date start, Date end) const

Computes a trading-day year fraction over [start, end). 返回值: Trading days divided by trading_days_per_year(), or a range error.