<kiyosi/market/schedule_builders.hpp>

#include <kiyosi/market/schedule_builders.hpp>

make_fixed_interval_schedule

Result<ObservationSchedule> kiyosi::make_fixed_interval_schedule(Date start, Date end, std::chrono::days interval, const TradingCalendar &calendar=weekdays_calendar())

Builds candidates at start + n * interval for positive n; start is excluded and end is an inclusive upper bound. Each candidate moves forward to the next trading day, duplicate adjusted dates are removed, and generation stops rather than crossing end. Consequently, end is not guaranteed to be an observation Date. For example, the weekdays calendar maps a daily schedule from 2025-01-03 through 2025-01-07 to [2025-01-06, 2025-01-07]. Supply explicit observation dates to an instrument factory when the contract requires a bespoke terminal Date. 返回值: The validated schedule, or invalid_date, invalid_time_range, or invalid_schedule.

make_monthly_schedule

Result<ObservationSchedule> kiyosi::make_monthly_schedule(Date start, Date end, int first_observation_month, const TradingCalendar &calendar=weekdays_calendar())

Builds monthly candidates beginning at start + first_observation_month; start is excluded and end is an inclusive upper bound. The start day is clamped to each target month's last day, then each candidate moves forward to the next trading day, and duplicate adjusted dates are removed. Generation stops rather than crossing end, so end is not guaranteed to be an observation Date. For example, the weekdays calendar maps 2025-01-01 through 2025-03-01 with first observation month 1 to [2025-02-03]; the Saturday end candidate would adjust past the bound. Supply explicit observation dates to an instrument factory when the contract requires a bespoke terminal Date. 参数

• first_observation_month — Positive month offset: 1 starts next month, 2 the month after; observations continue monthly.

返回值: The validated schedule, or invalid_date, invalid_time_range, or invalid_schedule.