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The MarketDetails class contains information about a financial market, such as the US stock market, futures markets, or cryptocurrency markets. It defines properties such as trading days, market hours, time zone, holidays, security type, currency, and display conventions. Historical Data Providers can create MarketDetails instances and associate them with symbols. Users can also create and modify markets using the Markets & Symbols tool.
public string BaseTimeZoneContains the time zone in which the market trades. The value should be a valid Windows time zone ID, such as "Eastern Standard Time". Assigning this property also establishes the TimeZoneInfo and time offsets used by the market's time conversion methods.
public string BenchmarkSymbolContains a suggested symbol to use as a benchmark for backtest comparisons. For example, a US Stocks market might use SPY, while a cryptocurrency market might use BTC.USD.
public bool CanEditReturns true if the MarketDetails instance can be edited by the user. Markets created locally in the WL9 Markets configuration are editable, while markets supplied by providers are generally read-only.
public MarketDetails Clone()Creates a new MarketDetails instance containing a copy of this market's settings. The new market's Name is prefixed with "Copy of ".
public Commission CommissionGets or sets the user-assigned Commission instance associated with this market.
public string CommissionDisplayReturns a string representation of the market's assigned Commission, or an empty string if no Commission is assigned.
public DateTime ConvertLocalTimeToMarketTime(DateTime dt)Converts the specified DateTime from the computer's local time zone to the market's BaseTimeZone.
public DateTime ConvertMarketTimeToLocalTime(DateTime dt)Converts the specified DateTime from the market's BaseTimeZone to the computer's local time zone.
public DateTime ConvertMarketTimeToUtcTime(DateTime dt)Converts the specified DateTime from the market's BaseTimeZone to UTC.
public DateTime ConvertUtcTimeToMarketTime(DateTime dt)Converts the specified UTC DateTime to the market's BaseTimeZone.
public string CurrencyContains the default currency for the market. The default value is "USD".
public int DisplayDecimalsContains the number of decimal places to use when displaying price data for the market. The default value is 2.
public DateTime GetCloseTimeLocalTime()Returns today's market closing time expressed in the computer's local time zone.
public DateTime GetCloseTimeMarketTime()Returns today's market closing time expressed in the market's BaseTimeZone.
public MarketHours GetHoursLocalTime(DateTime dt)Returns the MarketHours applicable to the specified DateTime. The dt parameter is interpreted in the computer's local time zone and converted to market time before the appropriate hours are determined.
public MarketHours GetHoursMarketTime(DateTime dt)Returns the MarketHours applicable to the specified DateTime, which is interpreted as being in the market's BaseTimeZone. Special market hours defined by the market's HolidaySet take precedence over its normal weekly hours.
public List<DateTime> GetMissingDates(string symbol)Returns a List of dates known to be missing for the specified symbol. Returns an empty List if no missing dates are defined for the symbol.
public DateTime GetOpenTimeLocalTime(bool useBaseline)Returns the applicable market opening time expressed in the computer's local time zone. If useBaseline is true, the baseline opening time defined by the MarketHours is used.
public DateTime GetOpenTimeMarketTime(bool useBaseline)Returns the applicable market opening time expressed in the market's BaseTimeZone.
public string GetSecurityName(string symbol)Returns the security name associated with the specified symbol in the market's SecurityNameMapping. Returns an empty string if no security name is available.
public static double GetTimeZoneDifferenceInHours(string timeZoneId1, string timeZoneId2)Returns the current time difference, in hours, between the two Windows time zone IDs specified in timeZoneId1 and timeZoneId2.
public List<DateTime> HolidayDatesReturns a List of dates representing market holidays on which the market would normally trade but is closed. The list is obtained from the market's HolidaySet. If no HolidaySet is assigned, an empty List is returned.
using WealthLab.Backtest;
using WealthLab.Core;
using System;
using System.Collections.Generic;
namespace WealthScript
{
public class MyStrategy : UserStrategyBase
{
List<DateTime> _holidays;
public override void Initialize(BarHistory bars)
{
_holidays = bars.Market.HolidayDates;
foreach (DateTime holiday in _holidays)
WriteToDebugLog(holiday.ToShortDateString());
}
public override void Execute(BarHistory bars, int idx)
{
}
}
}
public HolidaySet HolidaySetContains the HolidaySet associated with the market. The HolidaySet defines market holidays and can also provide special market hours for particular dates.
public bool IsAlwaysOpenReturns true if the MarketHours applicable to the current market time indicate that the market is always open.
public bool IsLastTradingDateInPeriod(DateTime dt, Frequency scale)Returns true if dt is the last trading date in the period specified by scale. This method accounts for the market's trading days and holidays when determining the next trading date. It supports weekly, monthly, quarterly, and yearly periods.
public bool IsOpenLocalTime(DateTime dt)Returns true if the market is open at the specified DateTime, interpreted in the computer's local time zone.
public bool IsOpenMarketTime(DateTime dt)Returns true if the market is open at the specified DateTime, interpreted in the market's BaseTimeZone. The method accounts for trading days, holidays, markets that are always open, and markets whose sessions trade through midnight.
public bool IsOpenNowUses the current system time, the market's BaseTimeZone, trading days, holidays, and market hours to determine whether the market is currently open.
public bool IsPostMarketReturns true if the current time is after the market's regular trading session on an active trading day. Markets whose sessions trade through midnight are handled appropriately.
public bool IsPreMarketReturns true if the current time is before the market's regular trading session on an active trading day. For markets that trade through midnight, this represents the gap between the previous session close and the next session open.
public bool IsPrePostMarketTime(DateTime dt, HistoryScale scale)Returns true if the specified DateTime falls outside the market's regular trading session for the specified HistoryScale.
public bool IsReadOnlyReturns true if this MarketDetails instance cannot be edited by the user. This is the inverse of CanEdit.
public bool IsTradingDay(DateTime dt)Returns true if the specified date is an active trading day based on the market's TradingDaysOfWeek and HolidayDates.
public bool IsTradingDayLocalTime(DateTime dt)Returns true if the specified local DateTime corresponds to an active trading day in the market. The DateTime is converted to the market's BaseTimeZone before the trading day is determined.
public bool IsTradingDayMarketTime(DateTime dt)Returns true if the specified DateTime, interpreted in the market's BaseTimeZone, is an active trading day.
public List<string> MappedSymbolsReturns a List containing the symbols currently defined in the market's SecurityNameMapping.
public string NameContains the descriptive name of the market.
public DateTime NowMarketTimeReturns the current time expressed in the market's BaseTimeZone.
public TimeSpan OffsetReturns the current time offset between the computer's local time zone and the market's BaseTimeZone.
public TimeSpan OffsetUTCReturns the current time offset between UTC and the market's BaseTimeZone.
public int QuantityDecimalsContains the number of decimal places permitted when calculating share or contract quantities for positions in the market. The default value is zero.
public Dictionary<string, string> SecurityNameMappingA Dictionary that maps symbols to their corresponding security names. Data Provider creators can populate this Dictionary so that WL9 can assign security names when historical data is loaded.
public SecurityType SecurityTypeContains the default SecurityType for symbols in the market. The default value is SecurityType.Stock.
public string SourceContains information identifying the source of the MarketDetails instance.
public void SpecifyMarketHours(int dayOfWeek, TimeSpan mktOpen, TimeSpan mktClose)Specifies the market opening and closing times for a particular day of the week. Pass -1 in dayOfWeek to specify the default hours used for days that do not have their own specific hours.
public TimeSpan TimeTilCloseReturns the amount of time remaining until the market closes. If the market is not currently open, returns a zero TimeSpan.
public TimeSpan TimeTilOpenReturns the amount of time remaining until the market opens when the market is currently in its pre-market period. Otherwise, returns a zero TimeSpan.
public TimeZoneInfo TimeZoneInfoReturns the System.TimeZoneInfo instance corresponding to the market's BaseTimeZone.
public void TradeOnAllDays(bool includeSaturday = true)Configures the market to trade every day of the week. If includeSaturday is false, Saturday is omitted, resulting in a Sunday-through-Friday trading week.
public void TradeOnWeekdays()Configures the market to trade Monday through Friday.
public void TradeOnWeekdaysAndSunday()Configures the market to trade Sunday through Friday, excluding Saturday.
public List<DayOfWeek> TradingDaysOfWeekContains the DayOfWeek values representing the days of the week on which the market trades.
public string TradingDaysOfWeekStringReturns a compact string representation of the market's trading days. Common values include "All", "Weekdays", and "Sun+Weekdays". Other combinations are represented using abbreviated day names.
public MarketWeeklyHours WeeklyHoursContains the MarketWeeklyHours instance that defines the market's normal trading hours for each day of the week.
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