Module: TA::MarketCalendar

Defined in:
lib/ta/market_calendar.rb

Overview

Market calendar utilities for trading day calculations

Constant Summary collapse

MARKET_HOLIDAYS = 
[
  Date.new(2025, 8, 15),
  Date.new(2025, 10, 2),
  Date.new(2025, 8, 27)
].freeze

Class Method Summary collapse

Class Method Details

.last_trading_day(from: Date.today) ⇒ Object 



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# File 'lib/ta/market_calendar.rb', line 23

def self.last_trading_day(from: Date.today)
  d = from
  d -= 1 until trading_day?(d)
  d
end

.prev_trading_day(from: Date.today) ⇒ Object 



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# File 'lib/ta/market_calendar.rb', line 29

def self.prev_trading_day(from: Date.today)
  d = from - 1
  d -= 1 until trading_day?(d)
  d
end

.today_or_last_trading_day ⇒ Object 



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# File 'lib/ta/market_calendar.rb', line 35

def self.today_or_last_trading_day
  trading_day?(Date.today) ? Date.today : last_trading_day(from: Date.today)
end

.trading_day?(date) ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/ta/market_calendar.rb', line 19

def self.trading_day?(date)
  weekday?(date) && !MARKET_HOLIDAYS.include?(date)
end

.trading_days_ago(date, days) ⇒ Object

Raises:

  • (ArgumentError) 


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# File 'lib/ta/market_calendar.rb', line 39

def self.trading_days_ago(date, days)
  raise ArgumentError, "days must be >= 0" if days.to_i.negative?

  d = trading_day?(date) ? date : today_or_last_trading_day
  count = 0
  while count < days
    d = prev_trading_day(from: d)
    count += 1
  end
  d
end

.weekday?(date) ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/ta/market_calendar.rb', line 14

def self.weekday?(date)
  w = date.wday
  w.between?(1, 5)
end