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Just wanted to chime in as I wrote the deDateTime plugin (back in
2001/2002!). I believe I used a static list of US holidays, stored
directly as date values in the DLL, as the functions that calculated
holidays on the fly were simply too slow. If memory serves me correct,
I had dates stored from 1930 out to 2005, so you may get incorrect
values for any dates after Jan 1, 2006.
I have contemplated releasing a new version of deDateTime, as I added
many functions to the DLL that were never released. I need to dig up
the source code as it has been 4 or 5 years since I last looked at it.
My schedule these days is a lot tighter, so I can't promise any updates,
but I will look into it.
All functions in the DLL use real date calculations, and pay no regard
to bar intervals. At the time I did extensive intraday trading and
there was no facility in AB to do this type of work. A lot has changed
since then, although in my humble opinion, date math, although slower,
will always be more accurate than simply referencing previous bar values...
Daniel
(the de in deDateTime) :)
J. Biran wrote:
>
> since the document says deDateTime considers US holidays and can tell
> you the expected
> number of trading days in a month, I assume it *calculates* these values
> (probably similarly to your own solution). I never verified this.
>
>
> Joseph Biran
> ____________________________________________
> ------------------------------------------------------------------------
> *From:* amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
> *On Behalf Of *Herman
> *Sent:* Sunday, May 06, 2007 9:52 PM
> *To:* J. Biran
> *Subject:* Re: [amibroker] AFL Challenging: find yesterday's system data
>
> Brian, what i couldn't determine from the DLL doc is whether it uses
> the system's date/time to determine trading days or data's DateTime
> stamp. Since i need to calculate this independently from data I am
> not sure if it will work. I need to play around a bit...
>
>
> many thanks for the idea.
>
> herman
>
>
> Monday, May 7, 2007, 12:22:28 PM, you wrote:
>
>
> >
>
>
>
> Herman,
>
>
>
> not directly, but maybe from knowing number of trade days passed this
> month (deGetTradeDayOfMonth())
>
> relatively to total trading days in current month (deTradeDaysInMonth
> ()),
>
> and knowing that today (deFlagDayOfWeek(x))is not a Saturday or Sunday,
>
> you can deduct that last trading day was one less than today.
>
>
> Joseph Biran
>
> ____________________________________________
>
> ------------------------------------------------------------------------
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
> Behalf Of Herman
>
> Sent: Sunday, May 06, 2007 5:03 PM
>
> To: J. Biran
>
> Subject: Re: [amibroker] AFL Challenging: find yesterday's system data
>
>
> Thank you Brian, i downloaded the DDL/Doc but see nothing in the doc
> that allows/helps me to find the SysDateNum for yesterday.
>
>
> Nice DLL nevertheless...
>
>
> herman
>
>
> Monday, May 7, 2007, 7:38:45 AM, you wrote:
>
>
> >
>
>
>
> would any of the deDateTime Plugin help?
>
> (I thought all the leap year issues have been resolved there)
>
>
>
> Joseph Biran
>
> ____________________________________________
>
> ------------------------------------------------------------------------
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
> Behalf Of Herman
>
> Sent: Sunday, May 06, 2007 2:52 PM
>
> To: AmiBroker
>
> Subject: [amibroker] AFL Challenging: find yesterday's system data
>
>
> since there has been some talk about solving riddles using AFL one of
> you gurus might be in the mood to look at my problem:
>
> In my AT system I need to know the datenum for the previous trading
> day (Mon-Fri OK) using my system datetime as reference,
>
> i.e i should get that datenum even if I have no data for that day.
>
>
> TIA,herman.
>
>
> I got this far:
>
>
> // Leap year:
>
> // 1. Every Year divisible by 4 is a leap Year.
>
> // 2. But every Year divisible by 100 is NOT a leap Year
>
> // 3. Unless the Year is also divisible by 400, then it is still a
> leap Year.
>
>
> SysDateNum = Now(3);
>
> SysYear = int(SysDateNum/10000)+1900;
>
>
> LeapYear = (
> SysYear%4 == 0 AND SysYear%100 != 0 ) OR SysYear%400 == 0;
>
> SysMonth = int(SysDateNum/100)%100;
>
> if( LeapYear ) DaysInMonth = "31,29,31,30,31,30,31,31,30,31,30,31";
>
> else DaysInMonth = "31,28,31,30,31,30,31,31,30,31,30,31";
>
>
> Title = "\n"+WriteIf(LeapYear,"LeapYear","NOT a LeapYear")+
>
> ", "+ NumToStr(SysYear,1.0,False)+"\n"+
>
> "#Days in Month: "+DaysInMonth+"\n"+
>
> " Month Number: "+NumToStr(SysMonth,1.0,False);
>
>
>
>
>
> _
>
>
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