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Diffstat (limited to 'src/FundLab.Domain')
| -rw-r--r-- | src/FundLab.Domain/Sip.fs | 19 |
1 files changed, 19 insertions, 0 deletions
diff --git a/src/FundLab.Domain/Sip.fs b/src/FundLab.Domain/Sip.fs index 2db7fbd..28e0896 100644 --- a/src/FundLab.Domain/Sip.fs +++ b/src/FundLab.Domain/Sip.fs @@ -82,6 +82,25 @@ module SipPolicy = let months = max 0 candidateMonths rollToWeekday (addMonthsPreservingDay anchorDate months) + /// Due trade dates a plan must run through, from its current nextTradeDate up to and + /// including endDate. Calendar approximation: only weekends are skipped (Chinese fund + /// trading calendar approximated by weekdays; public holidays are not modeled here — + /// noted per the no-fabrication rule, holidays may be added to the calendar later). + let advancePlan + (frequency: SipFrequency) + (anchorDate: DateOnly) + (dueFrom: DateOnly) + (endDate: DateOnly) + : DateOnly list = + let rec loop (current: DateOnly) (acc: DateOnly list) = + if current > endDate then + List.rev acc + else + let following = nextTradeDate frequency anchorDate (current.AddDays 1) + loop following (current :: acc) + + if dueFrom > endDate then [] else loop dueFrom [] + /// Execution is out of scope for this slice. These pure helpers define the /// due/settlement contract that the (future) executor will implement: when a /// plan is due, the net amount debited equals the plan amount exactly, and no |