Added Market Schedules to Instruments in Greek Engine
This morning I finished up the code to put the market schedule in for every instrument in my Greek Engine. The idea is that there are default hours for the pre-open market, and then the standard trading day, and finally, the post-close market trading. Since these can vary by instrument type and Underlying, it made sense to make this a little more complex logic than a simple table look-up.
My co-worker had placed all this data into a PostgreSQL table in the replicated database that is the new data service for the application, and so I had to read that in, throw it into decent data structures for looking things up, and then adding methods that made it easy to get at it. Not bad, but it took most of the morning.
Now I need to get some odd pricing logic for certain kinds of instruments from the Quants, and also write the code to take push notifications on the changes to the static data and update as necessary. It's getting close, and I'm very glad to see it finish.