Determine Previous Trading Day Number

VP7

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Hello,
I'm looking to develop a function that gets the previous trading day function. The function GetDay() will get today's day number (ex. 172). However, GetDay()-1 won't necessarily get the previous trading day. For example, if today is Sunday, GetDay()-1 will return the number for Saturday and not Friday. I've attached an example where the day numbers are labeled.

Requirements:
  • the function should get the previous trading day, regardless of the distance between days. For example, if there's a 3 day weekend, the function should account for that.
  • the function should be not be based on hard coded values. For example, it can't say "if !GetDay() then if !GetDay()-1 else if !GetDay()-2 else..."

Thank you
 

Attachments

  • GetDay.png
    GetDay.png
    47.7 KB · Views: 120
Solution
Hello,
I'm looking to develop a function that gets the previous trading day function. The function GetDay() will get today's day number (ex. 172). However, GetDay()-1 won't necessarily get the previous trading day. For example, if today is Sunday, GetDay()-1 will return the number for Saturday and not Friday. I've attached an example where the day numbers are labeled.

Requirements:
  • the function should get the previous trading day, regardless of the distance between days. For example, if there's a 3 day weekend, the function should account for that.
  • the function should be not be based on hard coded values. For example, it can't say "if !GetDay() then if !GetDay()-1 else if !GetDay()-2 else..."

Thank you

I...
Hello,
I'm looking to develop a function that gets the previous trading day function. The function GetDay() will get today's day number (ex. 172). However, GetDay()-1 won't necessarily get the previous trading day. For example, if today is Sunday, GetDay()-1 will return the number for Saturday and not Friday. I've attached an example where the day numbers are labeled.

Requirements:
  • the function should get the previous trading day, regardless of the distance between days. For example, if there's a 3 day weekend, the function should account for that.
  • the function should be not be based on hard coded values. For example, it can't say "if !GetDay() then if !GetDay()-1 else if !GetDay()-2 else..."

Thank you

I think I may have solved my own issue. For anyone else that's interested, here's how I solved it.

Ruby:
def dayNum = GetDay();
#prevDayNum is the day number for the previous trading day.
def prevDayNum = if dayNum[1] != dayNum then dayNum[1] else prevDayNum[1];
 

Attachments

  • PrevDay.png
    PrevDay.png
    47.5 KB · Views: 120
Solution

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