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/*b
* Copyright (C) 2001,2002,2003 Rick Richardson
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
*
* Author: Rick Richardson <rickr@mn.rr.com>
b*/
#include <stdio.h>
#include <stdlib.h>
#include <time.h>
#include "futs.h"
/*
* Compute the trailing portion (month,year) of the most current futures symbol
* and append it to the prefix. If *nowP == 0, use the current time to
* determine which contract is most current, otherwise use the time given.
*/
void
futscode(char buf[16], char *prefix, int style, time_t *nowp)
{
char let = 0;
struct tm *tmp, thurs;
// H=March, M=June, U=Sept, Z=Dec
if (nowp == NULL || *nowp == 0)
{
time_t tim;
time(&tim);
tmp = localtime(&tim);
}
else
tmp = localtime(nowp);
while (!let)
{
switch (tmp->tm_mon+1)
{
case 1: case 2:
let = 'H'; break;
case 4: case 5:
let = 'M'; break;
case 7: case 8:
let = 'U'; break;
case 10: case 11:
let = 'Z'; break;
default:
let = 'Z'; break;
case 3:
case 6:
case 9:
case 12:
/*
* Futures contracts expire on 3rd Thursday of the
* month. Switch to the next contract on the 2nd
* Friday of the month (there is a 1 week trading
* overlap).
*/
thurs.tm_sec = 0;
thurs.tm_min = 0;
thurs.tm_hour = 0;
thurs.tm_mday = 1; /* 1-31 */
thurs.tm_mon = tmp->tm_mon;
thurs.tm_year = tmp->tm_year;
mktime(&thurs);
/* Hack alert: reverting to child's method */
/* First Friday... */
while (thurs.tm_wday != 5)
{
++thurs.tm_mday;
++thurs.tm_wday; thurs.tm_wday %= 7;
}
/* Second Friday... */
do
{
++thurs.tm_mday;
++thurs.tm_wday; thurs.tm_wday %= 7;
} while (thurs.tm_wday != 5);
if (tmp->tm_mday < thurs.tm_mday)
--tmp->tm_mon;
else if (++tmp->tm_mon >= 12)
{
tmp->tm_mon = 0;
++tmp->tm_year;
}
}
}
switch (style)
{
case FUTS_LYCOS:
default:
sprintf(buf, "%s%02d%c", prefix, tmp->tm_year % 100, let);
break;
case FUTS_SCHWAB:
sprintf(buf, "%s%cG%d", prefix, let, tmp->tm_year % 10);
break;
}
}
#ifdef UNIT_TEST
main(int argc, char *argv[])
{
time_t now = 0;
char str[8];
if (argc > 1)
now = strtol(argv[1], (char **)NULL, 10);
for (;;)
{
futscode(str, 0, &now);
printf("%s: %ld %s", str, now, ctime(&now));
now += 24 * 60 * 60;
}
exit(0);
}
#endif
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