Merge pull request #574 from AndreyNudko/fix-486

Fix bug in handling schedules when `EndTime` < `StartTime` and are in different timezones
quickfix-j · Jun 25, 2024 · 9335f8d · 9335f8d
2 parents 7bf783b + cef9924
commit 9335f8d
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diff --git a/quickfixj-core/src/main/java/quickfix/DefaultSessionSchedule.java b/quickfixj-core/src/main/java/quickfix/DefaultSessionSchedule.java
@@ -215,7 +215,7 @@ private TimeInterval theMostRecentIntervalBefore(Calendar t) {
                 intervalEnd.add(Calendar.DAY_OF_WEEK, -1);
             }
 
-            if (intervalEnd.getTimeInMillis() <= intervalStart.getTimeInMillis()) {
+            while (intervalEnd.getTimeInMillis() <= intervalStart.getTimeInMillis()) {
                 intervalEnd.add(Calendar.DAY_OF_WEEK, 1);
             }
 

diff --git a/quickfixj-core/src/test/java/quickfix/SessionScheduleTest.java b/quickfixj-core/src/test/java/quickfix/SessionScheduleTest.java
@@ -1404,4 +1404,63 @@ public void testSettingsWithStartEndDayWithDSTMockedUsingWeekdays() throws Excep
                 TimeZone.getTimeZone("America/New_York"));
     }
 
+    // https://github.com/quickfix-j/quickfixj/issues/486
+    @Test
+    public void testSessionTimeEndBeforeStartUsingWeekdaysDifferentTimeZones() throws Exception {
+        SessionSettings settings = new SessionSettings();
+        settings.setString(Session.SETTING_START_TIME, "23:55:00 Europe/Madrid");
+        settings.setString(Session.SETTING_END_TIME, "17:05:00 America/New_York");
+        settings.setString(Session.SETTING_WEEKDAYS, "Sun,Mon,Tue,Wed,Thu");
+
+        mockSystemTimeSource.setTime(getTimeStamp(2008, Calendar.NOVEMBER, 2, 18, 0, 0, TimeZone.getTimeZone("America/New_York")));
+
+        SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
+        SessionSchedule schedule = new DefaultSessionSchedule(settings, sessionID);
+        // Schedule should be (assuming daylight savings time):
+        // 23:55 Sunday Madrid to 17:05 Monday NY // 21:55 Sunday UTC to 21:05 Monday UTC
+        // 23:55 Monday Madrid to 17:05 Tuesday NY // 21:55 Monday UTC to 21:05 Tuesday UTC
+        // 23:55 Tuesday Madrid to 17:05 Wednesday NY // 21:55 Tuesday UTC to 21:05 Wednesday UTC
+        // 23:55 Wednesday Madrid to 17:05 Thursday NY // 21:55 Wednesday UTC to 21:05 Thursday UTC
+        // 23:55 Thursday Madrid to 17:05 Friday NY // 21:55 Thursday UTC to 21:05 Friday UTC
+
+        // Saturday
+        doIsSessionTimeTest(schedule, false, 2022, Calendar.APRIL, 16, 21, 0, 0); // 23:00 Madrid
+        doIsSessionTimeTest(schedule, false, 2022, Calendar.APRIL, 16, 22, 0, 0); // 00:00 Madrid next day
+        doIsSessionTimeTest(schedule, false, 2022, Calendar.APRIL, 16, 22, 1, 0); // 00:01 Madrid next day
+        doIsSessionTimeTest(schedule, false, 2022, Calendar.APRIL, 16, 23, 0, 0); // 01:00 Madrid next day
+
+        // Sunday
+        doIsSessionTimeTest(schedule, false, 2022, Calendar.APRIL, 17, 0, 1, 0); // 19:01 Madrid
+        doIsSessionTimeTest(schedule, false, 2022, Calendar.APRIL, 17, 21, 54, 59);// 23:54 Madrid
+        doIsSessionTimeTest(schedule, true, 2022, Calendar.APRIL, 17, 21, 55, 00); // 23:55 Madrid. Correct opening time
+        doIsSessionTimeTest(schedule, true, 2022, Calendar.APRIL, 17, 21, 57, 0); // 23:57 Madrid
+        doIsSessionTimeTest(schedule, true, 2022, Calendar.APRIL, 17, 22, 00, 0); // 00:00 Madrid next day.
+        doIsSessionTimeTest(schedule, true, 2022, Calendar.APRIL, 17, 23, 57, 0); // 01:57 Madrid next day.
+
+        // Monday
+        doIsSessionTimeTest(schedule, true, 2022, Calendar.APRIL, 18, 0, 1, 0); // 02:01 Madrid.
+        doIsSessionTimeTest(schedule, true, 2022, Calendar.APRIL, 18, 3, 0, 1); // 05:00 Madrid.
+        doIsSessionTimeTest(schedule, true, 2022, Calendar.APRIL, 18, 3, 59, 59); // 05:59 Madrid.
+        doIsSessionTimeTest(schedule, true, 2022, Calendar.APRIL, 18, 4, 00, 59); // 06:00 Madrid.
+        doIsSessionTimeTest(schedule, true, 2022, Calendar.APRIL, 18, 17, 00, 59); // 19:00 Madrid.
+        doIsSessionTimeTest(schedule, true, 2022, Calendar.APRIL, 18, 21, 00, 00); // 23:00 Madrid / 17:00 NY
+        doIsSessionTimeTest(schedule, true, 2022, Calendar.APRIL, 18, 21, 4, 59); // 23:04:59 Madrid / 17:04:59 NY
+        doIsSessionTimeTest(schedule, true, 2022, Calendar.APRIL, 18, 21, 5, 0); // 23:05:00 Madrid / 17:05 NY
+        doIsSessionTimeTest(schedule, false, 2022, Calendar.APRIL, 18, 21, 5, 1); // 23:05:01 Madrid / 17:05:01 NY. Correct close time
+        doIsSessionTimeTest(schedule, false, 2022, Calendar.APRIL, 18, 21, 54, 0); // 23:54:00 Madrid.
+        doIsSessionTimeTest(schedule, true, 2022, Calendar.APRIL, 18, 21, 55, 00); // 23:55 Madrid. Correct opening time
+        doIsSessionTimeTest(schedule, true, 2022, Calendar.APRIL, 18, 21, 57, 0); // 23:57 Madrid
+        doIsSessionTimeTest(schedule, true, 2022, Calendar.APRIL, 18, 22, 56, 0); //
+        doIsSessionTimeTest(schedule, true, 2022, Calendar.APRIL, 18, 23, 6, 0); //
+        doIsSessionTimeTest(schedule, true, 2022, Calendar.APRIL, 18, 23, 54, 0); //
+        doIsSessionTimeTest(schedule, true, 2022, Calendar.APRIL, 18, 23, 56, 0); //
+        // Tuesday
+        doIsSessionTimeTest(schedule, true, 2022, Calendar.APRIL, 19, 0, 1, 0); //
+        doIsSessionTimeTest(schedule, true, 2022, Calendar.APRIL, 19, 3, 0, 1); //
+        doIsSessionTimeTest(schedule, true, 2022, Calendar.APRIL, 19, 17, 00, 59);
+        doIsSessionTimeTest(schedule, true, 2022, Calendar.APRIL, 19, 21, 00, 00);
+        doIsSessionTimeTest(schedule, false, 2022, Calendar.APRIL, 19, 21, 6, 0);
+        doIsSessionTimeTest(schedule, false, 2022, Calendar.APRIL, 19, 21, 54, 0);
+    }
+
 }