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@guilespi
Created October 29, 2012 02:05
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QSTK Get days there was trading at the NYSE
(defn get-NYSE-days
"Create a set of timestamps between startday and endday
that correspond to the days there was trading at the NYSE"
[start-date end-date time-of-day]
(let [dates-file (str *QS* "/qstkutil/NYSE_dates.txt")
NYSE-dates (incanter.io/read-dataset dates-file)
fmt (formatter "MM/dd/yyyy")
dates (incanter.core/$map #(parse fmt %) :col0 NYSE-dates)]
(set (filter (fn [d] (within? (interval start-date end-date) d))
(map #(plus % time-of-day) dates)))))
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