add backtestconfig.Interval.StartDate

backtest/backtestconfig/interval.go

@@ -119,3 +119,39 @@ func Annually() func(t time.Time, _ []float64) bool {
 		return monthly(current, nil) && current.Month() == time.January
 	}
 }
+
+func (t Interval) StartDate(now time.Time) time.Time {
+	switch t {
+	case IntervalWeekly:
+		wd := now.Weekday()
+		return now.AddDate(0, 0, -int(wd)+1)
+	case IntervalMonthly:
+		y, m, _ := now.Date()
+		return time.Date(y, m, 1, 0, 0, 0, 0, now.Location())
+	case IntervalQuarterly:
+		y, m, _ := now.Date()
+		m = quarterMonth(m)
+		return time.Date(y, m, 1, 0, 0, 0, 0, now.Location())
+	case IntervalAnnually:
+		return time.Date(now.Year(), 1, 1, 0, 0, 0, 0, now.Location())
+	case IntervalNever, IntervalDaily, "":
+		fallthrough
+	default:
+		return now
+	}
+}
+
+func quarterMonth(m time.Month) time.Month {
+	switch m {
+	case time.January, time.February, time.March:
+		fallthrough
+	default:
+		return time.January
+	case time.April, time.May, time.June:
+		return time.April
+	case time.July, time.August, time.September:
+		return time.July
+	case time.October, time.November, time.December:
+		return time.October
+	}
+}

backtest/backtestconfig/interval_test.go

@@ -125,3 +125,96 @@ func date(str string) time.Time {
 	d, _ := time.Parse(time.DateOnly, str)
 	return d
 }
+
+func TestInterval_StartDate(t *testing.T) {
+	for _, tt := range []struct {
+		Name     string
+		Interval backtestconfig.Interval
+		Expected time.Time
+		Now      time.Time
+	}{
+		{
+			Name:     "never gives the same date",
+			Interval: backtestconfig.IntervalNever,
+			Expected: date("2020-03-01"),
+			Now:      date("2020-03-01"),
+		},
+		{
+			Name:     "daily gives the same day",
+			Interval: backtestconfig.IntervalDaily,
+			Expected: date("2020-03-01"),
+			Now:      date("2020-03-01"),
+		},
+		{
+			Name:     "weekly gives the most recent monday",
+			Interval: backtestconfig.IntervalWeekly,
+			Expected: date("2024-01-01"),
+			Now:      date("2024-01-03"),
+		},
+		{
+			Name:     "monthly gives the 1st of a month",
+			Interval: backtestconfig.IntervalMonthly,
+			Expected: date("2024-02-01"),
+			Now:      date("2024-02-07"),
+		},
+		{
+			Name:     "q1 gives the most recent 1st quarter day",
+			Interval: backtestconfig.IntervalQuarterly,
+			Expected: date("2024-01-01"),
+			Now:      date("2024-02-23"),
+		},
+		{
+			Name:     "q2 gives the most recent 1st quarter day",
+			Interval: backtestconfig.IntervalQuarterly,
+			Expected: date("2024-04-01"),
+			Now:      date("2024-05-23"),
+		},
+		{
+			Name:     "q3 gives the most recent 1st quarter day",
+			Interval: backtestconfig.IntervalQuarterly,
+			Expected: date("2024-07-01"),
+			Now:      date("2024-09-23"),
+		},
+		{
+			Name:     "q4 gives the most recent 1st quarter day",
+			Interval: backtestconfig.IntervalQuarterly,
+			Expected: date("2024-10-01"),
+			Now:      date("2024-12-03"),
+		},
+		{
+			Name:     "weekly gives the most recent monday",
+			Interval: backtestconfig.IntervalAnnually,
+			Expected: date("2024-01-01"),
+			Now:      date("2024-04-23"),
+		},
+		{
+			Name:     "weekly on monday gives the same day",
+			Interval: backtestconfig.IntervalWeekly,
+			Expected: date("2024-01-01"),
+			Now:      date("2024-01-01"),
+		},
+		{
+			Name:     "monthly on the first gives the same day",
+			Interval: backtestconfig.IntervalMonthly,
+			Expected: date("2024-01-01"),
+			Now:      date("2024-01-01"),
+		},
+		{
+			Name:     "monthly on the first gives the same day",
+			Interval: backtestconfig.IntervalQuarterly,
+			Expected: date("2024-01-01"),
+			Now:      date("2024-01-01"),
+		},
+		{
+			Name:     "annually on jan 1st gives the same day",
+			Interval: backtestconfig.IntervalAnnually,
+			Expected: date("2024-01-01"),
+			Now:      date("2024-01-01"),
+		},
+	} {
+		t.Run(tt.Name, func(t *testing.T) {
+			out := tt.Interval.StartDate(tt.Now)
+			assert.Equal(t, tt.Expected, out)
+		})
+	}
+}