Crate bdays

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Expand description

Provides functions to perform business days calculation between dates, given a Holiday Calendar.

A Business Day is defined as a weekday that is not a holiday. To check if a date is a holiday, you must provide an implementation of the HolidayCalendar trait.

This crate is a port of BusinessDays.jl to the Rust programming language.

§Provided Holiday Calendars

This crate provides a set of built-in holiday calendars in the bdays::calendars submodule.

  • bdays::calendars::WeekendsOnly : accounts only weekends
  • bdays::calendars::brazil::BRSettlement : Brazilian banking holidays
  • bdays::calendars::brazil::BrazilExchange : B3 Exchange holidays (https://www.b3.com.br)
  • bdays::calendars::us::USSettlement : United States federal holidays

§Usage

Add these dependencies to your Cargo.toml file.

[dependencies]
bdays = "0.1"
chrono = "0.4"

The following example shows the basic functions from this package.

use chrono::NaiveDate;
use bdays::HolidayCalendar;

fn main() {
    // creates a holiday calendar instance
    let cal = bdays::calendars::WeekendsOnly;

    let d0 = NaiveDate::from_ymd(2018, 11, 22);
    let d1 = NaiveDate::from_ymd(2018, 11, 24);
    let d2 = NaiveDate::from_ymd(2018, 11, 26);

    // checks if a date is a holiday
    assert_eq!( cal.is_holiday(d0), false );

    // checks if a date is a business day
    assert_eq!( cal.is_bday(d0), true  );
    assert_eq!( cal.is_bday(d1), false );

    // adjusts to the last/next business day
    assert_eq!( cal.to_bday(d1, false), NaiveDate::from_ymd(2018, 11, 23) );
    assert_eq!( cal.to_bday(d1, true) , d2 );

    // advances a number of business days
    assert_eq!( cal.advance_bdays(d0,  2), d2 );
    assert_eq!( cal.advance_bdays(d2, -2), d0 );

    // returns the number of business days between dates
    assert_eq!( cal.bdays(d0, d2),  2);
    assert_eq!( cal.bdays(d2, d0), -2);
}

§HolidayCalendarCache

As a motivation, this example might take some time to finish.

use chrono::NaiveDate;
use bdays::HolidayCalendar;

let cal = bdays::calendars::brazil::BRSettlement;
let d0 = NaiveDate::from_ymd(2001, 2, 1);
let d1 = NaiveDate::from_ymd(2100, 2, 1);

for _i in 0..30 {
    cal.bdays(d0, d1);
}

You can use HolidayCalendarCache to perform fast business days calculation for a given range of dates.

use chrono::NaiveDate;
use bdays::HolidayCalendar;

let cal = bdays::HolidayCalendarCache::new(
    bdays::calendars::brazil::BRSettlement,
    NaiveDate::from_ymd(1980, 1, 1),
    NaiveDate::from_ymd(2100, 12, 31)
);

let d0 = NaiveDate::from_ymd(2001, 2, 1);
let d1 = NaiveDate::from_ymd(2100, 2, 1);

for _i in 0..30 {
    cal.bdays(d0, d1);
}

Modules§

  • calendars
    A set of holiday calendars built into bdays crate.
  • easter
    Algorithms to calculate easter dates.

Structs§

  • HolidayCalendarCache
    Caches business days calculation for a given holiday calendar and a given range of dates. Implements the HolidayCalendar trait.

Traits§

Functions§

  • is_weekday
    Returns true if date does not occur on a weekend.
  • is_weekend
    Returns true if date occurs on a Saturday or a Sunday.