RustQuant_time 0.4.0

A Rust library for quantitative finance.
Documentation
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// RustQuant: A Rust library for quantitative finance tools.
// Copyright (C) 2022-2024 https://github.com/avhz
// Dual licensed under Apache 2.0 and MIT.
// See:
//      - LICENSE-APACHE.md
//      - LICENSE-MIT.md
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

//! This module defines calendar and holiday related constants.

// Minimum and maximum years for the library
pub(crate) const MIN_YEAR: i32 = 1901;
pub(crate) const MAX_YEAR: i32 = 2199;

// Weekend and weekday masks
pub(crate) const WEEKEND_MASK: &[bool] = &[false, false, false, false, false, true, true];
pub(crate) const WEEKDAY_MASK: &[bool] = &[true, true, true, true, true, false, false];

// Time related constants
pub(crate) const DAYS_IN_YEAR: usize = 365; // Or should it be 365.25?
pub(crate) const DAYS_IN_WEEK: usize = 7;
pub(crate) const HOURS_IN_DAY: usize = 24;
pub(crate) const MINS_IN_HOUR: usize = 60;
pub(crate) const SECS_IN_MIN: usize = 60;
pub(crate) const SECS_IN_HOUR: usize = SECS_IN_MIN * MINS_IN_HOUR;
pub(crate) const MINS_IN_DAY: usize = MINS_IN_HOUR * HOURS_IN_DAY;
pub(crate) const SECS_IN_DAY: usize = SECS_IN_MIN * MINS_IN_DAY;
pub(crate) const HOURS_IN_WEEK: usize = HOURS_IN_DAY * DAYS_IN_WEEK;
pub(crate) const MINS_IN_WEEK: usize = HOURS_IN_WEEK * MINS_IN_HOUR;
pub(crate) const SECS_IN_WEEK: usize = MINS_IN_WEEK * SECS_IN_HOUR;
pub(crate) const SECS_IN_YEAR: usize = SECS_IN_MIN * MINS_IN_HOUR * HOURS_IN_DAY * DAYS_IN_YEAR;

// Frequency constants
pub(crate) const ANNUALLY: isize = 1;
pub(crate) const SEMI_ANNUALLY: isize = 2;
pub(crate) const TRI_ANNUALLY: isize = 3;
pub(crate) const QUARTERLY: isize = 4;
pub(crate) const SEMI_QUARTERLY: isize = 6;
pub(crate) const MONTHLY: isize = 12;
pub(crate) const SEMI_MONTHLY: isize = 24;
pub(crate) const BI_WEEKLY: isize = 26;
pub(crate) const WEEKLY: isize = 52;
pub(crate) const DAILY: isize = 252;

/// Easter Mondays for the years 1901-2199.
/// The first row is for Western Easter, the second for Orthodox Easter.
pub const EASTER_MONDAYS: [[u16; 299]; 2] = [
    // WESTERN EASTER MONDAYS
    [
        98, 90, 103, 95, 114, 106, 91, 111, 102, // 1901-1909
        87, 107, 99, 83, 103, 95, 115, 99, 91, 111, // 1910-1919
        96, 87, 107, 92, 112, 103, 95, 108, 100, 91, // 1920-1929
        111, 96, 88, 107, 92, 112, 104, 88, 108, 100, // 1930-1939
        85, 104, 96, 116, 101, 92, 112, 97, 89, 108, // 1940-1949
        100, 85, 105, 96, 109, 101, 93, 112, 97, 89, // 1950-1959
        109, 93, 113, 105, 90, 109, 101, 86, 106, 97, // 1960-1969
        89, 102, 94, 113, 105, 90, 110, 101, 86, 106, // 1970-1979
        98, 110, 102, 94, 114, 98, 90, 110, 95, 86, // 1980-1989
        106, 91, 111, 102, 94, 107, 99, 90, 103, 95, // 1990-1999
        115, 106, 91, 111, 103, 87, 107, 99, 84, 103, // 2000-2009
        95, 115, 100, 91, 111, 96, 88, 107, 92, 112, // 2010-2019
        104, 95, 108, 100, 92, 111, 96, 88, 108, 92, // 2020-2029
        112, 104, 89, 108, 100, 85, 105, 96, 116, 101, // 2030-2039
        93, 112, 97, 89, 109, 100, 85, 105, 97, 109, // 2040-2049
        101, 93, 113, 97, 89, 109, 94, 113, 105, 90, // 2050-2059
        110, 101, 86, 106, 98, 89, 102, 94, 114, 105, // 2060-2069
        90, 110, 102, 86, 106, 98, 111, 102, 94, 114, // 2070-2079
        99, 90, 110, 95, 87, 106, 91, 111, 103, 94, // 2080-2089
        107, 99, 91, 103, 95, 115, 107, 91, 111, 103, // 2090-2099
        88, 108, 100, 85, 105, 96, 109, 101, 93, 112, // 2100-2109
        97, 89, 109, 93, 113, 105, 90, 109, 101, 86, // 2110-2119
        106, 97, 89, 102, 94, 113, 105, 90, 110, 101, // 2120-2129
        86, 106, 98, 110, 102, 94, 114, 98, 90, 110, // 2130-2139
        95, 86, 106, 91, 111, 102, 94, 107, 99, 90, // 2140-2149
        103, 95, 115, 106, 91, 111, 103, 87, 107, 99, // 2150-2159
        84, 103, 95, 115, 100, 91, 111, 96, 88, 107, // 2160-2169
        92, 112, 104, 95, 108, 100, 92, 111, 96, 88, // 2170-2179
        108, 92, 112, 104, 89, 108, 100, 85, 105, 96, // 2180-2189
        116, 101, 93, 112, 97, 89, 109, 100, 85, 105, // 2190-2199
    ],
    // ORTHODOX EASTER MONDAYS
    [
        105, 118, 110, 102, 121, 106, 126, 118, 102, // 1901-1909
        122, 114, 99, 118, 110, 95, 115, 106, 126, 111, // 1910-1919
        103, 122, 107, 99, 119, 110, 123, 115, 107, 126, // 1920-1929
        111, 103, 123, 107, 99, 119, 104, 123, 115, 100, // 1930-1939
        120, 111, 96, 116, 108, 127, 112, 104, 124, 115, // 1940-1949
        100, 120, 112, 96, 116, 108, 128, 112, 104, 124, // 1950-1959
        109, 100, 120, 105, 125, 116, 101, 121, 113, 104, // 1960-1969
        117, 109, 101, 120, 105, 125, 117, 101, 121, 113, // 1970-1979
        98, 117, 109, 129, 114, 105, 125, 110, 102, 121, // 1980-1989
        106, 98, 118, 109, 122, 114, 106, 118, 110, 102, // 1990-1999
        122, 106, 126, 118, 103, 122, 114, 99, 119, 110, // 2000-2009
        95, 115, 107, 126, 111, 103, 123, 107, 99, 119, // 2010-2019
        111, 123, 115, 107, 127, 111, 103, 123, 108, 99, // 2020-2029
        119, 104, 124, 115, 100, 120, 112, 96, 116, 108, // 2030-2039
        128, 112, 104, 124, 116, 100, 120, 112, 97, 116, // 2040-2049
        108, 128, 113, 104, 124, 109, 101, 120, 105, 125, // 2050-2059
        117, 101, 121, 113, 105, 117, 109, 101, 121, 105, // 2060-2069
        125, 110, 102, 121, 113, 98, 118, 109, 129, 114, // 2070-2079
        106, 125, 110, 102, 122, 106, 98, 118, 110, 122, // 2080-2089
        114, 99, 119, 110, 102, 115, 107, 126, 118, 103, // 2090-2099
        123, 115, 100, 120, 112, 96, 116, 108, 128, 112, // 2100-2109
        104, 124, 109, 100, 120, 105, 125, 116, 108, 121, // 2110-2119
        113, 104, 124, 109, 101, 120, 105, 125, 117, 101, // 2120-2129
        121, 113, 98, 117, 109, 129, 114, 105, 125, 110, // 2130-2139
        102, 121, 113, 98, 118, 109, 129, 114, 106, 125, // 2140-2149
        110, 102, 122, 106, 126, 118, 103, 122, 114, 99, // 2150-2159
        119, 110, 102, 115, 107, 126, 111, 103, 123, 114, // 2160-2169
        99, 119, 111, 130, 115, 107, 127, 111, 103, 123, // 2170-2179
        108, 99, 119, 104, 124, 115, 100, 120, 112, 103, // 2180-2189
        116, 108, 128, 119, 104, 124, 116, 100, 120, 112, // 2190-2199
    ],
];