findates 0.1.2

// Integration test recreating the U.S. Federal Holiday calendar.
// National Holidays: https://www.law.cornell.edu/uscode/text/5/6103
// NY Federal Reserve published calendar: https://www.frbservices.org/about/holiday-schedules.

use std::collections::HashSet;

use chrono::{Datelike, NaiveDate, Weekday};
use findates::algebra;
use findates::calendar::Calendar;
use findates::conventions::{AdjustRule, DayCount, Frequency};
use findates::schedule::Schedule;

/// Reusable test setup for adjust-rule behavior tests
pub struct AdjustSetup {
    pub cal: Calendar,
    pub test_weekend: NaiveDate,
    pub test_holiday: NaiveDate,
}

impl AdjustSetup {
    /// Create a basic test setup with Christmas and Boxing Day as holidays,
    /// and a Saturday as a test weekend date.
    pub fn new() -> Self {
        let mut basic_cal: Calendar = findates::calendar::basic_calendar();
        let christmas_day = NaiveDate::from_ymd_opt(2023, 12, 25).unwrap();
        let boxing_day = NaiveDate::from_ymd_opt(2023, 12, 26).unwrap();
        let new_holidays: HashSet<NaiveDate> = [christmas_day, boxing_day].into_iter().collect();
        let test_weekend: NaiveDate = NaiveDate::from_ymd_opt(2023, 9, 2).unwrap(); // Saturday
        basic_cal.add_holidays(&new_holidays);
        Self {
            cal: basic_cal,
            test_holiday: christmas_day,
            test_weekend: test_weekend,
        }
    }
}

// The setup function ouputs the calendar and schedule of dates
// that will later be used in the different test functions.
pub fn calendar_setup() -> Calendar {
    // Empty Calendar
    let mut ny_fed_calendar: Calendar = Calendar::new();

    // Adding weekends
    let weekend: HashSet<Weekday> = [Weekday::Sat, Weekday::Sun].into_iter().collect();
    ny_fed_calendar.add_weekends(&weekend);

    // Calculated all holiday dates for the next ten years and add them to the calendar
    // New Years
    let new_year_day: NaiveDate = NaiveDate::from_ymd_opt(2023, 1, 1).unwrap();
    let new_year_schedule: Schedule = Schedule::new(
        Frequency::Annual,
        Some(&ny_fed_calendar),
        Some(AdjustRule::Nearest),
    );
    let new_years: Vec<NaiveDate> = new_year_schedule
        .generate(
            &new_year_day,
            &algebra::checked_add_years(&new_year_day, 10).unwrap(),
        )
        .unwrap();

    // 4th of July
    let independence_day: NaiveDate = NaiveDate::from_ymd_opt(2023, 7, 4).unwrap();
    let independence_day_sch: Schedule = Schedule::new(
        Frequency::Annual,
        Some(&ny_fed_calendar),
        Some(AdjustRule::Nearest),
    );
    let indep_days = independence_day_sch
        .generate(
            &independence_day,
            &algebra::checked_add_years(&independence_day, 10).unwrap(),
        )
        .unwrap();

    // Christmas
    let christmas_day: NaiveDate = NaiveDate::from_ymd_opt(2023, 12, 25).unwrap();
    let christmas_day_sch: Schedule = Schedule::new(
        Frequency::Annual,
        Some(&ny_fed_calendar),
        Some(AdjustRule::Nearest),
    );
    let christmas_days = christmas_day_sch
        .generate(
            &christmas_day,
            &algebra::checked_add_years(&christmas_day, 10).unwrap(),
        )
        .unwrap();

    // Veterans day
    let veterans_day: NaiveDate = NaiveDate::from_ymd_opt(2023, 11, 11).unwrap();
    let veterans_day_sch: Schedule = Schedule::new(
        Frequency::Annual,
        Some(&ny_fed_calendar),
        Some(AdjustRule::Nearest),
    );
    let veterans_days = veterans_day_sch
        .generate(
            &veterans_day,
            &algebra::checked_add_years(&veterans_day, 10).unwrap(),
        )
        .unwrap();

    // Juneteenth
    let juneteenth_day: NaiveDate = NaiveDate::from_ymd_opt(2023, 06, 19).unwrap();
    let juneteenth_day_sch: Schedule = Schedule::new(
        Frequency::Annual,
        Some(&ny_fed_calendar),
        Some(AdjustRule::Nearest),
    );
    let juneteenth_days = juneteenth_day_sch
        .generate(
            &juneteenth_day,
            &algebra::checked_add_years(&juneteenth_day, 10).unwrap(),
        )
        .unwrap();

    // Thanksgiving
    let years = 2023..=2033;
    let thanksgiving_days: Vec<NaiveDate>;
    thanksgiving_days = years
        .clone()
        .map(|x| NaiveDate::from_weekday_of_month_opt(x, 11, Weekday::Thu, 4).unwrap())
        .map(|x| algebra::adjust(&x, Some(&ny_fed_calendar), Some(AdjustRule::Nearest)))
        .collect();

    // Labor day
    let labor_days: Vec<NaiveDate>;
    labor_days = years
        .clone()
        .map(|x| NaiveDate::from_weekday_of_month_opt(x, 9, Weekday::Mon, 1).unwrap())
        .map(|x| algebra::adjust(&x, Some(&ny_fed_calendar), Some(AdjustRule::Nearest)))
        .collect();

    // Columbus day
    let columbus_days: Vec<NaiveDate>;
    columbus_days = years
        .clone()
        .map(|x| NaiveDate::from_weekday_of_month_opt(x, 10, Weekday::Mon, 2).unwrap())
        .map(|x| algebra::adjust(&x, Some(&ny_fed_calendar), Some(AdjustRule::Nearest)))
        .collect();

    // Martin Luther King day
    let mlkjr_days: Vec<NaiveDate>;
    mlkjr_days = years
        .clone()
        .map(|x| NaiveDate::from_weekday_of_month_opt(x, 1, Weekday::Mon, 3).unwrap())
        .map(|x| algebra::adjust(&x, Some(&ny_fed_calendar), Some(AdjustRule::Nearest)))
        .collect();

    // Washington day
    let washington_days: Vec<NaiveDate>;
    washington_days = years
        .clone()
        .map(|x| NaiveDate::from_weekday_of_month_opt(x, 2, Weekday::Mon, 3).unwrap())
        .map(|x| algebra::adjust(&x, Some(&ny_fed_calendar), Some(AdjustRule::Nearest)))
        .collect();

    // Memorial day
    fn last_monday_of_may(year: i32) -> NaiveDate {
        let may_31st = NaiveDate::from_ymd_opt(year, 5, 31).unwrap();
        let delta = may_31st.weekday().num_days_from_monday();
        return may_31st - chrono::Duration::days(delta as i64);
    }

    let memorial_days: Vec<NaiveDate>;
    memorial_days = years
        .clone()
        .map(|x| last_monday_of_may(x))
        .map(|x| algebra::adjust(&x, Some(&ny_fed_calendar), Some(AdjustRule::Nearest)))
        .collect();

    // Adding all Holidays to the calendar
    // Now let's add all of those dates to our calendar.
    let all_holidays: HashSet<NaiveDate> = itertools::concat([
        new_years,
        christmas_days,
        indep_days,
        veterans_days,
        juneteenth_days,
        thanksgiving_days,
        labor_days,
        columbus_days,
        mlkjr_days,
        washington_days,
        memorial_days,
    ])
    .into_iter()
    .collect();

    ny_fed_calendar.add_holidays(&all_holidays);

    return ny_fed_calendar;
}

// Payment dates for the 10 year U.S. Treasury Note
// https://www.treasurydirect.gov/instit/annceresult/press/preanre/2023/A_20230802_2.pdf
pub fn payment_schedule_setup(calendar: &Calendar) -> (Vec<NaiveDate>, Vec<f64>, Vec<NaiveDate>) {
    // Issue and maturity date
    let issue_date = NaiveDate::from_ymd_opt(2023, 8, 15).unwrap();
    let maturity_date = NaiveDate::from_ymd_opt(2033, 8, 15).unwrap();

    // Coupon dates
    let coupon_schedule = Schedule::new(Frequency::Semiannual, None, None);
    let coupon_dates = coupon_schedule.generate(&issue_date, &maturity_date);
    let coupon_dates_list: Vec<NaiveDate> = coupon_dates.unwrap().into_iter().collect();

    // Calculate day count fractions
    let mut dcfs: Vec<f64> = vec![];
    for i in 0..(coupon_dates_list.len() - 1) {
        let dcf = algebra::day_count_fraction(
            coupon_dates_list.get(i).unwrap(),
            coupon_dates_list.get(i + 1).unwrap(),
            DayCount::D30360Euro,
            None,
            None,
        ).unwrap();
        dcfs.push(dcf);
    }

    // Adjust for actual settlement dates
    let settlement_dates: Vec<NaiveDate> = coupon_dates_list
        .clone()
        .into_iter()
        .map(|x| algebra::adjust(&x, Some(&calendar), Some(AdjustRule::Following)))
        .collect();

    return (coupon_dates_list, dcfs, settlement_dates);
}