findates 0.1.2

Financial date arithmetic: business day calendars, day count conventions, and schedule generation.
Documentation 
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// 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 chrono::NaiveDate;
use std::collections::HashSet;

mod setup;

// Compare the generated Holidays with the list on the Federal Reserve site
#[test]
fn holiday_test() {
    // These dates have already been modified according to the asterisks in the link.
    let dates_str = [
        "02/1/2023",
        "01/1/2024",
        "01/1/2025",
        "01/1/2026",
        "01/1/2027",
        "16/1/2023",
        "15/1/2024",
        "20/1/2025",
        "19/1/2026",
        "18/1/2027",
        "20/2/2023",
        "19/2/2024",
        "17/2/2025",
        "16/2/2026",
        "15/2/2027",
        "29/5/2023",
        "27/5/2024",
        "26/5/2025",
        "25/5/2026",
        "31/5/2027",
        "19/6/2023",
        "19/6/2024",
        "19/6/2025",
        "19/6/2026",
        "18/6/2027",
        "04/7/2023",
        "04/7/2024",
        "04/7/2025",
        "03/7/2026",
        "05/7/2027",
        "04/9/2023",
        "02/9/2024",
        "01/9/2025",
        "07/9/2026",
        "06/9/2027",
        "09/10/2023",
        "14/10/2024",
        "13/10/2025",
        "12/10/2026",
        "11/10/2027",
        "10/11/2023",
        "11/11/2024",
        "11/11/2025",
        "11/11/2026",
        "11/11/2027",
        "23/11/2023",
        "28/11/2024",
        "27/11/2025",
        "26/11/2026",
        "25/11/2027",
        "25/12/2023",
        "25/12/2024",
        "25/12/2025",
        "25/12/2026",
        "24/12/2027",
    ];

    let expected_dates: HashSet<NaiveDate> = dates_str
        .into_iter()
        .map(|x| NaiveDate::parse_from_str(x, "%d/%m/%Y").unwrap())
        .collect();

    let built_calendar = setup::calendar_setup();
    let holidays_until_27: HashSet<NaiveDate> = built_calendar
        .get_holidays()
        .clone()
        .into_iter()
        .filter(|x| *x < NaiveDate::from_ymd_opt(2027, 12, 31).unwrap())
        .collect();

    assert_eq!(expected_dates, holidays_until_27);
}

#[test]
fn day_count_fractions_test() {
    // U.S. Calendar again
    let built_calendar = setup::calendar_setup();
    // Ouputs for the Treasury Note test
    let (_, coupon_fractions, _) = setup::payment_schedule_setup(&built_calendar);

    // As per the the Treasury Note details, it will pay coupons semi-annualy
    // always considering a half year, i.e. the 30/360 convention. This essentially
    // means that all of the fractions should be 0.5. It is a 10 year note, so
    // there are a total of 19 coupons to be paid including the one at maturity.
    let expected = vec![0.5; 20];
    assert_eq!(expected, coupon_fractions);
}

#[test]
fn settlement_dates_test() {
    // U.S. Calendar again
    let built_calendar = setup::calendar_setup();
    // Ouputs for the Treasury Note test
    let (_, _, settlement_dates) = setup::payment_schedule_setup(&built_calendar);

    // There is no public source availabe with all of the calculated payment
    // dates, the below was retrieved from the Security Description page
    // from Bloomber Data Services for CUSIP 91282CHT1

    let dates_str = [
        "2023-08-15",
        "2024-02-15",
        " 2024-08-15",
        " 2025-02-18",
        " 2025-08-15",
        " 2026-02-17",
        " 2026-08-17",
        " 2027-02-16",
        " 2027-08-16",
        " 2028-02-15",
        " 2028-08-15",
        " 2029-02-15",
        " 2029-08-15",
        " 2030-02-15",
        " 2030-08-15",
        " 2031-02-18",
        " 2031-08-15",
        " 2032-02-17",
        " 2032-08-16",
        " 2033-02-15",
        " 2033-08-15",
    ];

    let expected_dates: Vec<NaiveDate> = dates_str
        .into_iter()
        .map(|x| NaiveDate::parse_from_str(x, "%Y-%m-%d").unwrap())
        .collect();

    assert_eq!(expected_dates, settlement_dates);
}