finquant 0.0.59

Experimental Rust Quant Library
Documentation 
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// Holidays - Target.
use crate::time::calendars::Calendar;

use chrono::NaiveDate;
use serde::{Deserialize, Serialize};

#[derive(Deserialize, Serialize, Default, Debug)]
pub struct Target;

#[typetag::serde]
impl Calendar for Target {
    fn is_business_day(&self, date: NaiveDate) -> bool {
        let (d, _, m, y, dd) = self.naive_date_to_dkmy(date);
        let em = self.easter_monday(y);
        if self.is_weekend(date)
            // New Year's Day
            || (d == 1  && m == 1)
            // Good Friday
            || (dd == em-3 && y >= 2000)
            // Easter Monday
            || (dd == em && y >= 2000)
            // Labour Day
            || (d == 1  && m == 5 && y >= 2000)
            // Christmas
            || (d == 25 && m == 12)
            // Day of Goodwill
            || (d == 26 && m == 12 && y >= 2000)
            // December 31st, 1998, 1999, and 2001 only
            || (d == 31 && m == 12 &&
            (y == 1998 || y == 1999 || y == 2001))
        {
            false
        } else {
            true
        }
    }
}

#[cfg(test)]
mod tests {
    use super::Target;
    use crate::time::calendars::Calendar;
    use chrono::{Duration, NaiveDate};

    #[test]
    fn test_target_holiday() {
        // Test all results from 2023-01-01 to 2023-12-31
        let expected_results_for_2023 = vec![
            false, true, true, true, true, true, false, false, true, true, true, true, true, false,
            false, true, true, true, true, true, false, false, true, true, true, true, true, false,
            false, true, true, true, true, true, false, false, true, true, true, true, true, false,
            false, true, true, true, true, true, false, false, true, true, true, true, true, false,
            false, true, true, true, true, true, false, false, true, true, true, true, true, false,
            false, true, true, true, true, true, false, false, true, true, true, true, true, false,
            false, true, true, true, true, true, false, false, true, true, true, true, false,
            false, false, false, true, true, true, true, false, false, true, true, true, true,
            true, false, false, true, true, true, true, true, false, false, false, true, true,
            true, true, false, false, true, true, true, true, true, false, false, true, true, true,
            true, true, false, false, true, true, true, true, true, false, false, true, true, true,
            true, true, false, false, true, true, true, true, true, false, false, true, true, true,
            true, true, false, false, true, true, true, true, true, false, false, true, true, true,
            true, true, false, false, true, true, true, true, true, false, false, true, true, true,
            true, true, false, false, true, true, true, true, true, false, false, true, true, true,
            true, true, false, false, true, true, true, true, true, false, false, true, true, true,
            true, true, false, false, true, true, true, true, true, false, false, true, true, true,
            true, true, false, false, true, true, true, true, true, false, false, true, true, true,
            true, true, false, false, true, true, true, true, true, false, false, true, true, true,
            true, true, false, false, true, true, true, true, true, false, false, true, true, true,
            true, true, false, false, true, true, true, true, true, false, false, true, true, true,
            true, true, false, false, true, true, true, true, true, false, false, true, true, true,
            true, true, false, false, true, true, true, true, true, false, false, true, true, true,
            true, true, false, false, true, true, true, true, true, false, false, true, true, true,
            true, true, false, false, true, true, true, true, true, false, false, true, true, true,
            true, true, false, false, true, true, true, true, true, false, false, false, false,
            true, true, true, false, false,
        ];
        let first_date = NaiveDate::from_ymd_opt(2023, 1, 1).unwrap();
        for n in 0i32..365 {
            let target_date = first_date + Duration::try_days(n as i64).unwrap();
            let expected = expected_results_for_2023[n as usize];
            assert_eq!(Target.is_business_day(target_date), expected);
        }
    }
}