yearfrac 0.1.0

//! # yearfrac
//! `yearfrac` is a rust crate used to calculate fraction of a year between two dates(chrono::NaiveDate).
//! 
//! Supports all five Excel's daycount conventions:
//! 
//! nasd30/360 
//! 
//! act/act
//! 
//! act360  
//!   
//! act365 
//!    
//! eur30/360 
//! 
//! Tested to match Excel's YEARFRAC function
//! # Examples
//! ```rust
//! use yearfrac::DayCountConvention;
//! use chrono::{NaiveDate, Datelike};
//! let start = NaiveDate::from_ymd(1978, 2, 28);
//! let end = NaiveDate::from_ymd(2020, 5, 17);
//! let yf = DayCountConvention::from_int(0).unwrap()
//!                .yearfrac(start, end);
//!assert!((yf - 42.21388888889).abs() < 1e-9);
//! 
//! let yf = DayCountConvention::from_str("act/act").unwrap()
//!             .yearfrac(start, end);
//! assert!((yf - 42.21424933147).abs() < 1e-9);
//!
//! use yearfrac::is_leap_year;
//! assert_eq!(is_leap_year(start.year()) as i32, 0)
//! ```

use chrono::{NaiveDate, Datelike};
use std::str::FromStr;
use thiserror::Error;

/// #Examples
/// ```rust
/// use chrono::{NaiveDate, Datelike};
/// let dt = NaiveDate::from_ymd(1978, 2, 28);
/// 
/// use yearfrac::is_leap_year;
/// assert_eq!(is_leap_year(dt.year()) as i32, 0)
pub fn is_leap_year(year: i32) -> bool {
    if year%4 > 0 {
        false
    } else if year%100 > 0 {
        true
    } else if year%400 == 0 {
        true
    }
    else {
        false
    }
}

/// #Examples
/// ```rust
/// use chrono::{NaiveDate, Datelike};
/// let dt = NaiveDate::from_ymd(1978, 2, 28);
/// 
/// use yearfrac::is_end_of_month;
/// assert!(is_end_of_month(dt.day(), dt.month(), dt.year()))
pub fn is_end_of_month (day: u32, month: u32, year: i32) -> bool {
    if [1, 3, 5, 7, 8, 10, 12].contains(&month) {
        day == 31
    } else if [4, 6, 9, 11].contains(&month) {
        day == 30
    } else {
        if is_leap_year(year) {
            day == 29
        } else {
            day == 28
        }
    }
}


#[derive(Hash, Clone, Copy, Debug)] 
pub enum DayCountConvention {
    US30360,
    ActAct,
    Act360,
    Act365,
    EU30360
}

impl DayCountConvention {
/// Generates DayCountConvention enum from an u8;
/// Acceptable values:
/// 
/// 0 for nasd30/360 
/// 
/// 1 for act/act
/// 
/// 2 for act360  
///   
/// 3 for act365 
///    
/// 4 for eur30/360 
/// 
/// # Examples
/// ```rust
/// use yearfrac::DayCountConvention;
/// let yf = DayCountConvention::from_int(3).unwrap();
/// ```
/// # Panics
///  ```should_panic
/// use yearfrac::DayCountConvention;
/// 
/// let yf = DayCountConvention::from_int(5).unwrap();
/// ```
    pub fn from_int(day_count_convention: u8) -> Result<Self, DayCountConventionError> {
        match day_count_convention {
            0 => Ok(DayCountConvention::US30360),
            1 => Ok(DayCountConvention::ActAct),
            2 => Ok(DayCountConvention::Act360),
            3 => Ok(DayCountConvention::Act365),
            4 => Ok(DayCountConvention::EU30360),
            other => Err(DayCountConventionError::InvalidValue{val: other.to_string()})
        }
    }
/// Generates DayCountConvention enum from a &str;
/// Acceptable values:
/// 
/// nasd30/360 
/// 
/// act/act
/// 
/// act360  
///   
/// act365 
///    
/// eur30/360 
/// 
/// /// # Examples
/// ```rust
/// use yearfrac::DayCountConvention;
/// let yf = DayCountConvention::from_str("act/act").unwrap();
/// ```
/// 
/// # Panics
///  ```should_panic
/// use yearfrac::DayCountConvention;
/// use yearfrac::DayCountConventionError;
/// let yf = DayCountConvention::from_str("invalid str")?;
/// # Ok::<(), DayCountConventionError>(())
/// ```
    pub fn from_str(day_count_convention: &str) -> Result<Self, DayCountConventionError> {
        <Self as FromStr>::from_str(day_count_convention)
    }

/// Calculates year fruction. Panics if start>end;
/// # Examples
/// ```rust
/// use yearfrac::DayCountConvention;
/// use chrono::NaiveDate;
/// let start = NaiveDate::from_ymd(1978, 2, 28);
/// let end = NaiveDate::from_ymd(2020, 5, 17);
/// let yf = DayCountConvention::from_int(0).unwrap()
///                .yearfrac(start, end);
///assert!((yf - 42.21388888889).abs() < 1e-9);
/// ```
    pub fn yearfrac(&self, start: NaiveDate, end: NaiveDate) -> f64 {
        assert!(end >= start);
        if start == end {
            return 0.0 //edge case
        }
        let numerator = self.diff_dts(start, end);
        let denom = self.basis(start, end);
        numerator/denom
    }

    fn basis(&self, start: NaiveDate, end: NaiveDate) -> f64{
        match self {
            DayCountConvention::US30360 | 
            DayCountConvention::Act360 | 
            DayCountConvention::EU30360 
            => 360.0,
            DayCountConvention::Act365 => 
            365.0,
            DayCountConvention::ActAct => {
                let (start_day, start_month, start_year) = (start.day(), start.month(), start.year());
                let (end_day, end_month, end_year) = (end.day(), end.month(), end.year());
                if start_year == end_year {
                    if is_leap_year(start_year) {
                        366.0
                    } else {
                        365.0
                    }
                } else if (end_year-1 == start_year) & 
                  ( (start_month>end_month) | ( (start_month==end_month) & (start_day>end_day) ) )
                    {
                        if is_leap_year(start_year) {
                            if (start_month < 2) | ( (start_month==2) & (start_day<=29)) {
                                366.0
                            } else {
                                365.0
                            }
                        } else if is_leap_year(end_year) {
                            if (end_month > 2) | ( (end_month==2) & (end_day==29)) {
                                366.0
                            }
                            else {
                                365.0
                            }
                        } else {
                        365.0
                        }
                    }
                
                else{
                    let mut tmp = 0.0;
                    for i_y in start_year..end_year+1 {
                        if is_leap_year(i_y) {
                            tmp += 366.0
                        } else {
                            tmp += 365.0
                        }
                    }
                    tmp / (end_year as f64 - start_year as f64 + 1.0)
                }
            }
        }
    }

    fn diff_dts(&self, start: NaiveDate, end: NaiveDate) -> f64{
        match self { 
            DayCountConvention::ActAct |
            DayCountConvention::Act360 |
            DayCountConvention::Act365 
            => (start-end).num_days().abs() as f64,
            DayCountConvention::US30360 => {
                self.nasd360(start, end, 0, true)
            }
            DayCountConvention::EU30360=> {
                self.euro360(start, end)
            }
        }
    }

    fn euro360(&self, start: NaiveDate, end: NaiveDate) -> f64 {
        let (mut start_day, start_month, start_year) = (start.day(), start.month(), start.year());
        let (mut end_day, end_month, end_year) = (end.day(), end.month(), end.year());
        if start_day == 31 {
            start_day = 30;
        };
        if end_day == 31 {
            end_day = 30;
        };
        self.days360(start_day, start_month, start_year, end_day, end_month, end_year)
    }
    
/// NASD360 Needs work on methods (currently only Excel's third method)
    fn nasd360 (&self, start: NaiveDate, end: NaiveDate, method: u8, use_eom: bool) -> f64{
        let (mut start_day, start_month, start_year) = (start.day(), start.month(), start.year());
        let (mut end_day, end_month, end_year) = (end.day(), end.month(), end.year());
        if ((end_month == 2) & is_end_of_month(end_day, end_month, end_year)) &
        ( ((start_month == 2) & is_end_of_month(start_day, start_month, start_year)) | (method==3)) {
            end_day = 30;
        };
        if (end_day==31) & ( (start_day>=30) | (method==3)){
            end_day = 30;
        };
        if start_day==31 {
            start_day = 30;
        }
        if use_eom & (start_month==2) & is_end_of_month(start_day, start_month, start_year) {
            start_day = 30;
        }
        self.days360(start_day, start_month, start_year, end_day, end_month, end_year)
    }
    
    fn days360(&self, start_day: u32, start_month: u32, start_year: i32, end_day: u32, end_month: u32, end_year: i32)->f64{
        ((end_year - start_year)*360 + (end_month as i32-start_month as i32)*30 + (end_day as i32-start_day as i32)).into()
    }

}

impl FromStr for DayCountConvention {
    type Err = DayCountConventionError;

    fn from_str(s: &str) -> Result<Self, Self::Err> {
        match s{
            "nasd30/360"     => Ok(DayCountConvention::US30360),
            "act/act"        => Ok(DayCountConvention::ActAct),
            "act360"         => Ok(DayCountConvention::Act360),
            "act365"         => Ok(DayCountConvention::Act365),
            "eur30/360" => Ok(DayCountConvention::EU30360),
            other       => Err(DayCountConventionError::InvalidValue{val: other.to_owned()})
        }
    }
}

#[derive(Debug, Error)]
pub enum DayCountConventionError{
    #[error("Yearfrac: Invalid Value: {}. Has to be one of: nasd30/360, act/act, act360, act365, eur30/360 (from_str) 
    or in the range 0-4 (from_int).", val)]
    InvalidValue{val: String}
}

#[cfg(test)]
mod tests {
}