Struct Calendar 

pub struct Calendar {
    pub name: String,
    pub market_type: &'static str,
    pub weekmask: [bool; 7],
    pub rules: Vec<HolidayRule>,
    pub trading_hours: Option<TradingHours>,
    pub schedules: Vec<CalendarSchedule>,
    pub early_closes: Vec<EarlyCloseRule>,
    /* private fields */
}

A holiday calendar with optional trading hours and a market classification.

Fields

name: String

market_type: &'static str

One of the MARKET_TYPES entries, aligned with finance-enums MarketType variants.

weekmask: [bool; 7]

rules: Vec<HolidayRule>

trading_hours: Option<TradingHours>

schedules: Vec<CalendarSchedule>

early_closes: Vec<EarlyCloseRule>

Days when the venue closes earlier than usual. Each rule resolves to at most one date per year, paired with a local close time that replaces the normal session close on that date.

Implementations

impl Calendar

pub fn new( name: impl Into<String>, weekmask: [bool; 7], rules: Vec<HolidayRule>, trading_hours: Option<TradingHours>, ) -> Self

pub fn with_type( name: impl Into<String>, market_type: &'static str, weekmask: [bool; 7], rules: Vec<HolidayRule>, trading_hours: Option<TradingHours>, ) -> Self

pub fn with_early_closes(self, ec: Vec<EarlyCloseRule>) -> Self

Builder: attach early-close rules.

pub fn with_schedules(self, schedules: Vec<CalendarSchedule>) -> Self

Builder: attach date-effective schedules sorted by effective date.

pub fn early_close_for(&self, date: NaiveDate) -> Option<NaiveTime>

Local early-close time for date, if any.

pub fn holidays(&self, year: i32) -> Arc<BTreeSet<NaiveDate>>

pub fn holidays_between( &self, start: NaiveDate, end: NaiveDate, ) -> BTreeSet<NaiveDate>

pub fn is_holiday(&self, d: NaiveDate) -> bool

pub fn is_business_day(&self, d: NaiveDate) -> bool

pub fn next_business_day(&self, d: NaiveDate) -> NaiveDate

pub fn previous_business_day(&self, d: NaiveDate) -> NaiveDate

pub fn business_days_between(&self, start: NaiveDate, end: NaiveDate) -> i64

pub fn business_day_range( &self, start: NaiveDate, end: NaiveDate, ) -> Vec<NaiveDate>

pub fn is_open(&self, when: DateTime<Utc>) -> bool

True iff the venue is currently in any trading session.

For sessions that span midnight, the trading-day check considers both the local calendar day of when and the next local calendar day, so a Sun-evening CME open correctly maps to Mon’s trading day. If an early-close is in effect for that trading day, the last session’s close is shortened.

pub fn next_open(&self, when: DateTime<Utc>) -> Option<DateTime<Utc>>

pub fn next_close(&self, when: DateTime<Utc>) -> Option<DateTime<Utc>>

pub fn sessions_between( &self, start: NaiveDate, end: NaiveDate, ) -> Vec<(DateTime<Utc>, DateTime<Utc>)>

All (open, close) UTC instants for every business day in [start, end] (inclusive). Each business day contributes one entry per trading session, with the last session’s close adjusted for any early-close rule. Returns an empty vector when no trading hours are configured.

pub fn extended_sessions_between( &self, start: NaiveDate, end: NaiveDate, ) -> Vec<(&'static str, DateTime<Utc>, DateTime<Utc>)>

Named non-regular trading windows for every business day in [start, end] (inclusive), such as pre-open and after-close.