Crate nyse_holiday_cal
source ·Expand description
Overview
Library crate for looking up market holiday information as observed by the New York Stock Exchange.
Use-cases
- Determine if a specific date is/was an NYSE market holiday
- Determine which holiday NYSE observed or plans to observe on a specific date
- Iterate over sequences of consecutive business days
- Perform basic business-day arithmetic on dates
- Convert between dates and business day of month ordinals
Usage
This crate is designed to work with foreign date types which represent dates in
the proleptic Gregorian
calendar. By
default, chrono::NaiveDate is used as the date type, but with optional crate
feature time enabled, support for time::Date is added as well.
The main interface for looking up holiday and business day information is trait
HolidayCal. This trait is implemented for all supported foreign date types.
The main interface for performing business-day arithmetic is struct
DeltaBusinessDays. This struct represents an integer number of business days
and can be used in arithmetic with supported foreign date types via the Add
and Sub traits from the standard library.
Why not other crates?
There are several other holiday calendar crates in the Rust ecosystem, which provide a framework for developing holiday calendar functionality:
However, these crates are ill-suited for implementing NYSE holiday calendars because they all assume that the holiday status of any date can be determined. In general, it is only possible to determine if a date is an NYSE market holiday if it is before 31 December of the year of the latest published official NYSE holiday calendar.
Design
The design of the this create is simple, it maintains a list of observed and
planned market holidays according to NYSE’s officially released schedule. This
list of known market holidays defines a range spanning from 1 Jan in the year
MIN_YEAR to 31 December in the year MAX_YEAR. Dates that fall in this
range are considered market holidays if and only if they are equal to one of the
dates in the holiday list. For dates that fall outside this range, it is not
possible to determine whether or not they are NYSE market holidays and so
generally, Err(OutOfRange) is returned for queries involving such dates.
When the NYSE publishes their market holiday calendar for a new year, the
holidays list will be updated accordingly, MAX_YEAR will be incremented
accordingly, and the patch version of this crate will be incremented.
Typically, NYSE publishes holiday calendars 1-2 years in advance of the current date.
Structs
- An reversable iterator over all business days.
- Duration in business days
- Error type indicating that a date was outside the range of the existing NYSE holiday calendar
Enums
- Holidays observed by the NYSE
Constants
- End of NYSE holiday calendar.
- Beginning of NYSE holiday calendar.
Traits
- Determine NYSE holiday information for dates