1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292
#![cfg_attr(docsrs, feature(doc_auto_cfg))]
#![doc = include_str!("../README.md")]
use chrono::{Datelike, NaiveDate, Weekday};
mod arithmetic;
pub use arithmetic::DeltaBusinessDays;
mod iter;
mod luts;
use luts::{CAL2BUS, CALENDAR};
pub use iter::BusDaysIter;
pub type Result<T> = std::result::Result<T, OutOfRange>;
/// Holidays observed by the NYSE
#[non_exhaustive]
#[derive(Debug, Copy, Clone, PartialEq, Eq, PartialOrd, Ord)]
pub enum Holiday {
NewYearsDay,
MartinLutherKingJrDay,
WashingtonsBirthday,
GoodFriday,
MemorialDay,
Juneteenth,
IndependenceDay,
LaborDay,
ThanksgivingDay,
ChristmasDay,
}
/// Error type indicating that a date was outside the range of the existing NYSE holiday calendar
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub struct OutOfRange;
/// Determine NYSE holiday information for dates
pub trait HolidayCal {
/// Try to determine holiday information for this day.
///
/// If it is not possible to determine whether the day is an NYSE market holiday, return
/// `Err(OutOfRange)`. This will be the case if the date falls before [`MIN_YEAR`] or after
/// [`MAX_YEAR`]. Otherwise return an `Option<Holiday>` describing which holiday it is:
///
/// | Input | Output |
/// | ----- | ------ |
/// | Holiday status indefinite | `Err(OutOfRange)` |
/// | Definite holiday | `Ok(Some(x))` where `x` identifies which holiday it is
/// | Definite non-holiday | `Ok(None)` |
///
/// Note: Weekends are **not** considered NYSE holidays.
///
/// ## Examples
/// ```
/// use nyse_holiday_cal::{HolidayCal, OutOfRange, Holiday::*};
/// use chrono::NaiveDate;
///
/// // Holidays
/// assert_eq!(NaiveDate::from_ymd_opt(2023, 4, 7).unwrap().holiday(), Ok(Some(GoodFriday)));
/// assert_eq!(NaiveDate::from_ymd_opt(2023, 7, 4).unwrap().holiday(), Ok(Some(IndependenceDay)));
/// assert_eq!(NaiveDate::from_ymd_opt(2024, 1, 1).unwrap().holiday(), Ok(Some(NewYearsDay)));
/// assert_eq!(NaiveDate::from_ymd_opt(2025, 5, 26).unwrap().holiday(), Ok(Some(MemorialDay)));
///
/// // Non-holidays
/// assert_eq!(NaiveDate::from_ymd_opt(2023, 4, 20).unwrap().holiday(), Ok(None));
/// assert_eq!(NaiveDate::from_ymd_opt(2025, 5, 1).unwrap().holiday(), Ok(None));
///
///
/// // Out of range dates return Err
/// assert_eq!(NaiveDate::from_ymd_opt(2027, 1, 1).unwrap().holiday(), Err(OutOfRange));
/// assert_eq!(NaiveDate::from_ymd_opt(2016, 1, 1).unwrap().holiday(), Err(OutOfRange));
/// ```
fn holiday(&self) -> Result<Option<Holiday>>;
/// Determine if `self` is in range of the existing holiday calendar. In general, it is not
/// possible to determine if a date is an NYSE holiday if it is not in range.
fn is_in_range(&self) -> bool;
/// Determine if `self` is a weekend
fn is_weekend(&self) -> bool;
/// Get business day ordinal of a specific calendar date
///
/// If `self` is a business day, return `Some(n)` such that `self` is the `n`<sup>th</sup>
/// business day of the calendar month containing `self`, otherwise return `None`
fn cal2bus(&self) -> Option<u8>;
/// Get the day-of-month of the last business day of the calendar month containing `self`,
/// or, if the date is out of range, return `Err(OutOfRange)`
fn bus_month_end(&self) -> Result<u8>;
/// Get the day-of-month of the first business day of the calendar month containing `self`,
/// or, if the date is out of range, return `Err(OutOfRange)`
fn bus_month_begin(&self) -> Result<u8>;
/// Determine if `self` is an NYSE holiday
fn is_holiday(&self) -> Result<bool> {
Ok(self.holiday()?.is_some())
}
/// Determine if the NYSE is open for trading on a certain day.
///
/// When it is possible to determine with certainty whether the NYSE is open for trading on
/// `self`, return `Ok(b)` with the inner value indicating whether the date is an open market
/// day. When it is not possible to determine, return `Err(OutOfRange)`. This is similar to
/// [`Self::is_holiday`] except that it accounts for weekends as non-business days.
///
/// Note: **all** weekends are considered definite non-business days even if they are outside
/// the range of the calendar because the NYSE will never trade on a weekend.
fn is_busday(&self) -> Result<bool> {
Ok(!(self.is_weekend() || self.is_holiday()?))
}
/// Return an iterator of business days occuring after `self`. If reversed, it becomes an
/// iterator over business days occuring before `self`. See the documentation for the return
/// type [`BusDaysIter`] for details
fn busday_iter(&self) -> crate::iter::BusDaysIter<Self>
where
iter::BusDaysIter<Self>: DoubleEndedIterator<Item = Self>,
Self: Sized + Copy,
{
iter::BusDaysIter(*self)
}
/// Get the calendar day of a specific business day
///
/// Return the calendar day (i.e. day-of-month) which is the `n`<sup>th</sup> business day of
/// the `m`<sup>th</sup> month of year `y`.
fn bus2cal(y: u16, m: u8, n: u8) -> Result<u8> {
luts::BUS2CAL.get(&(y, m, n)).copied().ok_or(OutOfRange)
}
}
/// Beginning of NYSE holiday calendar.
///
/// It is not possible to determine if a date is an NYSE market holiday if it is before 1 Jan of
/// this year
pub const MIN_YEAR: u16 = 2021;
/// End of NYSE holiday calendar.
///
/// It is not possible to determine if a date is an NYSE market holiday if it is after 31 Dec of
/// this year
pub const MAX_YEAR: u16 = 2026;
const RANGE: std::ops::RangeInclusive<u16> = MIN_YEAR..=MAX_YEAR;
impl HolidayCal for NaiveDate {
fn holiday(&self) -> Result<Option<Holiday>> {
if !self.is_in_range() {
return Err(OutOfRange);
}
Ok(CALENDAR.get(self).copied())
}
fn is_in_range(&self) -> bool {
self.year()
.try_into()
.map_or(false, |x: u16| RANGE.contains(&x))
}
fn is_weekend(&self) -> bool {
use Weekday::*;
self.weekday() == Sat || self.weekday() == Sun
}
fn cal2bus(&self) -> Option<u8> {
CAL2BUS.get(self).copied()
}
fn bus_month_end(&self) -> Result<u8> {
let month = (
self.year().try_into().unwrap(),
self.month().try_into().unwrap(),
);
luts::MONTH_BUS_RANGE
.get(&month)
.map(|x| *x.end())
.ok_or(OutOfRange)
}
fn bus_month_begin(&self) -> Result<u8> {
let month = (
self.year().try_into().unwrap(),
self.month().try_into().unwrap(),
);
luts::MONTH_BUS_RANGE
.get(&month)
.map(|x| *x.start())
.ok_or(OutOfRange)
}
}
#[cfg(feature = "time")]
impl HolidayCal for time::Date {
fn holiday(&self) -> Result<Option<Holiday>> {
if !self.is_in_range() {
return Err(OutOfRange);
}
let (y, d) = (self.year(), self.day().into());
let m: u8 = self.month().into();
let naive_date = NaiveDate::from_ymd_opt(y, m.into(), d).unwrap();
Ok(CALENDAR.get(&naive_date).copied())
}
fn is_in_range(&self) -> bool {
self.year()
.try_into()
.map_or(false, |x: u16| RANGE.contains(&x))
}
fn is_weekend(&self) -> bool {
use time::Weekday::*;
self.weekday() == Saturday || self.weekday() == Sunday
}
fn cal2bus(&self) -> Option<u8> {
let (y, d) = (self.year(), self.day().into());
let m: u8 = self.month().into();
let naive_date = NaiveDate::from_ymd_opt(y, m.into(), d).unwrap();
CAL2BUS.get(&naive_date).copied()
}
fn bus_month_end(&self) -> Result<u8> {
let month = (self.year().try_into().unwrap(), self.month().into());
luts::MONTH_BUS_RANGE
.get(&month)
.map(|x| *x.end())
.ok_or(OutOfRange)
}
fn bus_month_begin(&self) -> Result<u8> {
let month = (self.year().try_into().unwrap(), self.month().into());
luts::MONTH_BUS_RANGE
.get(&month)
.map(|x| *x.start())
.ok_or(OutOfRange)
}
}
#[cfg(test)]
mod tests {
use chrono::NaiveDate;
use lazy_static::lazy_static;
mod naive_date;
#[cfg(feature = "time")]
mod date;
lazy_static! {
#[rustfmt::skip]
static ref WEEKENDS_VECTORS: [NaiveDate; 20] = [
NaiveDate::from_ymd_opt(2023, 1, 1).unwrap(),
NaiveDate::from_ymd_opt(2023, 1, 7).unwrap(),
NaiveDate::from_ymd_opt(2023, 1, 8).unwrap(),
NaiveDate::from_ymd_opt(2023, 1, 14).unwrap(),
NaiveDate::from_ymd_opt(2023, 1, 15).unwrap(),
NaiveDate::from_ymd_opt(2023, 1, 21).unwrap(),
NaiveDate::from_ymd_opt(2023, 2, 4).unwrap(),
NaiveDate::from_ymd_opt(2023, 2, 5).unwrap(),
NaiveDate::from_ymd_opt(2023, 2, 26).unwrap(),
NaiveDate::from_ymd_opt(2023, 6, 18).unwrap(),
NaiveDate::from_ymd_opt(2023, 6, 24).unwrap(),
NaiveDate::from_ymd_opt(2023, 6, 25).unwrap(),
NaiveDate::from_ymd_opt(2023, 11, 4).unwrap(),
NaiveDate::from_ymd_opt(2023, 11, 5).unwrap(),
NaiveDate::from_ymd_opt(2023, 11, 11).unwrap(),
NaiveDate::from_ymd_opt(2023, 11, 12).unwrap(),
NaiveDate::from_ymd_opt(2023, 11, 18).unwrap(),
NaiveDate::from_ymd_opt(2023, 11, 19).unwrap(),
NaiveDate::from_ymd_opt(2023, 11, 25).unwrap(),
NaiveDate::from_ymd_opt(2023, 11, 26).unwrap(),
];
#[rustfmt::skip]
static ref BUSDAYS: [NaiveDate; 15] = [
NaiveDate::from_ymd_opt(2023, 1, 3).unwrap(),
NaiveDate::from_ymd_opt(2023, 1, 4).unwrap(),
NaiveDate::from_ymd_opt(2023, 1, 5).unwrap(),
NaiveDate::from_ymd_opt(2023, 1, 6).unwrap(),
NaiveDate::from_ymd_opt(2023, 1, 9).unwrap(),
NaiveDate::from_ymd_opt(2023, 3, 7).unwrap(),
NaiveDate::from_ymd_opt(2023, 3, 27).unwrap(),
NaiveDate::from_ymd_opt(2023, 3, 28).unwrap(),
NaiveDate::from_ymd_opt(2024, 6, 7).unwrap(),
NaiveDate::from_ymd_opt(2024, 7, 8).unwrap(),
NaiveDate::from_ymd_opt(2024, 7, 9).unwrap(),
NaiveDate::from_ymd_opt(2024, 7, 12).unwrap(),
NaiveDate::from_ymd_opt(2024, 10, 10).unwrap(),
NaiveDate::from_ymd_opt(2024, 10, 11).unwrap(),
NaiveDate::from_ymd_opt(2024, 10, 14).unwrap(), // Columbus Day, not a NYSE holiday
];
}
}