chore: #142 - Add calendars (Argentina, Botswana, Brazil, Chile, China)

src/time/calendar.rs

@@ -7,7 +7,7 @@
 //      - LICENSE-MIT.md
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
-use time::OffsetDateTime;
+use time::{Month, OffsetDateTime, Weekday};
 
 /// Calendar trait.
 /// The calendars follow generic settlement rules, not the exchange holiday rules.
@@ -17,22 +17,44 @@ pub trait Calendar {
 
     /// Check if the date is a business day.
     fn is_business_day(&self, date: OffsetDateTime) -> bool;
+
+    /// Unpacks an OffsetDateTime into a tuple in the following form:
+    ///
+    /// ```ignore
+    /// (
+    ///     weekday,
+    ///     day_of_month,
+    ///     month,
+    ///     year,
+    ///     day_of_year
+    /// )
+    /// ```
+    ///
+    fn unpack_date(&self, date: OffsetDateTime) -> (Weekday, u8, Month, i32, u16) {
+        let w = date.weekday(); // Weekday (Monday-Sunday)
+        let d = date.day(); // Day of month (1-31)
+        let m = date.month(); // Month (January-December)
+        let y = date.year(); // Year
+        let dd = date.ordinal(); // Day of year (1-365)
+
+        (w, d, m, y, dd)
+    }
+
+    /// Returns the Easter Monday for the given year.
+    fn easter_monday(year: usize, is_orthodox: bool) -> u16 {
+        let index = if is_orthodox { 1 } else { 0 };
+
+        super::EASTER_MONDAYS[index][year - 1901]
+    }
+
+    /// Checks if date is a weekend.
+    fn is_weekend(date: OffsetDateTime) -> bool {
+        let w = date.weekday();
+
+        w == time::Weekday::Saturday || w == time::Weekday::Sunday
+    }
 }
 
 /// Holiday type.
 /// This simply returns the name of the holiday.
 pub struct Holiday(pub &'static str);
-
-/// Returns the Easter Monday for the given year.
-pub fn easter_monday(year: usize, is_orthodox: bool) -> u16 {
-    let index = if is_orthodox { 1 } else { 0 };
-
-    super::EASTER_MONDAYS[index][year - 1901]
-}
-
-/// Checks if date is a weekend.
-pub fn is_weekend(date: OffsetDateTime) -> bool {
-    let w = date.weekday();
-
-    w == time::Weekday::Saturday || w == time::Weekday::Sunday
-}

src/time/calendars/argentina.rs

@@ -0,0 +1,57 @@
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+// RustQuant: A Rust library for quantitative finance tools.
+// Copyright (C) 2023 https://github.com/avhz
+// Dual licensed under Apache 2.0 and MIT.
+// See:
+//      - LICENSE-APACHE.md
+//      - LICENSE-MIT.md
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+use crate::time::Calendar;
+use time::{Month, OffsetDateTime, Weekday};
+
+/// Argentina calendar.
+pub struct Argentina;
+
+impl Calendar for Argentina {
+    fn name(&self) -> &'static str {
+        "Argentina"
+    }
+
+    fn is_business_day(&self, date: OffsetDateTime) -> bool {
+        let (w, d, m, y, dd) = self.unpack_date(date);
+        let em = Self::easter_monday(y as usize, false);
+
+        if Self::is_weekend(date)
+            // New Year's Day
+            || (d == 1 && m == Month::January)
+            // Holy Thursday
+            || (dd == em-4)
+            // Good Friday
+            || (dd == em-3)
+            // Labour Day
+            || (d == 1 && m == Month::May)
+            // May Revolution
+            || (d == 25 && m == Month::May)
+            // Death of General Manuel Belgrano
+            || (d >= 15 && d <= 21 && w == Weekday::Monday && m == Month::June)
+            // Independence Day
+            || (d == 9 && m == Month::July)
+            // Death of General José de San Martín
+            || (d >= 15 && d <= 21 && w ==Weekday::Monday && m == Month::August)
+            // Columbus Day
+            || ((d == 10 || d == 11 || d == 12 || d == 15 || d == 16)
+                && w == Weekday::Monday && m == Month::October)
+            // Immaculate Conception
+            || (d == 8 && m == Month::December)
+            // Christmas Eve
+            || (d == 24 && m == Month::December)
+            // New Year's Eve
+            || ((d == 31 || (d == 30 && w == Weekday::Friday)) && m == Month::December)
+        {
+            return false;
+        }
+
+        return true;
+    }
+}

src/time/calendars/australia.rs

@@ -7,7 +7,7 @@
 //      - LICENSE-MIT.md
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
-use crate::time::{is_weekend, Calendar};
+use crate::time::Calendar;
 use time::{Month, OffsetDateTime, Weekday};
 
 /// Australiann settlement calendar.
@@ -20,15 +20,10 @@ impl Calendar for Australia {
     }
 
     fn is_business_day(&self, date: OffsetDateTime) -> bool {
-        let w = date.weekday();
-        let d = date.day();
-        let m = date.month();
-        let y = date.year();
-        let dd = date.ordinal(); // Day of the year
+        let (w, d, m, y, dd) = self.unpack_date(date);
+        let em = Self::easter_monday(y as usize, false);
 
-        let em = crate::time::easter_monday(y as usize, false);
-
-        if is_weekend(date)
+        if Self::is_weekend(date)
                 // New Year's Day (possibly moved to Monday)
                 || ((d == 1 || ((d == 2 || d == 3) && w == Weekday::Monday)) && m == Month::January)
                 // Australia Day, January 26th (possibly moved to Monday)

src/time/calendars/austria.rs

@@ -7,7 +7,7 @@
 //      - LICENSE-MIT.md
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
-use crate::time::{is_weekend, Calendar};
+use crate::time::Calendar;
 use time::{Month, OffsetDateTime};
 
 /// Austrian settlement calendar.
@@ -19,14 +19,10 @@ impl Calendar for Austria {
     }
 
     fn is_business_day(&self, date: OffsetDateTime) -> bool {
-        let d = date.day();
-        let m = date.month();
-        let y = date.year();
-        let dd = date.ordinal(); // Day of the year
+        let (w, d, m, y, dd) = self.unpack_date(date);
+        let em = Self::easter_monday(y as usize, false);
 
-        let em = crate::time::easter_monday(y as usize, false);
-
-        if is_weekend(date)
+        if Self::is_weekend(date)
                 // New Year's Day
                 || (d == 1 && m == Month::January)
                 // Epiphany

src/time/calendars/botswana.rs

@@ -0,0 +1,60 @@
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+// RustQuant: A Rust library for quantitative finance tools.
+// Copyright (C) 2023 https://github.com/avhz
+// Dual licensed under Apache 2.0 and MIT.
+// See:
+//      - LICENSE-APACHE.md
+//      - LICENSE-MIT.md
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+use crate::time::Calendar;
+use time::{Month, OffsetDateTime, Weekday};
+
+/// Botswana calendar.
+pub struct Botswana;
+
+impl Calendar for Botswana {
+    fn name(&self) -> &'static str {
+        "Botswana"
+    }
+
+    fn is_business_day(&self, date: OffsetDateTime) -> bool {
+        let (w, d, m, y, dd) = self.unpack_date(date);
+        let em = Self::easter_monday(y as usize, false);
+
+        if Self::is_weekend(date)
+        // New Year's Day (possibly moved to Monday or Tuesday)
+        || ((d == 1 || (d == 2 && w == Weekday::Monday) || (d == 3 && w == Weekday::Tuesday)) 
+            && m == Month::January)
+        // Good Friday
+        || (dd == em - 3)
+        // Easter Monday
+        || (dd == em)
+        // Labour Day, May 1st (possibly moved to Monday)
+        || ((d == 1 || (d == 2 && w == Weekday::Monday))
+            && m == Month::May)
+        // Ascension
+        || (dd == em + 38)
+        // Sir Seretse Khama Day, July 1st (possibly moved to Monday)
+        || ((d == 1 || (d == 2 && w == Weekday::Monday))
+            && m == Month::July)
+        // Presidents' Day (third Monday of July)
+        || ((d >= 15 && d <= 21) && w == Weekday::Monday && m == Month::July)
+        // Independence Day, September 30th (possibly moved to Monday)
+        || ((d == 30 && m == Month::September) || 
+            (d == 1  && w == Weekday::Monday && m == Month::October))
+        // Botswana Day, October 1st (possibly moved to Monday or Tuesday)
+        || ((d == 1 || (d == 2 && w == Weekday::Monday) || (d == 3 && w == Weekday::Tuesday)) 
+            && m == Month::October)
+        // Christmas
+        || (d == 25 && m == Month::December)
+        // Boxing Day (possibly moved to Monday)
+        || ((d == 26 || (d == 27 && w == Weekday::Monday))
+            && m == Month::December)
+        {
+            return false;
+        }
+
+        return true;
+    }
+}

src/time/calendars/brazil.rs

@@ -0,0 +1,54 @@
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+// RustQuant: A Rust library for quantitative finance tools.
+// Copyright (C) 2023 https://github.com/avhz
+// Dual licensed under Apache 2.0 and MIT.
+// See:
+//      - LICENSE-APACHE.md
+//      - LICENSE-MIT.md
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+use crate::time::Calendar;
+use time::{Month, OffsetDateTime, Weekday};
+
+/// Brazil calendar.
+pub struct Brazil;
+
+impl Calendar for Brazil {
+    fn name(&self) -> &'static str {
+        "Brazil"
+    }
+
+    fn is_business_day(&self, date: OffsetDateTime) -> bool {
+        let (w, d, m, y, dd) = self.unpack_date(date);
+        let em = Self::easter_monday(y as usize, false);
+
+        if Self::is_weekend(date)
+            // New Year's Day
+            || (d == 1 && m == Month::January)
+            // Tiradentes Day
+            || (d == 21 && m == Month::April)
+            // Labor Day
+            || (d == 1 && m == Month::May)
+            // Independence Day
+            || (d == 7 && m == Month::September)
+            // Nossa Sra. Aparecida Day
+            || (d == 12 && m == Month::October)
+            // All Souls Day
+            || (d == 2 && m ==Month:: November)
+            // Republic Day
+            || (d == 15 && m == Month::November)
+            // Christmas
+            || (d == 25 && m == Month::December)
+            // Passion of Christ
+            || (dd == em-3)
+            // Carnival
+            || (dd == em-49 || dd == em-48)
+            // Corpus Christi
+            || (dd == em+59)
+        {
+            return false;
+        }
+
+        return true;
+    }
+}

src/time/calendars/canada.rs

@@ -7,7 +7,7 @@
 //      - LICENSE-MIT.md
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
-use crate::time::{is_weekend, Calendar};
+use crate::time::Calendar;
 use time::{Month, OffsetDateTime, Weekday};
 
 /// Canadian settlement calendar.
@@ -19,15 +19,10 @@ impl Calendar for Canada {
     }
 
     fn is_business_day(&self, date: OffsetDateTime) -> bool {
-        let w = date.weekday();
-        let d = date.day();
-        let m = date.month();
-        let y = date.year();
-        let dd = date.ordinal(); // Day of the year
+        let (w, d, m, y, dd) = self.unpack_date(date);
+        let em = Self::easter_monday(y as usize, false);
 
-        let em = crate::time::easter_monday(y as usize, false); // assuming you have a similar easter_monday function
-
-        if is_weekend(date)
+        if Self::is_weekend(date)
             || ((d == 1 || ((d == 2 || d == 3) && w == Weekday::Monday)) && m == Month::January)
             || ((15..=21).contains(&d) && w == Weekday::Monday && m == Month::February && y >= 2008)
             || (dd == em - 3)

src/time/calendars/chile.rs

@@ -0,0 +1,71 @@
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+// RustQuant: A Rust library for quantitative finance tools.
+// Copyright (C) 2023 https://github.com/avhz
+// Dual licensed under Apache 2.0 and MIT.
+// See:
+//      - LICENSE-APACHE.md
+//      - LICENSE-MIT.md
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+use crate::time::Calendar;
+use time::{Month, OffsetDateTime, Weekday};
+
+/// Chile calendar.
+pub struct Chile;
+
+impl Calendar for Chile {
+    fn name(&self) -> &'static str {
+        "Chile"
+    }
+
+    fn is_business_day(&self, date: OffsetDateTime) -> bool {
+        let (w, d, m, y, dd) = self.unpack_date(date);
+        let em = Self::easter_monday(y as usize, false);
+
+        if Self::is_weekend(date)
+            // New Year's Day
+            || (d == 1 && m == Month::January)
+            || (d == 2 && m == Month::January && w == Weekday::Monday && y > 2016)
+            // Good Friday
+            || (dd == em-3)
+            // Easter Saturday
+            || (dd == em-2)
+            // Labour Day
+            || (d == 1 && m == Month::May)
+            // Navy Day
+            || (d == 21 && m == Month::May)
+            // Day of Aboriginal People
+            || (d == 21 && m == Month::June && y >= 2021)
+            // St. Peter and St. Paul
+            || (d >= 26 && d <= 29 && m == Month::June && w == Weekday::Monday)
+            || (d == 2 && m == Month::July && w == Weekday::Monday)
+            // Our Lady of Mount Carmel
+            || (d == 16 && m == Month::July)
+            // Assumption Day
+            || (d == 15 && m == Month::August)
+            // Independence Day
+            || (d == 17 && m == Month::September && ((w == Weekday::Monday && y >= 2007) || (w == Weekday::Friday && y > 2016)))
+            || (d == 18 && m == Month::September)
+            // Army Day
+            || (d == 19 && m == Month::September)
+            || (d == 20 && m == Month::September && w == Weekday::Friday && y >= 2007)
+            // Discovery of Two Worlds
+            || (d >= 9 && d <= 12 && m == Month::October && w == Weekday::Monday)
+            || (d == 15 && m == Month::October && w == Weekday::Monday)
+            // Reformation Day
+            || (((d == 27 && m == Month::October && w == Weekday::Friday)
+                || (d == 31 && m == Month::October && w != Weekday::Tuesday && w != Weekday::Wednesday)
+                || (d == 2 && m == Month::November && w == Weekday::Friday)) && y >= 2008)
+            // All Saints' Day
+            || (d == 1 && m == Month::November)
+            // Immaculate Conception
+            || (d == 8 && m == Month::December)
+            // Christmas Day
+            || (d == 25 && m == Month::December)
+        {
+            return false;
+        }
+
+        return true;
+    }
+}