Add public holidays calendars for Ukraine, UK, and US

Added implementation of public holidays for Ukraine, the UK, and the US in the third-party calendar module. Including various markets and special closures days. Calendar functionality was expanded to indicate business days specific to these countries.  This will aid in accurate business day calculations for these markets. Test cases were also added to validate the accuracy of the holidays and business days implemented.

Cargo.toml

@@ -2,6 +2,7 @@
 resolver = "2"
 members = [
     "crates/*",
+    "third-parties/*"
 ]
 
 [workspace.package]
@@ -21,6 +22,7 @@ qlab-time = { version = "0.1.0", path = "crates/qlab-time", default-features = f
 qlab-termstructure = { version = "0.1.0", path = "crates/qlab-termstructure", default-features = false }
 qlab-instrument = { version = "0.1.0", path = "crates/qlab-instrument", default-features = false }
 qlab-math = { version = "0.1.0", path = "crates/qlab-math", default-features = false }
+calendar = { version = "0.1.0", path = "third-parties/calendar", default-features = false }
 
 [workspace.lints.rust]
 unsafe_code = "forbid"

crates/qlab-math/src/interpolation.rs

@@ -9,20 +9,6 @@ pub(crate) struct Point<V: Float> {
     y: V,
 }
 
-// pub struct InterpolationData<V: Float> {
-//     points: Vec<Point<V>>,
-// }
-
-// impl<V: Float> InterpolationData<V> {
-//     pub(crate) fn new(points: &[Point<V>]) -> Self {
-//         Self { points: points.to_vec() }
-//     }
-//
-//     pub(crate) fn value(method: &impl InterpolationMethod<V>, x: V) -> QLabResult<V> {
-//         method.value(x)
-//     }
-// }
-
 #[allow(private_bounds)]
 pub trait Method<V: Float> {
     /// Fits the model to the given data points.

crates/qlab-time/Cargo.toml

@@ -14,6 +14,7 @@ description = "Time related code for the qlab"
 qlab-error = { workspace = true }
 chrono = "0.4.31"
 num-traits = { workspace = true }
+calendar = { workspace = true }
 
 [lints]
 workspace = true

crates/qlab-time/src/business_day_convention.rs

@@ -0,0 +1,8 @@
+#[derive(Clone, Copy, PartialEq, Eq, Debug)]
+pub enum DateRolling {
+    Unadjusted,
+    Following,
+    ModifiedFollowing,
+    Preceding,
+    ModifiedPreceding,
+}

crates/qlab-time/src/calendar.rs

@@ -0,0 +1,19 @@
+use crate::date::Date;
+
+pub trait Calendar {
+    fn is_business_day(&self, date: Date) -> bool;
+
+    fn is_holiday(&self, date: Date) -> bool {
+        !self.is_business_day(date)
+    }
+}
+
+impl<C: calendar::Calendar> Calendar for C {
+    fn is_business_day(&self, date: Date) -> bool {
+        self.is_business_day(date.0)
+    }
+
+    fn is_holiday(&self, date: Date) -> bool {
+        self.is_holiday(date.0)
+    }
+}

crates/qlab-time/src/date.rs

@@ -1,3 +1,5 @@
+use crate::business_day_convention::DateRolling;
+use crate::calendar::Calendar;
 use crate::period::Period;
 use chrono::{Datelike, NaiveDate};
 use std::fmt;
@@ -6,7 +8,7 @@ use std::ops::Sub;
 
 /// Represents a date.
 #[derive(PartialEq, Eq, Hash, PartialOrd, Ord, Copy, Clone, Debug)]
-pub struct Date(NaiveDate);
+pub struct Date(pub(crate) NaiveDate);
 
 impl Date {
     /// Converts the given year, month, and day into a `NaiveDate` and
@@ -154,6 +156,23 @@ impl Date {
             .checked_sub_days(chrono::Days::new(rhs_days.0))
             .map(std::convert::Into::into)
     }
+    /// Makes a new `NaiveDate` for the next calendar date.
+    ///
+    /// Returns `None` when `self` is the last representable date.
+    #[inline]
+    #[must_use]
+    pub fn succ_opt(&self) -> Option<Date> {
+        self.0.succ_opt().map(Date)
+    }
+    /// Makes a new `NaiveDate` for the previous calendar date.
+    ///
+    /// Returns `None` when `self` is the first representable date.
+    #[inline]
+    #[must_use]
+    pub fn pred_opt(&self) -> Option<Date> {
+        self.0.pred_opt().map(Date)
+    }
+
     /// Returns the year stored in the corresponding `Date` object.
     #[must_use]
     #[inline]
@@ -235,6 +254,47 @@ impl Date {
     fn checked_add(self, period: impl Period) -> Option<Date> {
         period.checked_add(self)
     }
+
+    pub fn checked_roll(
+        self,
+        period: impl Period,
+        calendar: &impl Calendar,
+        rolling: DateRolling,
+    ) -> Option<Self> {
+        match rolling {
+            DateRolling::Unadjusted => self.checked_add(period),
+            DateRolling::Following => {
+                let mut ret = self.checked_roll(period, calendar, DateRolling::Unadjusted)?;
+                while !calendar.is_business_day(ret) {
+                    ret = ret.succ_opt()?;
+                }
+                Some(ret)
+            }
+            DateRolling::ModifiedFollowing => {
+                let ret = self.checked_roll(period, calendar, DateRolling::Following)?;
+                if ret.month() == self.month() {
+                    Some(ret)
+                } else {
+                    self.checked_roll(period, calendar, DateRolling::Preceding)
+                }
+            }
+            DateRolling::Preceding => {
+                let mut ret = self.checked_roll(period, calendar, DateRolling::Unadjusted)?;
+                while !calendar.is_business_day(ret) {
+                    ret = ret.pred_opt()?;
+                }
+                Some(ret)
+            }
+            DateRolling::ModifiedPreceding => {
+                let ret = self.checked_roll(period, calendar, DateRolling::Preceding)?;
+                if ret.month() == self.month() {
+                    Some(ret)
+                } else {
+                    self.checked_roll(period, calendar, DateRolling::Following)
+                }
+            }
+        }
+    }
 }
 
 #[cfg(test)]

crates/qlab-time/src/lib.rs

@@ -1,3 +1,6 @@
+mod business_day_convention;
+// mod calendar;
+mod calendar;
 pub mod date;
 pub mod day_count;
 pub mod frequency;

crates/qlab-time/src/period.rs

@@ -3,6 +3,6 @@ use crate::date::Date;
 pub mod days;
 pub mod months;
 
-pub(crate) trait Period: Copy {
+pub trait Period: Copy {
     fn checked_add(self, date: Date) -> Option<Date>;
 }

third-parties/calendar/LICENSE

@@ -0,0 +1,48 @@
+MIT License
+
+Copyright (c) 2024 hnakashima
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.
+
+The externally maintained library from which parts of the Software is derived
+is:
+- finquant, licensed as follows:
+  """
+    MIT License
+
+    Copyright (c) 2023 Jeremy Wang
+
+    Permission is hereby granted, free of charge, to any person obtaining a copy
+    of this software and associated documentation files (the "Software"), to deal
+    in the Software without restriction, including without limitation the rights
+    to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+    copies of the Software, and to permit persons to whom the Software is
+    furnished to do so, subject to the following conditions:
+
+    The above copyright notice and this permission notice shall be included in all
+    copies or substantial portions of the Software.
+
+    THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+    IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+    FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+    AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+    LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+    OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+    SOFTWARE.
+  """

third-parties/calendar/src/argentina.rs

@@ -0,0 +1,92 @@
+// Holidays in Argentina.
+
+use crate::Calendar;
+use chrono::{NaiveDate, Weekday};
+
+#[derive(Default, Debug)]
+pub struct Argentina;
+
+impl Calendar for Argentina {
+    fn is_business_day(&self, date: NaiveDate) -> bool {
+        let (d, w, m, y, dd) = self.naive_date_to_dkmy(date);
+        let em = self.easter_monday(y);
+
+        if self.is_weekend(date)
+            // New Year's Day
+            || (d == 1 && m == 1)
+            // Holy Thursday
+            || (dd == em - 4)
+            // Good Weekday::Fri
+            || (dd == em - 3)
+            // Labour Day
+            || (d == 1 && m == 5)
+            // 5 Revolution
+            || (d == 25 && m == 5)
+            // Death of General Manuel Belgrano
+            || ((15..=21).contains(&d) && w == Weekday::Mon && m == 6)
+            // Independence Day
+            || (d == 9 && m == 7)
+            // Death of General José de San Martín
+            || ((15..=21).contains(&d) && w == Weekday::Mon && m == 8)
+            // Columbus Day
+            || ((d == 10 || d == 11 || d == 12 || d == 15 || d == 16)
+            && w == Weekday::Mon && m == 10)
+            // Immaculate Conception
+            || (d == 8 && m == 12)
+            // Christmas Eve
+            || (d == 24 && m == 12)
+            // New Year's Eve
+            || ((d == 31 || (d == 30 && w == Weekday::Fri)) && m == 12)
+        {
+            return false;
+        }
+        true
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::Argentina;
+    use crate::Calendar;
+    use chrono::{Duration, NaiveDate};
+
+    #[test]
+    fn test_mexico_holiday() {
+        // Test all results from 2023-01-01 to 2023-12-31
+        let expected_results_for_2023 = vec![
+            false, true, true, true, true, true, false, false, true, true, true, true, true, false,
+            false, true, true, true, true, true, false, false, true, true, true, true, true, false,
+            false, true, true, true, true, true, false, false, true, true, true, true, true, false,
+            false, true, true, true, true, true, false, false, true, true, true, true, true, false,
+            false, true, true, true, true, true, false, false, true, true, true, true, true, false,
+            false, true, true, true, true, true, false, false, true, true, true, true, true, false,
+            false, true, true, true, true, true, false, false, true, true, true, false, false,
+            false, false, true, true, true, true, true, false, false, true, true, true, true, true,
+            false, false, true, true, true, true, true, false, false, false, true, true, true,
+            true, false, false, true, true, true, true, true, false, false, true, true, true, true,
+            true, false, false, true, true, true, false, true, false, false, true, true, true,
+            true, true, false, false, true, true, true, true, true, false, false, true, true, true,
+            true, true, false, false, false, true, true, true, true, false, false, true, true,
+            true, true, true, false, false, true, true, true, true, true, false, false, true, true,
+            true, true, true, false, false, true, true, true, true, true, false, false, true, true,
+            true, true, true, false, false, true, true, true, true, true, false, false, true, true,
+            true, true, true, false, false, true, true, true, true, true, false, false, false,
+            true, true, true, true, false, false, true, true, true, true, true, false, false, true,
+            true, true, true, true, false, false, true, true, true, true, true, false, false, true,
+            true, true, true, true, false, false, true, true, true, true, true, false, false, true,
+            true, true, true, true, false, false, true, true, true, true, true, false, false,
+            false, true, true, true, true, false, false, true, true, true, true, true, false,
+            false, true, true, true, true, true, false, false, true, true, true, true, true, false,
+            false, true, true, true, true, true, false, false, true, true, true, true, true, false,
+            false, true, true, true, true, true, false, false, true, true, true, true, false,
+            false, false, true, true, true, true, true, false, false, true, true, true, true, true,
+            false, false, true, true, true, true, true, false, false,
+        ];
+        let first_date = NaiveDate::from_ymd_opt(2023, 1, 1).unwrap();
+        for n in 0i32..365 {
+            let target_date = first_date + Duration::days(i64::from(n));
+            let expected = expected_results_for_2023[n as usize];
+            assert_eq!(Argentina.is_business_day(target_date), expected);
+        }
+    }
+}