98 lines
5.1 KiB
Common Lisp
98 lines
5.1 KiB
Common Lisp
;;; Copyright (c) 2017, Sudhir Shenoy. All rights reserved.
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;;; Redistribution and use in source and binary forms, with or without
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;;; modification, are permitted provided that the following conditions
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;;; are met:
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;;; * Redistributions of source code must retain the above copyright
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;;; notice, this list of conditions and the following disclaimer.
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;;; * Redistributions in binary form must reproduce the above
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;;; copyright notice, this list of conditions and the following
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;;; disclaimer in the documentation and/or other materials
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;;; provided with the distribution.
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;;; THIS SOFTWARE IS PROVIDED BY THE AUTHOR 'AS IS' AND ANY EXPRESSED
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;;; OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
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;;; WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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;;; ARE DISCLAIMED. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR ANY
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;;; DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
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;;; DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE
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;;; GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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;;; INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY,
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;;; WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
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;;; NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
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;;; SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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(in-package :cl-dates-test)
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(defparameter +holiday-tests+
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'(;; US settlement holidays
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(:usd (2004 2005) ("1 January 2004" "19 January 2004" "16 February 2004" "31 May 2004"
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"5 July 2004" "6 September 2004" "11 October 2004" "11 November 2004"
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"25 November 2004" "24 December 2004" "31 December 2004"
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"17 January 2005" "21 February 2005" "30 May 2005" "4 July 2005"
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"5 September 2005" "10 October 2005" "11 November 2005"
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"24 November 2005" "26 December 2005"))
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;; US settlement - before Uniform Monday Holiday Act
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(:usd (1961 1961) ("2 January 1961" "22 February 1961" "30 May 1961" "4 July 1961"
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"4 September 1961" "10 November 1961" "23 November 1961"
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"25 December 1961"))
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;; US Bond market
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(:ust (2004 2004) ("1 January 2004" "19 January 2004" "16 February 2004" "9 April 2004"
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"31 May 2004" "5 July 2004" "6 September 2004" "11 October 2004"
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"11 November 2004" "25 November 2004" "24 December 2004"))
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;; NY Stock exchange
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(:nyse (2004 2006) ("1 January 2004" "19 January 2004" "16 February 2004" "9 April 2004"
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"31 May 2004" "11 June 2004" "5 July 2004" "6 September 2004"
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"25 November 2004" "24 December 2004"
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"17 January 2005" "21 February 2005" "25 March 2005" "30 May 2005"
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"4 July 2005" "5 September 2005" "24 November 2005" "26 December 2005"
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"2 January 2006" "16 January 2006" "20 February 2006" "14 April 2006"
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"29 May 2006" "4 July 2006" "4 September 2006" "23 November 2006"
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"25 December 2006"))
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;; TARGET
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(:target (1999 2002) ("1 January 1999" "31 December 1999"
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"21 April 2000" "24 April 2000" "1 May 2000" "25 December 2000"
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"26 December 2000"
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"1 January 2001" "13 April 2001" "16 April 2001" "1 May 2001"
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"25 December 2001" "26 December 2001" "31 December 2001"
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"1 January 2002" "29 March 2002" "1 April 2002" "1 May 2002"
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"25 December 2002" "26 December 2002"))
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(:target (2003 2006) ("1 January 2003" "18 April 2003" "21 April 2003" "1 May 2003"
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"25 December 2003" "26 December 2003"
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"1 January 2004" "9 April 2004" "12 April 2004"
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"25 March 2005" "28 March 2005" "26 December 2005"
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"14 April 2006" "17 April 2006" "1 May 2006" "25 December 2006"
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"26 December 2006"))
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;; EUREX
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(:eurex (2003 2004) ("1 January 2003" "18 April 2003" "21 April 2003" "1 May 2003"
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"24 December 2003" "25 December 2003" "26 December 2003" "31 December 2003"
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"1 January 2004" "9 April 2004" "12 April 2004" "24 December 2004"
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"31 December 2004"))
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;; UK
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(:gbp (2004 2007) ("1 January 2004" "9 April 2004" "12 April 2004" "3 May 2004" "31 May 2004"
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"30 August 2004" "27 December 2004" "28 December 2004"
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"3 January 2005" "25 March 2005" "28 March 2005" "2 May 2005" "30 May 2005"
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"29 August 2005" "26 December 2005" "27 December 2005"
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"2 January 2006" "14 April 2006" "17 April 2006" "1 May 2006" "29 May 2006"
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"28 August 2006" "25 December 2006" "26 December 2006"
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"1 January 2007" "6 April 2007" "9 April 2007" "7 May 2007" "28 May 2007"
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"27 August 2007" "25 December 2007" "26 December 2007"))))
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(deftest holiday-tests ()
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(combine-results
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(loop for test-case in +holiday-tests+
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collect (destructuring-bind (centre year-range dates) test-case
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(setf dates (mapcar #'jday-number (mapcar #'string->date dates)))
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(let* ((from-year (car year-range))
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(start-range (ymd->date from-year 1 1))
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(end-range (ymd->date (cadr year-range) 12 31))
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(cal (make-calendar centre :base-year from-year))
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(hols (sort (loop for dt being the
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hash-keys in (cl-dates::holidays cal)
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when (date<= start-range dt end-range)
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collect dt)
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#'date<)))
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(check
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(equal hols dates)))))))
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