chore: #142 - Add more calendars (Czech Rep., Denmark, Finland, Franc…

…e, Germany, Hong Kong)

src/curves/nelson_siegel.rs

@@ -100,7 +100,7 @@ impl CurveModel for NelsonSiegel {
 #[cfg(test)]
 mod tests_nelson_siegel {
     use super::*;
-    use crate::plot_vector;
+    // use crate::plot_vector;
     use time::Duration;
 
     #[test]
@@ -116,17 +116,17 @@ mod tests_nelson_siegel {
             .map(|i| OffsetDateTime::now_utc() + Duration::days(i))
             .collect::<Vec<OffsetDateTime>>();
 
-        let forward_curve = dates
+        let _forward_curve = dates
             .iter()
             .map(|date| ns.forward_rate(*date))
             .collect::<Vec<_>>();
 
-        let discount_curve = dates
+        let _discount_curve = dates
             .iter()
             .map(|date| ns.discount_factor(*date))
             .collect::<Vec<_>>();
 
-        plot_vector!(forward_curve, "./images/nelson_siegel_forward.png");
-        plot_vector!(discount_curve, "./images/nelson_siegel_discount.png");
+        // plot_vector!(forward_curve, "./images/nelson_siegel_forward.png");
+        // plot_vector!(discount_curve, "./images/nelson_siegel_discount.png");
     }
 }

src/curves/nelson_siegel_svensson.rs

@@ -107,7 +107,7 @@ impl CurveModel for NelsonSiegelSvensson {
 #[cfg(test)]
 mod tests_nelson_siegel_svensson {
     use super::*;
-    use crate::plot_vector;
+    // use crate::plot_vector;
     use time::Duration;
 
     #[test]
@@ -125,20 +125,20 @@ mod tests_nelson_siegel_svensson {
             .map(|i| OffsetDateTime::now_utc() + Duration::days(i))
             .collect::<Vec<OffsetDateTime>>();
 
-        let forward_curve = dates
+        let _forward_curve = dates
             .iter()
             .map(|date| nss.forward_rate(*date))
             .collect::<Vec<_>>();
 
-        let discount_curve = dates
+        let _discount_curve = dates
             .iter()
             .map(|date| nss.discount_factor(*date))
             .collect::<Vec<_>>();
 
-        plot_vector!(forward_curve, "./images/nelson_siegel_svensson_forward.png");
-        plot_vector!(
-            discount_curve,
-            "./images/nelson_siegel_svensson_discount.png"
-        );
+        // plot_vector!(forward_curve, "./images/nelson_siegel_svensson_forward.png");
+        // plot_vector!(
+        //     discount_curve,
+        //     "./images/nelson_siegel_svensson_discount.png"
+        // );
     }
 }

src/time/calendar.rs

@@ -21,6 +21,9 @@ pub trait Calendar {
     /// Returns the ISO 3166-1 country code.
     fn country_code(&self) -> crate::iso::ISO_3166;
 
+    /// Returns the ISO 10383 market identifier code.
+    fn market_identifier_code(&self) -> crate::iso::ISO_10383;
+
     /// Unpacks an OffsetDateTime into a tuple in the following form:
     ///
     /// ```ignore

src/time/calendars/argentina.rs

@@ -19,42 +19,44 @@ impl Calendar for Argentina {
     }
 
     fn country_code(&self) -> crate::iso::ISO_3166 {
-        crate::iso::ISO_3166 {
-            alpha_2: "AR",
-            alpha_3: "ARG",
-            numeric: "032",
-        }
+        crate::iso::ARGENTINA
+    }
+
+    fn market_identifier_code(&self) -> crate::iso::ISO_10383 {
+        crate::iso::XBUE
     }
 
+    /// Argentina holidays:
+    ///     - New Year's Day
+    ///     - Holy Thursday
+    ///     - Good Friday
+    ///     - Labour Day
+    ///     - May Revolution
+    ///     - Death of General Manuel Belgrano
+    ///     - Independence Day
+    ///     - Death of General José de San Martín
+    ///     - Columbus Day
+    ///     - Immaculate Conception
+    ///     - Christmas Eve
+    ///     - New Year's Eve
     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
+            || (dd == em - 4)
+            || (dd == em - 3)
             || (d == 1 && m == Month::May)
-            // May Revolution
             || (d == 25 && m == Month::May)
-            // Death of General Manuel Belgrano
             || ((15..=21).contains(&d) && w == Weekday::Monday && m == Month::June)
-            // Independence Day
             || (d == 9 && m == Month::July)
-            // Death of General José de San Martín
-            || ((15..=21).contains(&d) && w ==Weekday::Monday && m == Month::August)
-            // Columbus Day
+            || ((15..=21).contains(&d) && w == Weekday::Monday && m == Month::August)
             || ((d == 10 || d == 11 || d == 12 || d == 15 || d == 16)
-                && w == Weekday::Monday && m == Month::October)
-            // Immaculate Conception
+                && w == Weekday::Monday
+                && m == Month::October)
             || (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;

src/time/calendars/australia.rs

@@ -20,11 +20,11 @@ impl Calendar for Australia {
     }
 
     fn country_code(&self) -> crate::iso::ISO_3166 {
-        crate::iso::ISO_3166 {
-            alpha_2: "AU",
-            alpha_3: "AUS",
-            numeric: "036",
-        }
+        crate::iso::AUSTRALIA
+    }
+
+    fn market_identifier_code(&self) -> crate::iso::ISO_10383 {
+        crate::iso::XASX
     }
 
     fn is_business_day(&self, date: OffsetDateTime) -> bool {

src/time/calendars/austria.rs

@@ -19,11 +19,11 @@ impl Calendar for Austria {
     }
 
     fn country_code(&self) -> crate::iso::ISO_3166 {
-        crate::iso::ISO_3166 {
-            alpha_2: "AT",
-            alpha_3: "AUT",
-            numeric: "040",
-        }
+        crate::iso::AUSTRIA
+    }
+
+    fn market_identifier_code(&self) -> crate::iso::ISO_10383 {
+        crate::iso::EXAA
     }
 
     fn is_business_day(&self, date: OffsetDateTime) -> bool {

src/time/calendars/botswana.rs

@@ -19,11 +19,11 @@ impl Calendar for Botswana {
     }
 
     fn country_code(&self) -> crate::iso::ISO_3166 {
-        crate::iso::ISO_3166 {
-            alpha_2: "BW",
-            alpha_3: "BWA",
-            numeric: "072",
-        }
+        crate::iso::BOTSWANA
+    }
+
+    fn market_identifier_code(&self) -> crate::iso::ISO_10383 {
+        crate::iso::XBOT
     }
 
     fn is_business_day(&self, date: OffsetDateTime) -> bool {

src/time/calendars/brazil.rs

@@ -19,11 +19,11 @@ impl Calendar for Brazil {
     }
 
     fn country_code(&self) -> crate::iso::ISO_3166 {
-        crate::iso::ISO_3166 {
-            alpha_2: "BR",
-            alpha_3: "BRA",
-            numeric: "076",
-        }
+        crate::iso::BRAZIL
+    }
+
+    fn market_identifier_code(&self) -> crate::iso::ISO_10383 {
+        crate::iso::BVMF
     }
 
     fn is_business_day(&self, date: OffsetDateTime) -> bool {

src/time/calendars/canada.rs

@@ -19,11 +19,11 @@ impl Calendar for Canada {
     }
 
     fn country_code(&self) -> crate::iso::ISO_3166 {
-        crate::iso::ISO_3166 {
-            alpha_2: "CA",
-            alpha_3: "CAN",
-            numeric: "124",
-        }
+        crate::iso::CANADA
+    }
+
+    fn market_identifier_code(&self) -> crate::iso::ISO_10383 {
+        crate::iso::XCNQ
     }
 
     fn is_business_day(&self, date: OffsetDateTime) -> bool {

src/time/calendars/chile.rs

@@ -19,11 +19,11 @@ impl Calendar for Chile {
     }
 
     fn country_code(&self) -> crate::iso::ISO_3166 {
-        crate::iso::ISO_3166 {
-            alpha_2: "CL",
-            alpha_3: "CHL",
-            numeric: "152",
-        }
+        crate::iso::CHILE
+    }
+
+    fn market_identifier_code(&self) -> crate::iso::ISO_10383 {
+        crate::iso::XSGO
     }
 
     fn is_business_day(&self, date: OffsetDateTime) -> bool {

src/time/calendars/china.rs

@@ -19,11 +19,11 @@ impl Calendar for China {
     }
 
     fn country_code(&self) -> crate::iso::ISO_3166 {
-        crate::iso::ISO_3166 {
-            alpha_2: "CN",
-            alpha_3: "CHN",
-            numeric: "156",
-        }
+        crate::iso::CHINA
+    }
+
+    fn market_identifier_code(&self) -> crate::iso::ISO_10383 {
+        crate::iso::XSHG
     }
 
     #[allow(clippy::manual_range_contains)]

src/time/calendars/czech_republic.rs

@@ -8,21 +8,60 @@
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
 use crate::time::Calendar;
-use time::{Month, OffsetDateTime, Weekday};
+use time::{Month, OffsetDateTime};
 
 /// Czech Republic calendar.
 pub struct CzechRepublic;
 
 impl Calendar for CzechRepublic {
     fn name(&self) -> &'static str {
-        ""
+        "Czech Republic"
     }
 
+    fn country_code(&self) -> crate::iso::ISO_3166 {
+        crate::iso::CZECHIA
+    }
+
+    fn market_identifier_code(&self) -> crate::iso::ISO_10383 {
+        crate::iso::XPRA
+    }
+
+    /// Czech Republic holidays:
+    ///     - New Year's Day
+    ///     - Good Friday
+    ///     - Easter Monday
+    ///     - Labour Day
+    ///     - Liberation Day
+    ///     - SS. Cyril and Methodius
+    ///     - Jan Hus Day
+    ///     - Czech Statehood Day
+    ///     - Independence Day
+    ///     - Struggle for Freedom and Democracy Day
+    ///     - Christmas Eve
+    ///     - Christmas
+    ///     - St. Stephen
+    ///     - Miscellaneous (2004-01-02, 2004-12-31)
     fn is_business_day(&self, date: OffsetDateTime) -> bool {
-        let (w, d, m, y, dd) = self.unpack_date(date);
+        let (_, d, m, y, dd) = self.unpack_date(date);
         let em = Self::easter_monday(y as usize, false);
 
-        if Self::is_weekend(date) {
+        if Self::is_weekend(date)
+            || (d == 1 && m == Month::January)
+            || (dd == em - 3 && y >= 2016)
+            || (dd == em)
+            || (d == 1 && m == Month::May)
+            || (d == 8 && m == Month::May)
+            || (d == 5 && m == Month::July)
+            || (d == 6 && m == Month::July)
+            || (d == 28 && m == Month::September)
+            || (d == 28 && m == Month::October)
+            || (d == 17 && m == Month::November)
+            || (d == 24 && m == Month::December)
+            || (d == 25 && m == Month::December)
+            || (d == 26 && m == Month::December)
+            || (d == 2 && m == Month::January && y == 2004)
+            || (d == 31 && m == Month::December && y == 2004)
+        {
             return false;
         }
 

src/time/calendars/denmark.rs

@@ -8,21 +8,57 @@
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
 use crate::time::Calendar;
-use time::{Month, OffsetDateTime, Weekday};
+use time::{Month, OffsetDateTime};
 
 /// Czech Republic calendar.
-pub struct CzechRepublic;
+pub struct Denmark;
 
-impl Calendar for CzechRepublic {
+impl Calendar for Denmark {
     fn name(&self) -> &'static str {
-        ""
+        "Denmark"
     }
 
+    fn country_code(&self) -> crate::iso::ISO_3166 {
+        crate::iso::DENMARK
+    }
+
+    fn market_identifier_code(&self) -> crate::iso::ISO_10383 {
+        crate::iso::XCSE
+    }
+
+    /// Denmark holidays:
+    ///     - Maunday Thursday
+    ///     - Good Friday
+    ///     - Easter Monday
+    ///     - General Prayer Day
+    ///     - Ascension
+    ///     - Day after Ascension
+    ///     - Whit Monday
+    ///     - New Year's Day
+    ///     - Constitution Day, June 5th
+    ///     - Christmas Eve
+    ///     - Christmas
+    ///     - Boxing Day
+    ///     - New Year's Eve
     fn is_business_day(&self, date: OffsetDateTime) -> bool {
-        let (w, d, m, y, dd) = self.unpack_date(date);
+        let (_, d, m, y, dd) = self.unpack_date(date);
         let em = Self::easter_monday(y as usize, false);
 
-        if Self::is_weekend(date) {
+        if Self::is_weekend(date)
+            || (dd == em - 4)
+            || (dd == em - 3)
+            || (dd == em)
+            || (dd == em + 25)
+            || (dd == em + 38)
+            || (dd == em + 39 && y >= 2009)
+            || (dd == em + 49)
+            || (d == 1 && m == Month::January)
+            || (d == 5 && m == Month::June)
+            || (d == 24 && m == Month::December)
+            || (d == 25 && m == Month::December)
+            || (d == 26 && m == Month::December)
+            || (d == 31 && m == Month::December)
+        {
             return false;
         }