fixes USGovernmentBond calendar

JuliaFinance · Mar 8, 2023 · 69da78a · 69da78a
1 parent 63c6c9d
commit 69da78a
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Showing 2 changed files with 56 additions and 2 deletions.
diff --git a/src/calendars/us.jl b/src/calendars/us.jl
@@ -202,7 +202,7 @@ function isholiday(::USGovernmentBond , dt::Dates.Date)
             adjustweekendholidayUS(findweekday(Dates.Monday, yy, 2, 3, true)) == dt
             ||
             # Good Friday
-            dt_rata == ( e_rata - 2 )
+            yy != 2023 && dt_rata == ( e_rata - 2 )
             ||
             # Memorial Day
             adjustweekendholidayUS(findweekday(Dates.Monday, yy, 5, 1, false)) == dt
@@ -220,7 +220,7 @@ function isholiday(::USGovernmentBond , dt::Dates.Date)
             adjustweekendholidayUS(findweekday(Dates.Monday, yy, 10, 2, true)) == dt
             ||
             # Veterans Day
-            adjustweekendholidayUS(Dates.Date(yy, 11, 11)) == dt
+            yy != 2023 && adjustweekendholidayUS(Dates.Date(yy, 11, 11)) == dt
             ||
             # Thanksgiving Day
             adjustweekendholidayUS(findweekday(Dates.Thursday, yy, 11, 4, true)) == dt

diff --git a/test/calendar_tests.jl b/test/calendar_tests.jl
@@ -441,6 +441,60 @@ test_bdays(:WeekendsOnly, (2019, 8, 23), (2019, 8, 24), 1)
 @test isbday(hc_usgovbond, Dates.Date(2013, 03, 29)) == false # good friday
 @test isbday(hc_usgovbond, Dates.Date(2013, 03, 30)) == false # saturday
 
+# 2022
+
+@test BusinessDays.listholidays(BusinessDays.USGovernmentBond(), Dates.Date(2022, 1, 1), Dates.Date(2023, 1, 1)) == Dates.Date.([
+    "2022-01-17", # Martin Luther King Day
+    "2022-02-21", # Presidents Day
+    "2022-04-15", # Good Friday
+    "2022-05-30", # Memorial Day
+    "2022-06-20", # Juneteenth
+    "2022-07-04", # U.S. Independence Day
+    "2022-09-05", # Labor Day
+    "2022-10-10", # Columbus Day
+    "2022-11-11", # Veterans Day
+    "2022-11-24", # Thanksgiving Day
+    "2022-12-26", # Christmas Day
+])
+
+# 2023
+
+@test BusinessDays.listholidays(BusinessDays.USGovernmentBond(), Dates.Date(2023, 1, 1), Dates.Date(2023, 12, 31)) == Dates.Date.([
+    "2023-01-02", # New Year's Day 2022/2023
+    "2023-01-16", # Martin Luther King Day
+    "2023-02-20", # Presidents Day
+    "2023-05-29", # Memorial Day
+    "2023-06-19", # Juneteenth
+    "2023-07-04", # U.S. Independence Day
+    "2023-09-04", # Labor Day
+    "2023-10-09", # Columbus Day
+    "2023-11-23", # Thanksgiving Day
+    "2023-12-25", # Christmas Day
+])
+
+@test isbday(hc_usgovbond, Dates.Date(2023, 4, 7)) # Early Close is recommended rather than a close to accommodate the release of US employment data
+
+# 2024
+
+@test BusinessDays.listholidays(BusinessDays.USGovernmentBond(), Dates.Date(2024, 1, 1), Dates.Date(2024, 12, 31)) == Dates.Date.([
+    "2024-01-01", # New Year’s
+    "2024-01-15", # Martin Luther King Day
+    "2024-02-19", # Presidents Day
+    "2024-03-29", # Good Friday
+    "2024-05-27", # Memorial Day
+    "2024-06-19", # Juneteenth
+    "2024-07-04", # U.S. Independence Day
+    "2024-09-02", # Labor Day
+    "2024-10-14", # Columbus Day
+    "2024-11-11", # Veterans Day
+    "2024-11-28", # Thanksgiving Day
+    "2024-12-25", # Christmas Day
+])
+
+# 2025
+
+@test !isbday(hc_usgovbond, Dates.Date(2025, 01, 1)) # New Year's Day
+
 # Symbol
 @test isbday(:USGovernmentBond, Dates.Date(2015, 12, 24)) == true
 @test isbday(:USGovernmentBond, Dates.Date(2015, 12, 25)) == false # Christmas - Friday