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Fix Hungarian working Saturdays for 2020. #2236

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brianweller89 merged 2 commits into from
Oct 2, 2020
Merged

Fix Hungarian working Saturdays for 2020. #2236

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Fix Hungarian working Saturdays for 2020.
brianweller89 Oct 2, 2020
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brianweller89 Oct 2, 2020
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6 changes: 5 additions & 1 deletion modules/basics/src/main/java/com/opengamma/strata/basics/date/GlobalHolidayCalendars.java
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Original file line number Diff line number Diff line change
Expand Up @@ -1028,6 +1028,7 @@ static ImmutableHolidayCalendar generateJohannesburg() {
// http://www.ucmsgroup.hu/newsletter/public-holiday-and-related-work-schedule-changes-in-2015/
// http://www.ucmsgroup.hu/newsletter/public-holiday-and-related-work-schedule-changes-in-2014/
// https://www.bse.hu/Products-and-Services/Trading-information/tranding-calendar-2019
// https://www.bse.hu/Products-and-Services/Trading-information/trading-calendar-2020
static ImmutableHolidayCalendar generateBudapest() {
List<LocalDate> holidays = new ArrayList<>(2000);
Set<LocalDate> workDays = new HashSet<>(500);
Expand All @@ -1047,7 +1048,10 @@ static ImmutableHolidayCalendar generateBudapest() {
// pentecost monday
holidays.add(easter(year).plusDays(50));
// state foundation day
addDateWithHungarianBridging(date(year, 8, 20), 0, -2, holidays, workDays);
// in 2015 the working saturday was 2 weeks before, in 2020 it was 1 week after
// unclear what the logic behind this is,
int foundationDayThuRelativeWeeks = year == 2020 ? 1 : -2;
addDateWithHungarianBridging(date(year, 8, 20), 0 , foundationDayThuRelativeWeeks, holidays, workDays);
// national day
addDateWithHungarianBridging(date(year, 10, 23), 0, -1, holidays, workDays);
// all saints day
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3 changes: 3 additions & 0 deletions ...les/basics/src/test/java/com/opengamma/strata/basics/date/GlobalHolidayCalendarsTest.java
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Expand Up @@ -899,6 +899,9 @@ public static Object[][] data_hubu() {
{2016, mds(2016, md(1, 1), md(3, 14), md(3, 15), md(3, 28), md(5, 1), md(5, 16),
md(10, 31), md(11, 1), md(12, 24), md(12, 25), md(12, 26)),
ImmutableList.of(date(2016, 3, 5), date(2016, 10, 15))},
{2020, mds(2020, md(1, 1), md(3, 15), md(4, 10), md(4, 13), md(5, 1), md(6, 1),
md(8, 20), md(8, 21), md(10, 23), md(12, 24), md(12, 25), md(12, 26)),
ImmutableList.of(date(2020, 8, 29), date(2020, 12, 12))},
};
}

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