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WorkingDays.js
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WorkingDays.js
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/**
This static class holds date calculation functions needed to figure out working days and holidays for various
exchanges.
See source code for holidays array.
*/
/*
function WorkingDays() {
}
*/
WorkingDays = {};
WorkingDays.nyseHolidays = {
2010: {
1: [1, 18],
2: [15],
4: [2],
5: [31],
7: [5],
9: [6],
11: [25],
12: [24]
},
2011: {
1: [17],
2: [21],
4: [22],
5: [30],
7: [4],
9: [5],
11: [24],
12: [26]
},
2012: {
1: [2, 16],
2: [20],
4: [6],
5: [28],
7: [4],
9: [3],
11: [22],
12: [25]
},
2013: {
1: [1, 21],
2: [18],
3: [29],
5: [27],
7: [4],
9: [2],
11: [28],
12: [25]
}
}
WorkingDays.nyseShortDays = {
2011: {
11: [25]
}
};
/**
Check if given date is a short trading session at NYSE (MOC @ 13:00)
@param {Date} day date to check.
@return {Boolean}
*/
WorkingDays.isNyseShortDay = function(day) {
var entry = WorkingDays.nyseShortDays[day.getFullYear()];
if (entry) {
entry = entry[day.getMonth()+1];
if (entry) {
return entry.indexOf(day.getDate()) >= 0;
}
}
return false;
}
/**
Check if given date is a holiday at NYSE.
@param {Date} day date to check.
@return {Boolean}
*/
WorkingDays.isNyseHoliday = function(day) {
var entry = WorkingDays.nyseHolidays[day.getFullYear()];
if (entry) {
entry = entry[day.getMonth()+1];
if (entry) {
return entry.indexOf(day.getDate()) >= 0;
}
}
return false;
}
/**
Check if a given date is a Sunday or Saturday.
@param {Date} day date to check.
@return {Boolean}
*/
WorkingDays.isWeekend = function(day) {
var _d = day.getDay();
return (_d == 6 || _d==0);
}
/*
Check if the given date is a trading day at NYSE.
@param {Date} day date to check.
@return {Boolean}
*/
WorkingDays.isNyseWorkingDay = function(day) {
return (!WorkingDays.isNyseHoliday(day) && !WorkingDays.isWeekend(day));
}
/**
Return previous trading day at NYSE for the given date.
@param {Date} day date for which to find the previous trading day.
@return {Date} previous trading day.
*/
WorkingDays.prevNyseDay = function(day) {
var nextDate = day.clone();
nextDate.addDays(-1);
while (!WorkingDays.isNyseWorkingDay(nextDate)) {
nextDate.addDays(-1);
}
return nextDate;
}
/**
Return next trading day at NYSE for the given date.
@param {Date} day date for which to find the next trading day.
@return {Date} next trading day.
*/
WorkingDays.nextNyseDay = function(day) {
var nextDate = day.clone();
nextDate.addDays(1);
while (!WorkingDays.isNyseWorkingDay(nextDate)) {
nextDate.addDays(1);
}
return nextDate;
}
module.exports = WorkingDays;