issue #8 First cut at the getNumberOfBusinessDaysBetween

issue #8 First cut at the getNumberOfBusinessDaysBetween method.
Appendium · May 27, 2019 · 1c0281f · 1c0281f
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diff --git a/datecalc-common/src/main/java/net/objectlab/kit/datecalc/common/DateCalculator.java b/datecalc-common/src/main/java/net/objectlab/kit/datecalc/common/DateCalculator.java
@@ -260,6 +260,18 @@ public interface DateCalculator<E> extends BaseCalculator<E> {
      * @param increment
      */
     DateCalculator<E> setCurrentIncrement(int increment);
+
+    /**
+     * Number of non weekend, non holidays days between d1 and d2, using the Holiday Handler type to match
+     * what the method moveByBusinessDays requires.
+     * Note that moveByBusinessDays could give the same answer with some holiday handlers like modified forward or modified preceding;
+     * this getNumberOfBusinessDaysBetween should give the first (smallest) answer.
+     * @param d1 start date
+     * @param d2 end date
+     * @return d2 - d1 -numberOfWeekendDays - numberOfHolidays (matching what moveByBusinessDays requires)
+     * @since 1.4.3
+     */
+    int getNumberOfBusinessDaysBetween(E d1, E d2);
 }
 
 /*

diff --git a/...n/src/test/java/net/objectlab/kit/datecalc/common/AbstractBackwardDateCalculatorTest.java b/...n/src/test/java/net/objectlab/kit/datecalc/common/AbstractBackwardDateCalculatorTest.java
@@ -383,6 +383,11 @@ public void testMoveByTenorOvernightTwoDaysToSpot() {
             checkMoveByTenor("2006-08-28", StandardTenor.OVERNIGHT, 2, "2006-08-25", HolidayHandlerType.BACKWARD);
         }
      */
+
+    public void testBusinessDaysCalc() {
+        super.testBusinessDaysCalcBack(HolidayHandlerType.BACKWARD);
+    }
+
 }
 
 /*

diff --git a/datecalc-common/src/test/java/net/objectlab/kit/datecalc/common/AbstractDateTestCase.java b/datecalc-common/src/test/java/net/objectlab/kit/datecalc/common/AbstractDateTestCase.java
@@ -157,6 +157,97 @@ protected void checkMoveByTenor(final String startDate, final Tenor tenor, final
         cal.setStartDate(newDate(startDate));
         checkDate("Move start:" + startDate + " tenor:" + tenor, cal.moveByTenor(tenor), expectedDate);
     }
+
+    /** 
+     * Checks that the calendar moveByBusinessDays works but also that the 
+     * getNumberOfBusinessDays matches the calculation.
+     * @param holidayHandlerType holiday handler e.g. Forward.
+     */
+    protected void testBusinessDaysCalcBack(String holidayHandlerType) {
+        // with weekend
+        checkMoveAndNumberOfBusinessDays("2006-01-02", 0, "2006-01-02", holidayHandlerType);
+        checkMoveAndNumberOfBusinessDays("2006-01-02", -1, "2005-12-30", holidayHandlerType);
+        checkMoveAndNumberOfBusinessDays("2006-01-02", -4, "2005-12-27", holidayHandlerType);
+        checkMoveAndNumberOfBusinessDays("2006-01-02", -5, "2005-12-26", holidayHandlerType);
+        // with holidays
+        checkMoveAndNumberOfBusinessDays("2006-08-24", -1, "2006-08-23", holidayHandlerType);
+        checkMoveAndNumberOfBusinessDays("2006-08-24", -2, "2006-08-22", holidayHandlerType);
+        checkMoveAndNumberOfBusinessDays("2006-08-24", -5, "2006-08-17", holidayHandlerType);
+        checkMoveAndNumberOfBusinessDays("2006-08-28", 0, -1, "2006-08-25", holidayHandlerType); // holiday
+        checkMoveAndNumberOfBusinessDays("2006-08-28", -1, -2, "2006-08-24", holidayHandlerType);
+    }
+
+    /** 
+     * Checks that the calendar moveByBusinessDays works but also that the 
+     * getNumberOfBusinessDays matches the calculation.
+     * @param holidayHandlerType holiday handler e.g. Forward.
+     */
+    protected void testBusinessDaysCalcBackModif(String holidayHandlerType) {
+        // with weekend
+        checkMoveAndNumberOfBusinessDays("2006-01-02", 0, "2006-01-02", holidayHandlerType);
+        checkMoveAndNumberOfBusinessDays("2006-01-02", -1, 0, "2006-01-02", holidayHandlerType);
+        checkMoveAndNumberOfBusinessDays("2006-01-02", -4, 0, "2006-01-02", holidayHandlerType);
+        checkMoveAndNumberOfBusinessDays("2006-01-02", -5, 0, "2006-01-02", holidayHandlerType);
+        // with holidays
+        checkMoveAndNumberOfBusinessDays("2006-08-24", -1, "2006-08-23", holidayHandlerType);
+        checkMoveAndNumberOfBusinessDays("2006-08-24", -2, "2006-08-22", holidayHandlerType);
+        checkMoveAndNumberOfBusinessDays("2006-08-24", -5, "2006-08-17", holidayHandlerType);
+        checkMoveAndNumberOfBusinessDays("2006-08-28", 0, -1, "2006-08-25", holidayHandlerType); // holiday
+        checkMoveAndNumberOfBusinessDays("2006-08-28", -1, -2, "2006-08-24", holidayHandlerType);
+    }
+
+    /** 
+     * Checks that the calendar moveByBusinessDays works but also that the 
+     * getNumberOfBusinessDays matches the calculation.
+     * @param holidayHandlerType holiday handler e.g. Forward.
+     */
+    protected void testBusinessDaysCalc(String holidayHandlerType) {
+        // with weekend
+        checkMoveAndNumberOfBusinessDays("2006-01-02", 0, "2006-01-02", holidayHandlerType);
+        checkMoveAndNumberOfBusinessDays("2006-01-02", 1, "2006-01-03", holidayHandlerType);
+        checkMoveAndNumberOfBusinessDays("2006-01-02", 4, "2006-01-06", holidayHandlerType);
+        checkMoveAndNumberOfBusinessDays("2006-01-02", 5, "2006-01-09", holidayHandlerType);
+        // with holidays
+        checkMoveAndNumberOfBusinessDays("2006-08-24", 1, "2006-08-25", holidayHandlerType);
+        checkMoveAndNumberOfBusinessDays("2006-08-24", 2, "2006-08-29", holidayHandlerType);
+        checkMoveAndNumberOfBusinessDays("2006-08-24", 5, "2006-09-01", holidayHandlerType);
+        checkMoveAndNumberOfBusinessDays("2006-08-28", 0, "2006-08-29", holidayHandlerType); // holiday
+        checkMoveAndNumberOfBusinessDays("2006-08-28", 1, "2006-08-30", holidayHandlerType);
+    }
+
+    private void checkMoveAndNumberOfBusinessDays(String start, int days, String expectedDate, final String holidayHandlerType) {
+        final DateCalculator<E> cal = newDateCalculator("bla", holidayHandlerType);
+        final HolidayCalendar<E> holidays = newHolidaysCalendar();
+        Assert.assertEquals("Name", "bla", cal.getName());
+        cal.setHolidayCalendar(holidays);
+        Assert.assertEquals("Holidays", holidays.getHolidays(), cal.getHolidayCalendar().getHolidays());
+        Assert.assertEquals("Holidays size", 3, cal.getHolidayCalendar().getHolidays().size());
+
+        E startDate = newDate(start);
+        cal.setCurrentBusinessDate(startDate);
+        // E calc = cal.moveByBusinessDays(days).getCurrentBusinessDate();
+        checkDate("Move " + days + " BD", cal.moveByBusinessDays(days), expectedDate);
+
+        Assert.assertEquals(days, cal.getNumberOfBusinessDaysBetween(startDate, newDate(expectedDate)));
+        Assert.assertEquals(-days, cal.getNumberOfBusinessDaysBetween(newDate(expectedDate), startDate));
+    }
+
+    private void checkMoveAndNumberOfBusinessDays(String start, int days, int expectedDays, String expectedDate, final String holidayHandlerType) {
+        final DateCalculator<E> cal = newDateCalculator("bla", holidayHandlerType);
+        final HolidayCalendar<E> holidays = newHolidaysCalendar();
+        Assert.assertEquals("Name", "bla", cal.getName());
+        cal.setHolidayCalendar(holidays);
+        Assert.assertEquals("Holidays", holidays.getHolidays(), cal.getHolidayCalendar().getHolidays());
+        Assert.assertEquals("Holidays size", 3, cal.getHolidayCalendar().getHolidays().size());
+
+        E startDate = newDate(start);
+        cal.setCurrentBusinessDate(startDate);
+        // E calc = cal.moveByBusinessDays(days).getCurrentBusinessDate();
+        checkDate("Move " + days + " BD", cal.moveByBusinessDays(days), expectedDate);
+
+        Assert.assertEquals(expectedDays, cal.getNumberOfBusinessDaysBetween(startDate, newDate(expectedDate)));
+        Assert.assertEquals(-expectedDays, cal.getNumberOfBusinessDaysBetween(newDate(expectedDate), startDate));
+    }
 }
 
 /*

diff --git a/...on/src/test/java/net/objectlab/kit/datecalc/common/AbstractForwardDateCalculatorTest.java b/...on/src/test/java/net/objectlab/kit/datecalc/common/AbstractForwardDateCalculatorTest.java
@@ -225,11 +225,15 @@ public void testMoveByBusinessDays() {
         Assert.assertEquals("Holidays", holidays.getHolidays(), cal.getHolidayCalendar().getHolidays());
         Assert.assertEquals("Holidays size", 3, cal.getHolidayCalendar().getHolidays().size());
 
+        cal.setStartDate(newDate("2006-08-24"));
+        checkDate("Move 0 BD", cal.moveByBusinessDays(0), "2006-08-24");
+
         cal.setStartDate(newDate("2006-08-24"));
         checkDate("Move 1 BD", cal.moveByBusinessDays(1), "2006-08-25");
 
         cal.setStartDate(newDate("2006-08-24"));
         checkDate("Add 1 week", cal.moveByDays(7), "2006-08-31");
+
         cal.setStartDate(newDate("2006-08-24"));
         checkDate("Move by 1W with 1 bank holiday", cal.moveByBusinessDays(7), "2006-09-05");
 
@@ -487,6 +491,10 @@ public void testCalculateTenorsTwoDaysToSpot() {
             assertEquals("Move start:" + startDate + " tenor:" + tenor, expected.next(), it.next());
         }
     }
+
+    public void testBusinessDaysCalc() {
+        super.testBusinessDaysCalc(HolidayHandlerType.FORWARD);
+    }
 }
 
 /*

diff --git a/...t/java/net/objectlab/kit/datecalc/common/AbstractForwardUnlessNegativeCalculatorTest.java b/...t/java/net/objectlab/kit/datecalc/common/AbstractForwardUnlessNegativeCalculatorTest.java
@@ -471,6 +471,10 @@ public void testCalculateTenorsTwoDaysToSpot() {
             assertEquals("Move start:" + startDate + " tenor:" + tenor, expected.next(), it.next());
         }
     }
+
+    public void testBusinessDaysCalc() {
+        super.testBusinessDaysCalc(HolidayHandlerType.FORWARD_UNLESS_MOVING_BACK);
+    }
 }
 
 /*

diff --git a/...t/java/net/objectlab/kit/datecalc/common/AbstractModifiedFollowingDateCalculatorTest.java b/...t/java/net/objectlab/kit/datecalc/common/AbstractModifiedFollowingDateCalculatorTest.java
@@ -476,6 +476,11 @@ public void testCalculateTenorsTwoDaysToSpot() {
             assertEquals("Move start:" + startDate + " tenor:" + tenor, expected.next(), it.next());
         }
     }
+
+    public void testBusinessDaysCalc() {
+        super.testBusinessDaysCalc(HolidayHandlerType.MODIFIED_FOLLOWING);
+    }
+
 }
 
 /*

diff --git a/.../java/net/objectlab/kit/datecalc/common/AbstractModifiedPreceedingDateCalculatorTest.java b/.../java/net/objectlab/kit/datecalc/common/AbstractModifiedPreceedingDateCalculatorTest.java
@@ -406,6 +406,10 @@ public void testMoveByTenorOvernightTwoDaysToSpot() {
             checkMoveByTenor("2006-08-28", StandardTenor.OVERNIGHT, 2, "2006-08-25", HolidayHandlerType.MODIFIED_PRECEDING);
         }
      */
+
+    public void testBusinessDaysCalc() {
+        super.testBusinessDaysCalcBackModif(HolidayHandlerType.MODIFIED_PRECEDING);
+    }
 }
 
 /*

diff --git a/datecalc-jdk/src/main/java/net/objectlab/kit/datecalc/jdk/CalendarDateCalculator.java b/datecalc-jdk/src/main/java/net/objectlab/kit/datecalc/jdk/CalendarDateCalculator.java
@@ -69,6 +69,7 @@ public CalendarDateCalculator(final String name, final Calendar startDate, final
         }
     }
 
+    @Override
     public DateCalculator<Calendar> setWorkingWeek(final WorkingWeek week) {
         workingWeek = week;
         return this;
@@ -77,6 +78,7 @@ public DateCalculator<Calendar> setWorkingWeek(final WorkingWeek week) {
     /**
      * is the date a non-working day according to the WorkingWeek?
      */
+    @Override
     public boolean isWeekend(final Calendar date) {
         assert workingWeek != null;
         return !workingWeek.isWorkingDay(date);
@@ -90,6 +92,7 @@ public boolean isWeekend(final Calendar date) {
     //
     // -----------------------------------------------------------------------
 
+    @Override
     public CalendarDateCalculator moveByDays(final int days) {
         setCurrentIncrement(days);
         getCurrentBusinessDate().add(Calendar.DAY_OF_MONTH, days);
@@ -158,6 +161,30 @@ protected Calendar clone(final Calendar date) {
         cal.setTime(date.getTime());
         return cal;
     }
+
+    @Override
+    public int getNumberOfBusinessDaysBetween(final Calendar d1, final Calendar d2) {
+        if (d1 == null || d2 == null) {
+            return 0;
+        }
+        final boolean d1B4d2 = !d1.after(d2);
+        Calendar start = d1B4d2 ? d1 : d2;
+        final Calendar end = d1B4d2 ? d2 : d1;
+        if (getHolidayHandler() != null) {
+            start = getHolidayHandler().adjustDate(start, 1, this);
+        }
+
+        int count = 0;
+
+        while (start.before(end)) {
+            if (!isNonWorkingDay(start)) {
+                count++;
+            }
+            start.add(Calendar.DATE, 1);
+        }
+        return d1B4d2 ? count : -count;
+    }
+
 }
 
 /*

diff --git a/datecalc-jdk/src/main/java/net/objectlab/kit/datecalc/jdk/DateDateCalculator.java b/datecalc-jdk/src/main/java/net/objectlab/kit/datecalc/jdk/DateDateCalculator.java
@@ -86,6 +86,7 @@ public DateDateCalculator(final String name, final Date startDate, final Holiday
     // -----------------------------------------------------------------------
 
     // TODO throw an exception if the type is incorrect
+    @Override
     public DateCalculator<Date> setWorkingWeek(final WorkingWeek week) {
         delegate.setWorkingWeek(week);
         return this;
@@ -94,13 +95,15 @@ public DateCalculator<Date> setWorkingWeek(final WorkingWeek week) {
     /**
      * is the date a non-working day according to the WorkingWeek?
      */
+    @Override
     public boolean isWeekend(final Date date) {
         if (date != null && delegate != null) {
             return delegate.isWeekend(Utils.getCal(date));
         }
         return false;
     }
 
+    @Override
     public DateCalculator<Date> moveByDays(final int days) {
         setCurrentIncrement(days);
         delegate.setCurrentIncrement(days);
@@ -167,6 +170,29 @@ protected void checkBoundary(final Date date) {
     protected Date clone(final Date date) {
         return new Date(date.getTime());
     }
+
+    @Override
+    public int getNumberOfBusinessDaysBetween(final Date d1, final Date d2) {
+        if (d1 == null || d2 == null) {
+            return 0;
+        }
+        final boolean d1B4d2 = !d1.after(d2);
+        Calendar start = Utils.getCal(d1B4d2 ? d1 : d2);
+        final Calendar end = Utils.getCal(d1B4d2 ? d2 : d1);
+        if (getHolidayHandler() != null) {
+            start = Utils.getCal(getHolidayHandler().adjustDate(start.getTime(), 1, this));
+        }
+
+        int count = 0;
+
+        while (start.before(end)) {
+            if (!isNonWorkingDay(start.getTime())) {
+                count++;
+            }
+            start.add(Calendar.DATE, 1);
+        }
+        return d1B4d2 ? count : -count;
+    }
 }
 
 /*

diff --git a/datecalc-jdk8/src/main/java/net/objectlab/kit/datecalc/jdk8/LocalDateCalculator.java b/datecalc-jdk8/src/main/java/net/objectlab/kit/datecalc/jdk8/LocalDateCalculator.java
@@ -163,6 +163,29 @@ protected void checkBoundary(final LocalDate date) {
     protected LocalDate clone(final LocalDate date) {
         return date;
     }
+
+    @Override
+    public int getNumberOfBusinessDaysBetween(final LocalDate d1, final LocalDate d2) {
+        if (d1 == null || d2 == null) {
+            return 0;
+        }
+        final boolean d1B4d2 = !d1.isAfter(d2);
+        LocalDate start = d1B4d2 ? d1 : d2;
+        LocalDate end = d1B4d2 ? d2 : d1;
+        if (getHolidayHandler() != null) {
+            start = getHolidayHandler().adjustDate(start, 1, this);
+        }
+
+        int count = 0;
+        // start = start.plusDays(1);
+        while (start.isBefore(end)) {
+            if (!isNonWorkingDay(start)) {
+                count++;
+            }
+            start = start.plusDays(1);
+        }
+        return d1B4d2 ? count : -count;
+    }
 }
 
 /*