Skip to content

felipenoris/bdays

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

62 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

bdays

License CI docs version

Provides functions to perform business days calculation between dates, given a Holiday Calendar.

A Business Day is defined as a weekday that is not a holiday.

To check if a date is a holiday, you must provide an implementation of the HolidayCalendar trait.

This crate is a port of BusinessDays.jl to the Rust programming language.

Provided Holiday Calendars

This crate provides a set of built-in holiday calendars in the bdays::calendars submodule.

  • bdays::calendars::WeekendsOnly : accounts only weekends

  • bdays::calendars::brazil::BRSettlement : Brazilian banking holidays

  • bdays::calendars::brazil::BrazilExchange : B3 Exchange holidays (http://www.b3.com.br)

  • bdays::calendars::us::USSettlement : United States federal holidays

Usage

Add these dependencies to your Cargo.toml file.

[dependencies]
bdays = "0.1"
chrono = "0.4"

The following example shows the basic functions from this package.

use chrono::NaiveDate;
use bdays::HolidayCalendar;

fn main() {
    // creates a holiday calendar instance
    let cal = bdays::calendars::WeekendsOnly;

    let d0 = NaiveDate::from_ymd(2018, 11, 22);
    let d1 = NaiveDate::from_ymd(2018, 11, 24);
    let d2 = NaiveDate::from_ymd(2018, 11, 26);

    // checks if a date is a holiday
    assert_eq!( cal.is_holiday(d0), false );

    // checks if a date is a business day
    assert_eq!( cal.is_bday(d0), true  );
    assert_eq!( cal.is_bday(d1), false );

    // adjusts to the last/next business day
    assert_eq!( cal.to_bday(d1, false), NaiveDate::from_ymd(2018, 11, 23) );
    assert_eq!( cal.to_bday(d1, true) , d2 );

    // advances a number of business days
    assert_eq!( cal.advance_bdays(d0,  2), d2 );
    assert_eq!( cal.advance_bdays(d2, -2), d0 );

    // returns the number of business days between dates
    assert_eq!( cal.bdays(d0, d2),  2);
    assert_eq!( cal.bdays(d2, d0), -2);
}

HolidayCalendarCache

As a motivation, this example might take some time to finish.

use chrono::NaiveDate;
use bdays::HolidayCalendar;

let cal = bdays::calendars::brazil::BRSettlement;
let d0 = NaiveDate::from_ymd(2001, 2, 1);
let d1 = NaiveDate::from_ymd(2100, 2, 1);

for _i in 0..30 {
    cal.bdays(d0, d1);
}

You can use HolidayCalendarCache to perform fast business days calculation for a given range of dates.

use chrono::NaiveDate;
use bdays::HolidayCalendar;

let cal = bdays::HolidayCalendarCache::new(
    bdays::calendars::brazil::BRSettlement,
    NaiveDate::from_ymd(1980, 1, 1),
    NaiveDate::from_ymd(2100, 12, 31)
);

let d0 = NaiveDate::from_ymd(2001, 2, 1);
let d1 = NaiveDate::from_ymd(2100, 2, 1);

for _i in 0..30 {
    cal.bdays(d0, d1);
}