public virtual void test_SAT_SUN_shift()
{
ImmutableHolidayCalendar equivalent = ImmutableHolidayCalendar.of(HolidayCalendarId.of("TEST-SAT-SUN"), ImmutableList.of(), ImmutableList.of(SATURDAY, SUNDAY));
assertSatSun(equivalent);
assertSatSun(HolidayCalendars.SAT_SUN);
}
private static HolidayCalendar parseHolidayCalendar(string calendarName, PropertySet section)
{
string weekendStr = section.value(WEEKEND_KEY);
ISet <DayOfWeek> weekends = parseWeekends(weekendStr);
IList <LocalDate> holidays = new List <LocalDate>();
foreach (string key in section.keys())
{
if (key.Equals(WEEKEND_KEY))
{
continue;
}
string value = section.value(key);
if (key.Length == 4)
{
int year = int.Parse(key);
((IList <LocalDate>)holidays).AddRange(parseYearDates(year, value));
}
else
{
holidays.Add(LocalDate.parse(key));
}
}
// build result
return(ImmutableHolidayCalendar.of(HolidayCalendarId.of(calendarName), holidays, weekends));
}
static GlobalHolidayCalendarLookup()
{
ImmutableMap.Builder <string, HolidayCalendar> builder = ImmutableMap.builder();
ResourceLocator locator = ResourceLocator.ofClasspath("com/opengamma/strata/basics/date/GlobalHolidayCalendars.bin");
try
{
using (Stream fis = locator.ByteSource.openStream())
{
using (DataInputStream @in = new DataInputStream(fis))
{
if (@in.readByte() != 'H' || @in.readByte() != 'C' || @in.readByte() != 'a' || @in.readByte() != 'l')
{
Console.Error.WriteLine("ERROR: Corrupt holiday calendar data file");
}
else
{
short calSize = @in.readShort();
for (int i = 0; i < calSize; i++)
{
HolidayCalendar cal = ImmutableHolidayCalendar.readExternal(@in);
builder.put(cal.Id.Name, cal);
}
}
}
}
}
catch (IOException ex)
{
Console.Error.WriteLine("ERROR: Unable to parse holiday calendar data file: " + ex.Message);
Console.WriteLine(ex.ToString());
Console.Write(ex.StackTrace);
}
MAP = builder.build();
}
// split out for hotspot inlining
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @SuppressWarnings("unchecked") private <T> T tryDefaultValue(com.opengamma.strata.basics.ReferenceDataId<T> id)
private T tryDefaultValue <T>(ReferenceDataId <T> id)
{
if (id is HolidayCalendarId)
{
return((T)ImmutableHolidayCalendar.of((HolidayCalendarId)id, ImmutableList.of(), WEEKEND_DAYS));
}
return(null);
}
public virtual void test_nearest()
{
HolidayCalendar cal = ImmutableHolidayCalendar.of(HolidayCalendarId.of("Test"), ImmutableList.of(MON_2014_07_14), SATURDAY, SUNDAY);
assertEquals(NEAREST.adjust(FRI_2014_07_11, cal), FRI_2014_07_11);
assertEquals(NEAREST.adjust(SAT_2014_07_12, cal), FRI_2014_07_11);
assertEquals(NEAREST.adjust(SUN_2014_07_13, cal), TUE_2014_07_15);
assertEquals(NEAREST.adjust(MON_2014_07_14, cal), TUE_2014_07_15);
}
public virtual void test_ofBusinessDays3_adjust()
{
ImmutableHolidayCalendar cal = ImmutableHolidayCalendar.of(WED_THU, ImmutableList.of(), WEDNESDAY, THURSDAY);
ReferenceData refData = ImmutableReferenceData.of(ImmutableMap.of(WED_THU, cal)).combinedWith(REF_DATA);
DaysAdjustment test = DaysAdjustment.ofBusinessDays(3, SAT_SUN, BDA_FOLLOW_WED_THU);
LocalDate @base = date(2014, 8, 15); // Fri
assertEquals(test.adjust(@base, refData), date(2014, 8, 22)); // Fri (3 days gives Wed, following moves to Fri)
assertEquals(test.resolve(refData).adjust(@base), date(2014, 8, 22)); // Fri (3 days gives Wed, following moves to Fri)
}
/// <summary>
/// Obtains a combined holiday calendar instance.
/// <para>
/// This combines the two input calendars.
/// It is intended for up-front occasional use rather than continuous use, as it can be relatively slow.
///
/// </para>
/// </summary>
/// <param name="cal1"> the first calendar </param>
/// <param name="cal2"> the second calendar </param>
/// <returns> the combined calendar </returns>
public static ImmutableHolidayCalendar combined(ImmutableHolidayCalendar cal1, ImmutableHolidayCalendar cal2)
{
// do not override combinedWith(), as this is too slow
if (cal1 == cal2)
{
return(ArgChecker.notNull(cal1, "cal1"));
}
HolidayCalendarId newId = cal1.id.combinedWith(cal2.id);
// use slow version if lookup arrays do not overlap
int endYear1 = cal1.startYear + cal1.lookup.Length / 12;
int endYear2 = cal2.startYear + cal2.lookup.Length / 12;
if (endYear1 < cal2.startYear || endYear2 < cal1.startYear)
{
ImmutableSortedSet <LocalDate> newHolidays = ImmutableSortedSet.copyOf(Iterables.concat(cal1.Holidays, cal2.Holidays));
ImmutableSet <DayOfWeek> newWeekends = ImmutableSet.copyOf(Iterables.concat(cal1.WeekendDays, cal2.WeekendDays));
return(of(newId, newHolidays, newWeekends));
}
// merge calendars using bitwise operations
// figure out which has the lower start year and use that as the base
bool cal1Lower = cal1.startYear <= cal2.startYear;
int[] lookup1 = cal1Lower ? cal1.lookup : cal2.lookup;
int[] lookup2 = cal1Lower ? cal2.lookup : cal1.lookup;
int newStartYear = cal1Lower ? cal1.startYear : cal2.startYear;
int otherStartYear = cal1Lower ? cal2.startYear : cal1.startYear;
// copy base array and map data from the other on top
int newSize = Math.Max(lookup1.Length, lookup2.Length + (otherStartYear - newStartYear) * 12);
int offset = (otherStartYear - newStartYear) * 12;
int[] newLookup = Arrays.copyOf(lookup1, newSize);
for (int i = 0; i < lookup2.Length; i++)
{
newLookup[i + offset] &= lookup2[i]; // use & because 1 = business day (not holiday)
}
int newWeekends = cal1.weekends | cal2.weekends; // use | because 1 = weekend day
return(new ImmutableHolidayCalendar(newId, newWeekends, newStartYear, newLookup, false));
}
public override object build <T1>(Type beanType, BeanBuilder <T1> builder)
{
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: java.util.concurrent.ConcurrentMap<org.joda.beans.MetaProperty<?>, Object> buffer = ((org.joda.beans.impl.BufferingBeanBuilder<?>) builder).getBuffer();
ConcurrentMap <MetaProperty <object>, object> buffer = ((BufferingBeanBuilder <object>)builder).Buffer;
HolidayCalendarId id = builder.get(ID);
if (buffer.containsKey(HOLIDAYS) && buffer.containsKey(WEEKEND_DAYS))
{
ISet <LocalDate> holidays = builder.get(HOLIDAYS);
ISet <DayOfWeek> weekendDays = builder.get(WEEKEND_DAYS);
return(ImmutableHolidayCalendar.of(id, holidays, weekendDays));
}
else
{
int weekends = builder.get(WEEKENDS);
int startYear = builder.get(START_YEAR);
int[] lookup = builder.get(LOOKUP);
return(new ImmutableHolidayCalendar(id, weekends, startYear, lookup, false));
}
}
