public void testUSNewYorkStockExchange()
{
List<Date> expectedHol = new List<Date>();
expectedHol.Add(new Date(1, Month.January, 2004));
expectedHol.Add(new Date(19, Month.January, 2004));
expectedHol.Add(new Date(16, Month.February, 2004));
expectedHol.Add(new Date(9, Month.April, 2004));
expectedHol.Add(new Date(31, Month.May, 2004));
expectedHol.Add(new Date(11, Month.June, 2004));
expectedHol.Add(new Date(5, Month.July, 2004));
expectedHol.Add(new Date(6, Month.September, 2004));
expectedHol.Add(new Date(25, Month.November, 2004));
expectedHol.Add(new Date(24, Month.December, 2004));
expectedHol.Add(new Date(17, Month.January, 2005));
expectedHol.Add(new Date(21, Month.February, 2005));
expectedHol.Add(new Date(25, Month.March, 2005));
expectedHol.Add(new Date(30, Month.May, 2005));
expectedHol.Add(new Date(4, Month.July, 2005));
expectedHol.Add(new Date(5, Month.September, 2005));
expectedHol.Add(new Date(24, Month.November, 2005));
expectedHol.Add(new Date(26, Month.December, 2005));
expectedHol.Add(new Date(2, Month.January, 2006));
expectedHol.Add(new Date(16, Month.January, 2006));
expectedHol.Add(new Date(20, Month.February, 2006));
expectedHol.Add(new Date(14, Month.April, 2006));
expectedHol.Add(new Date(29, Month.May, 2006));
expectedHol.Add(new Date(4, Month.July, 2006));
expectedHol.Add(new Date(4, Month.September, 2006));
expectedHol.Add(new Date(23, Month.November, 2006));
expectedHol.Add(new Date(25, Month.December, 2006));
Calendar c = new UnitedStates(UnitedStates.Market.NYSE);
List<Date> hol = Calendar.holidayList(c, new Date(1, Month.January, 2004), new Date(31, Month.December, 2006));
int i;
for (i = 0; i < Math.Min(hol.Count, expectedHol.Count); i++) {
if (hol[i] != expectedHol[i])
Assert.Fail("expected holiday was " + expectedHol[i] + " while calculated holiday is " + hol[i]);
}
if (hol.Count != expectedHol.Count)
Assert.Fail("there were " + expectedHol.Count +
" expected holidays, while there are " + hol.Count +
" calculated holidays");
List<Date> histClose = new List<Date>();
histClose.Add(new Date(11, Month.June, 2004)); // Reagan's funeral
histClose.Add(new Date(14, Month.September, 2001));// September 11, 2001
histClose.Add(new Date(13, Month.September, 2001));// September 11, 2001
histClose.Add(new Date(12, Month.September, 2001));// September 11, 2001
histClose.Add(new Date(11, Month.September, 2001));// September 11, 2001
histClose.Add(new Date(14, Month.July, 1977)); // 1977 Blackout
histClose.Add(new Date(25, Month.January, 1973)); // Johnson's funeral.
histClose.Add(new Date(28, Month.December, 1972)); // Truman's funeral
histClose.Add(new Date(21, Month.July, 1969)); // Lunar exploration nat. day
histClose.Add(new Date(31, Month.March, 1969)); // Eisenhower's funeral
histClose.Add(new Date(10, Month.February, 1969)); // heavy snow
histClose.Add(new Date(5, Month.July, 1968)); // Day after Independence Day
// June 12-Dec. 31, 1968
// Four day week (closed on Wednesdays) - Paperwork Crisis
histClose.Add(new Date(12, Month.Jun, 1968));
histClose.Add(new Date(19, Month.Jun, 1968));
histClose.Add(new Date(26, Month.Jun, 1968));
histClose.Add(new Date(3, Month.Jul, 1968));
histClose.Add(new Date(10, Month.Jul, 1968));
histClose.Add(new Date(17, Month.Jul, 1968));
histClose.Add(new Date(20, Month.Nov, 1968));
histClose.Add(new Date(27, Month.Nov, 1968));
histClose.Add(new Date(4, Month.Dec, 1968));
histClose.Add(new Date(11, Month.Dec, 1968));
histClose.Add(new Date(18, Month.Dec, 1968));
// Presidential election days
histClose.Add(new Date(4, Month.Nov, 1980));
histClose.Add(new Date(2, Month.Nov, 1976));
histClose.Add(new Date(7, Month.Nov, 1972));
histClose.Add(new Date(5, Month.Nov, 1968));
histClose.Add(new Date(3, Month.Nov, 1964));
for (i = 0; i < histClose.Count; i++) {
if (!c.isHoliday(histClose[i]))
Assert.Fail(histClose[i] + " should be holiday (historical close)");
}
}
public void testModifiedCalendars()
{
Calendar c1 = new TARGET();
Calendar c2 = new UnitedStates(UnitedStates.Market.NYSE);
Date d1 = new Date(1, Month.May, 2004); // holiday for both calendars
Date d2 = new Date(26, Month.April, 2004); // business day
Assert.IsTrue(c1.isHoliday(d1), "wrong assumption---correct the test");
Assert.IsTrue(c1.isBusinessDay(d2), "wrong assumption---correct the test");
Assert.IsTrue(c2.isHoliday(d1), "wrong assumption---correct the test");
Assert.IsTrue(c2.isBusinessDay(d2), "wrong assumption---correct the test");
// modify the TARGET calendar
c1.removeHoliday(d1);
c1.addHoliday(d2);
// test
Assert.IsFalse(c1.isHoliday(d1), d1 + " still a holiday for original TARGET instance");
Assert.IsFalse(c1.isBusinessDay(d2), d2 + " still a business day for original TARGET instance");
// any instance of TARGET should be modified...
Calendar c3 = new TARGET();
Assert.IsFalse(c3.isHoliday(d1), d1 + " still a holiday for generic TARGET instance");
Assert.IsFalse(c3.isBusinessDay(d2), d2 + " still a business day for generic TARGET instance");
// ...but not other calendars
Assert.IsFalse(c2.isBusinessDay(d1), d1 + " business day for New York");
Assert.IsFalse(c2.isHoliday(d2), d2 + " holiday for New York");
// restore original holiday set---test the other way around
c3.addHoliday(d1);
c3.removeHoliday(d2);
Assert.IsFalse(c1.isBusinessDay(d1), d1 + " still a business day");
Assert.IsFalse(c1.isHoliday(d2), d2 + " still a holiday");
}
