1 ## Copyright (C) 2008 Bill Denney <bill@denney.ws>
3 ## This program is free software; you can redistribute it and/or modify it under
4 ## the terms of the GNU General Public License as published by the Free Software
5 ## Foundation; either version 3 of the License, or (at your option) any later
8 ## This program is distributed in the hope that it will be useful, but WITHOUT
9 ## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
10 ## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
13 ## You should have received a copy of the GNU General Public License along with
14 ## this program; if not, see <http://www.gnu.org/licenses/>.
17 ## @deftypefn {Function File} {h =} holidays (startdate, enddate)
19 ## Return a vector of datenums that were holidays between
20 ## @var{startdate} and @var{enddate}, inclusive. These holidays are
21 ## trading holidays observed by the NYSE according to its rule 51.10. It
22 ## does not take into account the exceptions for "unusual business
23 ## conditions" or for additional days that have been called as holidays
24 ## for one-time purposes.
26 ## The complete list can be found at
27 ## http://www.chronos-st.org/NYSE_Observed_Holidays-1885-Present.html
29 ## @seealso{busdate, lbusdate, isbusday, fbusdate}
32 function hol = holidays (sd, ed)
34 sd = datenum (datevec (sd));
35 ed = datenum (datevec (ed));
37 ## just get the start and end years and generate all holidays in that range
38 yrs = year(sd):year(ed);
42 tmphol = datenum (yrs, 1, 1);
43 hol = [hol; tmphol(:)];
44 ## Martin Luther King Day, the third Monday in January
45 tmphol = nweekdate (3, 2, yrs, 1);
46 hol = [hol; tmphol(:)];
47 ## Washington's Birthday, the third Monday in February
48 tmphol = nweekdate (3, 2, yrs, 2);
49 hol = [hol; tmphol(:)];
51 tmphol = easter (yrs) - 2;
52 hol = [hol; tmphol(:)];
53 ## Memorial Day, the last Monday in May
54 tmphol = lweekdate (2, yrs, 5);
55 hol = [hol; tmphol(:)];
56 ## Independence Day, July 4
57 tmphol = datenum (yrs, 7, 4);
58 hol = [hol; tmphol(:)];
59 ## Labor Day, the first Monday in September
60 tmphol = nweekdate (1, 2, yrs, 9);
61 hol = [hol; tmphol(:)];
62 ## Thanksgiving Day, the fourth Thursday in November
63 tmphol = nweekdate (4, 5, yrs, 11);
64 hol = [hol; tmphol(:)];
66 tmphol = datenum (yrs, 12, 25);
67 hol = [hol; tmphol(:)];
69 ## Adjust for Saturdays and Sundays
72 hol(wd == 1) = hol(wd == 1) + 1;
75 hol(wd == 7) = hol(wd == 7) - 1;
78 ## Trim out the days that are not in the date range
79 hol(hol > ed | hol < sd) = [];
85 %!assert(holidays(datenum(2008,1,1), datenum(2008,12,31)), datenum(2008*ones(9,1), [1;1;2;3;5;7;9;11;12], [1;21;18;21;26;4;1;27;25]))
86 ## Test Independence day observing on a Monday (July 5) and Christmas
87 ## observing on a Friday (Dec 24)
88 %!assert(holidays(datenum(2004,1,1), datenum(2004,12,31)), datenum(2004*ones(9,1), [1;1;2;4;5;7;9;11;12], [1;19;16;9;31;5;6;25;24]))
89 %!assert(holidays(datenum(2008,3,5), datenum(2008,3,8)), zeros(0,1))
90 %!assert(holidays(datenum(2008,3,5), datenum(2008,3,5)), zeros(0,1))
91 %!assert(holidays(datenum(2008,1,1), datenum(2008,1,1)), datenum(2008,1,1))