Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / financial-0.4.0 / busdate.m

diff --git a/octave_packages/financial-0.4.0/busdate.m b/octave_packages/financial-0.4.0/busdate.m
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+## Copyright (C) 2008 Bill Denney <bill@denney.ws>
+##
+## This program is free software; you can redistribute it and/or modify it under
+## the terms of the GNU General Public License as published by the Free Software
+## Foundation; either version 3 of the License, or (at your option) any later
+## version.
+##
+## This program is distributed in the hope that it will be useful, but WITHOUT
+## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public License along with
+## this program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {b =} busdate (refdate)
+## @deftypefnx {Function File} {b =} busdate (refdate, direction)
+## @deftypefnx {Function File} {b =} busdate (refdate, direction, holiday)
+## @deftypefnx {Function File} {b =} busdate (refdate, direction, holiday, weekend)
+##
+## Return the datenum of the next or previous business day from
+## @var{refdate}. @var{direction} indicates the next day (default) if 1
+## and the previous day if -1.  @var{holiday} is a vector of datenums
+## that defines the holidays observed (the holidays function is used if
+## not given).  @var{weekend} defines the days of the week that should
+## be considered weekends; [1 0 0 0 0 0 1] (default) indicates that
+## Sunday and Saturday are holidays.
+##
+## If any of the optional inputs (@var{direction}, @var{holiday},
+## @var{weekend}) are empty, then the default is used.
+##
+## @seealso{holidays, lbusdate, isbusday, fbusdate}
+## @end deftypefn
+
+function rd = busdate (rd, d, hol, wkend)
+
+  if ~isnumeric (rd)
+       rd = datenum ( rd);
+  endif
+  if nargin < 2 || isempty (d)
+       d = 1;
+  elseif ~ all (abs (d) == 1)
+       ## People could use other numbers to skip days, but that is not
+       ## supported.
+       error ("directions must all be either 1 or -1.")
+  endif
+  if nargin < 3
+       hol = [];
+  end
+  if nargin < 4
+       wkend = [];
+  elseif nargin > 4
+       print_usage ();
+  endif
+
+  rd += d;
+  mask = ~isbusday (rd, hol, wkend);
+  while any (mask)
+       ## Only recompute for the days that are not yet business days
+       if isscalar (d)
+         rd(mask) += d;
+       else
+         rd(mask) += d(mask);
+       endif
+       mask(mask) = ~isbusday (rd(mask), hol, wkend);
+  endwhile
+
+endfunction
+
+## Tests
+## A normal day
+%!assert(busdate(datenum(2008,1,2)), datenum(2008,1,3))
+## A holiday
+%!assert(busdate(datenum(2007,12,31)), datenum(2008,1,2))
+## Go over a weekend and start in a weekend
+%!assert(busdate(datenum(2007,1,5)), datenum(2007,1,8))
+%!assert(busdate(datenum(2007,1,6)), datenum(2007,1,8))
+## Backward
+%!assert(busdate(datenum(2008,1,3), -1), datenum(2008,1,2))
+## Backward holiday
+%!assert(busdate(datenum(2008,1,2), -1), datenum(2007,12,31))
+## Backward with alternate holidays
+%!assert(busdate(datenum(2008,1,2), -1, datenum(2007,1,1):datenum(2008,1,1)), datenum(2006,12,29))
+## Multiple dates in both orientations
+%!assert(busdate([datenum(2008,1,2) datenum(2007,1,1)]), [datenum(2008,1,3) datenum(2007,1,2)])
+%!assert(busdate([datenum(2008,1,2) datenum(2007,1,1)], [1 1]), [datenum(2008,1,3) datenum(2007,1,2)])
+%!assert(busdate([datenum(2008,1,2) datenum(2007,1,1)], 1), [datenum(2008,1,3) datenum(2007,1,2)])
+%!assert(busdate([datenum(2008,1,2);datenum(2007,1,1)], [1;1]), [datenum(2008,1,3);datenum(2007,1,2)])
+## Multiple dates with opposite directions holidays and weekends
+%!assert(busdate([datenum(2008,1,2);datenum(2007,1,2)], [1;-1]), [datenum(2008,1,3);datenum(2006,12,29)])
+## Alternate weekends
+%!assert(busdate(datenum(2008,1,2), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,3))
+%!assert(busdate(datenum(2008,1,4), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,5))
+%!assert(busdate(datenum(2008,1,5), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,7))
+%!assert(busdate(datenum(2008,1,6), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,7))
+%!assert(busdate(datenum(2008,1,1), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 1 1 1 1 1 0]), datenum(2008,1,5))