Add a useful package (from Source forge) for octave

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

diff --git a/octave_packages/financial-0.4.0/isbusday.m b/octave_packages/financial-0.4.0/isbusday.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} {r =} isbusday (refdate)
+## @deftypefnx {Function File} {r =} isbusday (refdate, holiday)
+## @deftypefnx {Function File} {r =} isbusday (refdate, holiday, weekend)
+##
+## Return true if the @var{refdate} is a business date @var{refdate}.
+## @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
+## weekends.
+##
+## @seealso{holidays, lbusdate, busdate, fbusdate}
+## @end deftypefn
+
+function mask = isbusday (rd, hol=[], wkend=[])
+
+  if ~ isnumeric (rd)
+       rd = datenum (rd);
+  endif
+  if isempty (hol)
+    ## Get all possible holidays that could affect the output.
+    hol = holidays (min(rd), max(rd));
+  end
+  if isempty (wkend)
+    wkend = [1 0 0 0 0 0 1];
+  elseif numel (wkend) ~= 7
+    error ("wkend must have 7 elements")
+  elseif nargin > 3
+    print_usage ();
+  endif
+
+  mask = reshape (wkend (weekday (rd)), size (rd));
+  if ~ isempty (hol)
+    ## Is it a holiday?
+    mask = mask | ismember(rd, hol);
+  endif
+  mask = ~mask;
+endfunction
+
+## Tests
+## A normal day
+%!assert(isbusday(datenum(2008,1,2)), true())
+## A holiday
+%!assert(isbusday(datenum(2008,1,1)), false())
+%!assert(isbusday(datenum(2008,1,1), []), false())
+## A weekend
+%!assert(isbusday(datenum(2008,2,2)), false())
+## An alternate holiday
+%!assert(isbusday(datenum(2008,1,2), datenum(2008,1,2)), false())
+## An alternate weekend
+%!assert(isbusday(datenum(2008,1,2), [], zeros(1,7)), true())
+%!assert(isbusday(datenum(2008,1,2), [], ones(1,7)), false())
+## A vector
+%!assert(isbusday([datenum(2008,1,2) datenum(2008,2,2)]), [true() false()])
+## A vector in the other direction
+%!assert(isbusday([datenum(2008,1,2);datenum(2008,2,2)]), [true();false()])