X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Ffinancial-0.4.0%2Fbusdays.m;fp=octave_packages%2Ffinancial-0.4.0%2Fbusdays.m;h=35aff3f536ab7594252df24085a1ae2d65c21ff8;hp=0000000000000000000000000000000000000000;hb=c880e8788dfc484bf23ce13fa2787f2c6bca4863;hpb=1705066eceaaea976f010f669ce8e972f3734b05

diff --git a/octave_packages/financial-0.4.0/busdays.m b/octave_packages/financial-0.4.0/busdays.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} {@var{bdates} =} busdays (@var{sdate}, @var{edate})
+## @deftypefnx {Function File} {@var{bdates} =} busdays (@var{sdate}, @var{edate}, @var{bdmode})
+## @deftypefnx {Function File} {@var{bdates} =} busdays (@var{sdate}, @var{edate}, @var{bdmode}, @var{holvec})
+## Generate a list of business dates at the end of the periods defined
+## between (including) @var{sdate} and @var{edate}.
+##
+## @var{sdate} is the starting date, @var{edate} is the ending date,
+## both are in serial date format (see datenum).  @var{bdmode} is the
+## business day frequency ("daily", "weekly", "monthly", "quarterly",
+## "semiannual", or "annual"); these can be abbreviated by the first
+## letter and they may also use an integer corresponding to the order in
+## the above list (i.e. "daily" = 1).  @var{holvec} is an optional list
+## of holidays.  If the holidays are not given, then the holidays
+## function is used.
+## @seealso{holidays, busdate, lbusdate, isbusday, fbusdate, datenum}
+## @end deftypefn
+
+function bd = busdays (sd, ed, mode=1, hol=[])
+
+  if nargin < 2 || nargin > 4
+    print_usage ();
+  endif
+  if ~isnumeric (sd)
+	sd = datenum (sd);
+  endif
+  if ~isnumeric (ed)
+    ed = datenum (ed);
+  endif
+  if ed < sd
+    error ("busdays: the start date must be less than the end date")
+  endif
+  if isempty (hol)
+    ## make the holidays take into account the whole ending year because
+    ## the day may extend beyond the actual ending date
+    edtmp = datevec (ed);
+    edtmp(2:3) = [12 31];
+    hol = holidays (sd, datenum (edtmp));
+  endif
+  ## Convert the mode to the numeric
+  modestr = "dwmqsa";
+  if ischar (mode)
+    mode = find (lower (mode(1)) == modestr);
+    if isempty (mode)
+      error ("busdays: mode must be one of '%s'", modestr)
+    endif
+  elseif isnumeric (mode)
+    if mode < 1 || mode > length (modestr)
+      error ("busdays: mode must be between 1 and %d", length (modestr))
+    endif
+  else
+    error ("busdays: mode must be a number or string")
+  endif
+
+  ## do the computation
+  if mode == 1
+    ## daily
+    bd = (sd:ed)'(isbusday (sd:ed, hol));
+  elseif mode < 6
+    if mode == 2
+      ## weekly make the start and end dates Fridays and then move back
+      ## from there
+      wd = weekday ([sd;ed]);
+      d = [sd;ed] - wd + 7;
+      ## there are generally not more than one week of holidays at a
+      ## time, but the call to unique will make certain of that.
+      bd = unique (busdate ([d(1):7:d(2)]', -1, hol));
+    else
+      d = datevec ([sd:ed]);
+      ## unique year and month list within the date range
+      ym = unique (d(:,1:2), "rows");
+      if mode == 3
+        ## monthly, do nothing to the ym list
+      elseif mode == 4
+        ## quarterly
+        if mod (ym(end), 3) != 0
+          ## make the last month an end of quarter month
+          ym(end) = ym(end) + 3 - mod (ym(end), 3);
+        endif
+        ym(mod (ym(:,2), 3) != 0, :) = [];
+      elseif mode == 5
+        ## semi-annually
+        if mod (ym(end), 6) != 0
+        ## make the last month an end of semi-annual month (6, 12)
+        ym(end) = ym(end) + 6 - mod (ym(end), 6);
+        endif
+        ym(mod (ym(:,2), 6) != 0, :) = [];
+      endif
+      bd = lbusdate (ym(:,1), ym(:,2), hol);
+    endif
+  elseif mode == 6
+    ## annual
+    d = datevec ([sd;ed]);
+    bd = lbusdate ((d(1,1):d(2,1))', 12, hol);
+  else
+    ## this should have been caught before now
+    error ("busdays: invalid mode")
+  endif
+
+endfunction
+
+## Tests
+%!assert (busdays (datenum (2008, 1, 1), datenum (2008, 1, 12)), datenum (2008, 1, [2;3;4;7;8;9;10;11]))
+%!assert (busdays (datenum (2008, 1, 1), datenum (2008, 1, 12), "d"), datenum (2008, 1, [2;3;4;7;8;9;10;11]))
+%!assert (busdays (datenum (2001, 1, 2), datenum (2001, 1, 9), "w"), datenum (2001, 1, [5;12]))
+%!assert (busdays (datenum (2008, 1, 1), datenum (2008, 1, 2), "m"), datenum (2008, 1, 31))
+%!assert (busdays (datenum (2008, 1, 1), datenum (2010, 5, 2), "m"), lbusdate ([2008*ones(12,1);2009*ones(12,1);2010*ones(5,1)], [1:12 1:12 1:5]'))
+%!assert (busdays (datenum (2008, 1, 1), datenum (2008, 1, 2), "q"), datenum (2008, 3, 31))
+%!assert (busdays (datenum (2008, 1, 1), datenum (2010, 5, 2), "q"), lbusdate ([2008*ones(4,1);2009*ones(4,1);2010*ones(2,1)], [3:3:12 3:3:12 3 6]'))
+%!assert (busdays (datenum (2008, 1, 1), datenum (2008, 1, 2), "s"), datenum (2008, 6, 30))
+%!assert (busdays (datenum (2008, 1, 1), datenum (2010, 5, 2), "s"), lbusdate ([2008;2008;2009;2009;2010], [6 12 6 12 6]'))
+%!assert (busdays (datenum (2008, 1, 1), datenum (2011, 1, 2), "a"), datenum ([2008;2009;2010;2011], [12;12;12;12], [31;31;30;30]))