# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library 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 Library General Public License for more details.
#
# You should have received a copy of the GNU Library General 
# Public License along with this library; if not, write to the 
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, 
# MA  02111-1307  USA

# Copyrights (C)
# for this R-port: 
#   1999 - Diethelm Wuertz, GPL
#   2007 - Rmetrics Foundation, GPL
#   Diethelm Wuertz <wuertz@phys.ethz.ch>
#   www.rmetrics.org
# for the code accessed (or partly included) from other R-ports:
#   see R's copyright and license files
# for the code accessed (or partly included) from contributed R-ports
# and other sources
#   see Rmetrics's copyright file


################################################################################
# FUNCTION:                 DESCRIPTION:
#  holidayTSX                Returns holidays for TSX calendar
################################################################################


holidayTSX <- 
    function (year = currentYear) 
{   
    # A function implemented by Diethelm Wuertz

    # Description:
    #   TSX Holiday Calendar
    
    # In Canada, the first Monday in August is generally a holiday but it 
    # is known by different names in different areas. In Rmetrics it is
    # called CACivicProvincialHoliday()  
    
    # TSX Holidays:
    # http://www.tsx.com/en/market_activity/market_hours.html
    #  
    #    * 2007:
    #    * New Year's Day - January 1, 2007
    #    * Good Friday - April 6, 2007
    #    * Victoria Day - May 21, 2007
    #    * Canada Day - July 2, 2007 (for July 1 holiday)
    #    * Civic Day - August 6, 2007
    #    * Labour Day - September 3, 2007
    #    * Thanksgiving Day - October 8, 2007
    #    * Christmas Eve - markets close at 1:00 p.m. ET
    #    * Christmas Day - December 25, 2007
    #    * Boxing Day - December 26, 2007
    #    
    #    * 2008:
    #    * New Year's Day - January 1, 2008
    #    * Family Day - February 18, 2008
    #    * Good Friday - March 21, 2008
    #    * Victoria Day - May 19, 2008
    #    * Canada Day - July 1, 2008
    #    * Civic Day - August 4, 2008
    #    * Labour Day - September 1, 2008
    #    * Thanksgiving Day - October 13, 2008
    #    * Christmas Day - December 25, 2008
    #    * Boxing Day - December 26, 2008

    # Trading Hours:
    #   Toronto Stock Exchange and TSX Venture Exchange have trading hours 
    #   of 9:30 a.m. to 4:00 p.m. ET, Monday to Friday, with the exception 
    #   of the stock market holidays listed below. There is also an extended 
    #   session for market participants (Participating Organizations and Members) 
    #   from 4:15 to 5:00 p.m. ET each trading day.
    
    # FUNCTION:
    
    # Holidays - Years before 2007 are not checked out ...
    holidays = c(
        NewYearsDay(year), 
        GoodFriday(year), 
        CAVictoriaDay(year),
        CACanadaDay(year),
        CACivicProvincialHoliday(year),
        CAThanksgivingDay(year), 
        ChristmasDay(year),
        BoxingDay(year))
    for (y in year)
        if (y >= 2008) holidays = c(holidays, CAFamilyDay(year))
    holidays = sort(holidays)
    
    # Holidays falling on Saturdays and Sundays:
    holidays =  holidays + (1-isWeekday(holidays))*24*3600
    holidays =  holidays + (1-isWeekday(holidays))*24*3600

    # Add Financial Center:
    holidays@FinCenter = "Toronto"
    
    # Return Value:
    holidays
}


################################################################################