# 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 # 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 ################################################################################ # METHODS: DESCRIPTION: # isBizday Tests if a date is a business day or not # isHoliday Tests if a date is a non-business day or not ################################################################################ isBizday = function(x, holidays = holidayNYSE()) { # A function implemented by Diethelm Wuertz # Description: # Test if a date is a business day or not # Arguments: # x - an object of class "timeDate" # holidays - a holiday calendar # Value: # Returns a logical or a vector of logicals # Example: # x = timeSequence(from = "2005-05-15", to = "2005-07-15") # h = holiday.NYSE(2005) # cbind(as.character(x), is.bizday(x, h)) # FUNCTION: # Test: char.x = substr(as.character(x), 1, 10) char.h = substr(as.character(holidays), 1, 10) Weekday = as.integer(isWeekday(x)) nonHoliday = as.integer(!(char.x %in% char.h)) # Business Days: bizdays = as.logical(Weekday*nonHoliday) names(bizdays) = x@Data # Return Value: bizdays } # ------------------------------------------------------------------------------ isHoliday = function(x, holidays = holidayNYSE()) { # A function implemented by Diethelm Wuertz # Description: # Test if a date is a holiday or not # Arguments: # x - an object of class "timeDate" # holidays - a holiday calendar # Value: # Returns a logical or a vector of logicals # FUNCTION: # Return Value: return(!isBizday(x, holidays)) } ################################################################################