/*
Copyright (C) 2008 Renjith Nair
This source code is release under the BSD License.
This file is part of JQuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://jquantlib.org/
JQuantLib is free software: you can redistribute it and/or modify it
under the terms of the JQuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
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 license for more details.
JQuantLib is based on QuantLib. http://quantlib.org/
When applicable, the original copyright notice follows this notice.
*/
package org.jquantlib.testsuite.calendars;
import static org.jquantlib.time.Month.April;
import static org.jquantlib.time.Month.August;
import static org.jquantlib.time.Month.December;
import static org.jquantlib.time.Month.February;
import static org.jquantlib.time.Month.January;
import static org.jquantlib.time.Month.March;
import static org.jquantlib.time.Month.May;
import static org.jquantlib.time.Month.November;
import static org.jquantlib.time.Month.October;
import static org.jquantlib.time.Month.September;
import java.util.List;
import java.util.Vector;
import org.jquantlib.QL;
import org.jquantlib.time.Calendar;
import org.jquantlib.time.Date;
import org.jquantlib.time.calendars.India;
import org.junit.After;
import org.junit.Before;
import org.junit.Test;
/**
* @author Renjith Nair
* @author Jia Jia
*
*/
public class IndiaCalendarTest {
private Calendar c = null;
public IndiaCalendarTest() {
QL.info("::::: " + this.getClass().getSimpleName() + " :::::");
}
@Before
public void setup() {
c = new India(India.Market.NSE);
}
// 2005 - year in the past
@Test
public void testIndiaNseHolidaysYear2005() {
final int year = 2005;
QL.info("Testing " + India.Market.NSE + " holidays list for the year " + year + "...");
final List expectedHol = new Vector();
expectedHol.add(new Date(21, January, year));
expectedHol.add(new Date(26, January, year));
expectedHol.add(new Date(25, March, year));
expectedHol.add(new Date(14, April, year));
expectedHol.add(new Date(15, August, year));
expectedHol.add(new Date(7, September, year));
expectedHol.add(new Date(12, October, year));
expectedHol.add(new Date(1, November, year));
expectedHol.add(new Date(3, November, year));
expectedHol.add(new Date(15, November, year));
// Call the Holiday Check
final CalendarUtil cbt = new CalendarUtil();
cbt.checkHolidayList(expectedHol, c, year);
}
// 2006 - regular year in the past
@Test
public void testIndiaNseHolidaysYear2006() {
final int year = 2006;
QL.info("Testing " + India.Market.NSE + " holidays list for the year " + year + "...");
final List expectedHol = new Vector();
expectedHol.add(new Date(11, January, year));
expectedHol.add(new Date(26, January, year));
expectedHol.add(new Date(9, February, year));
expectedHol.add(new Date(15, March, year));
expectedHol.add(new Date(6, April, year));
expectedHol.add(new Date(11, April, year));
expectedHol.add(new Date(14, April, year));
expectedHol.add(new Date(1, May, year));
expectedHol.add(new Date(15, August, year));
expectedHol.add(new Date(2, October, year));
expectedHol.add(new Date(24, October, year));
expectedHol.add(new Date(25, October, year));
expectedHol.add(new Date(25, December, year));
// Call the Holiday Check
final CalendarUtil cbt = new CalendarUtil();
cbt.checkHolidayList(expectedHol, c, year);
}
// 2007 - regular year in the past
@Test
public void testIndiaNseHolidaysYear2007() {
final int year = 2007;
QL.info("Testing " + India.Market.NSE + " holidays list for the year " + year + "...");
final List expectedHol = new Vector();
expectedHol.add(new Date(1, January, year));
expectedHol.add(new Date(26, January, year));
expectedHol.add(new Date(30, January, year));
expectedHol.add(new Date(16, February, year));
expectedHol.add(new Date(27, March, year));
expectedHol.add(new Date(6, April, year));
expectedHol.add(new Date(1, May, year));
expectedHol.add(new Date(2, May, year));
expectedHol.add(new Date(15, August, year));
expectedHol.add(new Date(2, October, year));
expectedHol.add(new Date(9, November, year));
expectedHol.add(new Date(21, December, year));
expectedHol.add(new Date(25, December, year));
// Call the Holiday Check
final CalendarUtil cbt = new CalendarUtil();
cbt.checkHolidayList(expectedHol, c, year);
}
// 2008 - Current Year
@Test
public void testIndiaNseHolidaysYear2008() {
final int year = 2008;
QL.info("Testing " + India.Market.NSE + " holidays list for the year " + year + "...");
final List expectedHol = new Vector();
expectedHol.add(new Date(6, March, year));
expectedHol.add(new Date(20, March, year));
expectedHol.add(new Date(21, March, year)); // Good Friday
expectedHol.add(new Date(14, April, year));
expectedHol.add(new Date(18, April, year));
expectedHol.add(new Date(1, May, year));
expectedHol.add(new Date(19, May, year));
expectedHol.add(new Date(15, August, year));
expectedHol.add(new Date(3, September, year));
expectedHol.add(new Date(2, October, year));
expectedHol.add(new Date(9, October, year));
expectedHol.add(new Date(28, October, year));
expectedHol.add(new Date(30, October, year));
expectedHol.add(new Date(13, November, year));
expectedHol.add(new Date(9, December, year));
expectedHol.add(new Date(25, December, year));
// expectedHol.add(new Date(27, NOVEMBER, year));
// Call the Holiday Check
final CalendarUtil cbt = new CalendarUtil();
cbt.checkHolidayList(expectedHol, c, year);
}
// 2009 - Current Year
@Test
public void testIndiaNseHolidaysYear2009() {
final int year = 2009;
QL.info("Testing " + India.Market.NSE + " holidays list for the year " + year + "...");
final List expectedHol = new Vector();
// expectedHol.add(new Date(8, JANUARY, year));
expectedHol.add(new Date(26, January, year));
// expectedHol.add(new Date(23, FEBRUARY, year));
// expectedHol.add(new Date(10, MARCH, year));
// expectedHol.add(new Date(11, MARCH, year)); // Good Friday
// expectedHol.add(new Date(3, APRIL, year));
// expectedHol.add(new Date(7, APRIL, year));
expectedHol.add(new Date(10, April, year));
expectedHol.add(new Date(14, April, year));
// expectedHol.add(new Date(1, MAY, year));
// expectedHol.add(new Date(21, SEPTEMBER, year));
// expectedHol.add(new Date(28, SEPTEMBER, year));
expectedHol.add(new Date(2, October, year));
// expectedHol.add(new Date(19, OCTOBER, year));
// expectedHol.add(new Date(2, NOVEMBER, year));
expectedHol.add(new Date(25, December, year));
// expectedHol.add(new Date(28, DECEMBER, year));
// Call the Holiday Check
final CalendarUtil cbt = new CalendarUtil();
cbt.checkHolidayList(expectedHol, c, year);
}
@After
public void destroy() {
c = null;
}
}
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