/*
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.February;
import static org.jquantlib.time.Month.January;
import static org.jquantlib.time.Month.June;
import static org.jquantlib.time.Month.May;
import static org.jquantlib.time.Month.October;
import static org.jquantlib.time.Month.September;
import java.util.ArrayList;
import java.util.List;
import org.jquantlib.QL;
import org.jquantlib.time.Calendar;
import org.jquantlib.time.Date;
import org.jquantlib.time.calendars.Taiwan;
import org.junit.Test;
/**
* @author Renjith Nair
*
*
*/
public class TaiwanCalendarTest {
private Calendar exchange = null;
private final List expectedHol = null;
public TaiwanCalendarTest() {
QL.info("::::: "+this.getClass().getSimpleName()+" :::::");
this.exchange = new Taiwan(Taiwan.Market.TSEC);
}
// 2002 - year in the past
@Test
public void testTaiwanTSEHolidaysYear2002()
{
final int year = 2002;
QL.info("Testing " + exchange.name() + " holidays list for the year " + year + "...");
final List expectedHol = new ArrayList();
expectedHol.add(new Date(1,January,year));
expectedHol.add(new Date(11,February,year));
expectedHol.add(new Date(12,February,year));
expectedHol.add(new Date(13,February,year));
expectedHol.add(new Date(14,February,year));
expectedHol.add(new Date(15,February,year));
expectedHol.add(new Date(28,February,year));
expectedHol.add(new Date(5,April,year));
expectedHol.add(new Date(1,May,year));
expectedHol.add(new Date(10,October,year));
// Call the Holiday Check
final CalendarUtil cbt = new CalendarUtil();
cbt.checkHolidayList(expectedHol, exchange, year);
}
// 2003 - year in the past
@Test
public void testTaiwanTSEHolidaysYear2003()
{
final int year = 2003;
QL.info("Testing " + Taiwan.Market.TSEC + " holidays list for the year " + year + "...");
final List expectedHol = new ArrayList();
expectedHol.add(new Date(1,January,year));
expectedHol.add(new Date(31,January,year));
expectedHol.add(new Date(3,February,year));
expectedHol.add(new Date(4,February,year));
expectedHol.add(new Date(5,February,year));
expectedHol.add(new Date(28,February,year));
expectedHol.add(new Date(1,May,year));
expectedHol.add(new Date(4,June,year));
expectedHol.add(new Date(11,September,year));
expectedHol.add(new Date(10,October,year));
// Call the Holiday Check
final CalendarUtil cbt = new CalendarUtil();
cbt.checkHolidayList(expectedHol, exchange, year);
}
// 2004 - year in the past
@Test
public void testTaiwanTSEHolidaysYear2004()
{
final int year = 2004;
QL.info("Testing " + Taiwan.Market.TSEC + " holidays list for the year " + year + "...");
final List expectedHol = new ArrayList();
expectedHol.add(new Date(1,January,year));
expectedHol.add(new Date(21,January,year));
expectedHol.add(new Date(22,January,year));
expectedHol.add(new Date(23,January,year));
expectedHol.add(new Date(26,January,year));
expectedHol.add(new Date(22,June,year));
expectedHol.add(new Date(28,September,year));
// Call the Holiday Check
final CalendarUtil cbt = new CalendarUtil();
cbt.checkHolidayList(expectedHol, exchange, year);
}
// 2005 - year in the past
@Test
public void testTaiwanTSEHolidaysYear2005()
{
final int year = 2005;
QL.info("Testing " + Taiwan.Market.TSEC + " holidays list for the year " + year + "...");
final List expectedHol = new ArrayList();
// expectedHol.add(new Date(4,FEBRUARY,year));
expectedHol.add(new Date(7,February,year));
expectedHol.add(new Date(8,February,year));
expectedHol.add(new Date(9,February,year));
expectedHol.add(new Date(10,February,year));
expectedHol.add(new Date(11,February,year));
expectedHol.add(new Date(28,February,year));
expectedHol.add(new Date(5,April,year));
expectedHol.add(new Date(2,May,year));
expectedHol.add(new Date(10,October,year));
// Call the Holiday Check
final CalendarUtil cbt = new CalendarUtil();
cbt.checkHolidayList(expectedHol, exchange, year);
}
// 2006 - year in the past
@Test
public void testTaiwanTSEHolidaysYear2006()
{
final int year = 2006;
QL.info("Testing " + Taiwan.Market.TSEC + " holidays list for the year " + year + "...");
final List expectedHol = new ArrayList();
expectedHol.add(new Date(30,January,year));
expectedHol.add(new Date(31,January,year));
expectedHol.add(new Date(1,February,year));
expectedHol.add(new Date(2,February,year));
expectedHol.add(new Date(3,February,year));
expectedHol.add(new Date(28,February,year));
expectedHol.add(new Date(5,April,year));
expectedHol.add(new Date(1,May,year));
expectedHol.add(new Date(31,May,year));
expectedHol.add(new Date(6,October,year));
expectedHol.add(new Date(10,October,year));
// Call the Holiday Check
final CalendarUtil cbt = new CalendarUtil();
cbt.checkHolidayList(expectedHol, exchange, year);
}
// 2007 - year in the past
@Test
public void testTaiwanTSEHolidaysYear2007()
{
final int year = 2007;
QL.info("Testing " + Taiwan.Market.TSEC + " holidays list for the year " + year + "...");
final List expectedHol = new ArrayList();
expectedHol.add(new Date(1,January,year));
expectedHol.add(new Date(19,February,year));
expectedHol.add(new Date(20,February,year));
expectedHol.add(new Date(21,February,year));
expectedHol.add(new Date(22,February,year));
expectedHol.add(new Date(23,February,year));
expectedHol.add(new Date(28,February,year));
expectedHol.add(new Date(5,April,year));
expectedHol.add(new Date(6,April,year));
expectedHol.add(new Date(1,May,year));
expectedHol.add(new Date(18,June,year));
expectedHol.add(new Date(19,June,year));
expectedHol.add(new Date(24,September,year));
expectedHol.add(new Date(25,September,year));
expectedHol.add(new Date(10,October,year));
// Call the Holiday Check
final CalendarUtil cbt = new CalendarUtil();
cbt.checkHolidayList(expectedHol, exchange, year);
}
// 2008 - Current Year
@Test
public void testTaiwanTSEHolidaysYear2008()
{
final int year = 2008;
QL.info("Testing " + Taiwan.Market.TSEC + " holidays list for the year " + year + "...");
final List expectedHol = new ArrayList();
expectedHol.add(new Date(1,January,year));
expectedHol.add(new Date(4,February,year));
expectedHol.add(new Date(5,February,year));
expectedHol.add(new Date(6,February,year));
expectedHol.add(new Date(7,February,year));
expectedHol.add(new Date(8,February,year));
expectedHol.add(new Date(11,February,year));
expectedHol.add(new Date(28,February,year));
expectedHol.add(new Date(4,April,year));
expectedHol.add(new Date(1,May,year));
expectedHol.add(new Date(10,October,year));
// Call the Holiday Check
final CalendarUtil cbt = new CalendarUtil();
cbt.checkHolidayList(expectedHol, exchange, year);
}
// 2009 - Future Year
@Test
public void testTaiwanTSEHolidaysYear2009()
{
final int year = 2009;
QL.info("Testing " + Taiwan.Market.TSEC + " holidays list for the year " + year + "...");
final List expectedHol = new ArrayList();
expectedHol.add(new Date(1,January,year));
expectedHol.add(new Date(1,May,year));
// Call the Holiday Check
final CalendarUtil cbt = new CalendarUtil();
cbt.checkHolidayList(expectedHol, exchange, year);
}
// 2010 - Future Year
@Test
public void testTaiwanTSEHolidaysYear2010()
{
final int year = 2010;
QL.info("Testing " + Taiwan.Market.TSEC + " holidays list for the year " + year + "...");
final List expectedHol = new ArrayList();
expectedHol.add(new Date(1,January,year));
// Call the Holiday Check
final CalendarUtil cbt = new CalendarUtil();
cbt.checkHolidayList(expectedHol, exchange, year);
}
// 2011 - Future Year
@Test
public void testTaiwanTSEHolidaysYear2011()
{
final int year = 2011;
QL.info("Testing " + Taiwan.Market.TSEC + " holidays list for the year " + year + "...");
final List expectedHol = new ArrayList();
expectedHol.add(new Date(28,February,year));
expectedHol.add(new Date(10,October,year));
// Call the Holiday Check
final CalendarUtil cbt = new CalendarUtil();
cbt.checkHolidayList(expectedHol, exchange, year);
}
// 2012 - Future Year
@Test
public void testTaiwanTSEHolidaysYear2012()
{
final int year = 2012;
QL.info("Testing " + Taiwan.Market.TSEC + " holidays list for the year " + year + "...");
final List expectedHol = new ArrayList();
expectedHol.add(new Date(28,February,year));
expectedHol.add(new Date(1,May,year));
expectedHol.add(new Date(10,October,year));
// Call the Holiday Check
final CalendarUtil cbt = new CalendarUtil();
cbt.checkHolidayList(expectedHol, exchange, year);
}
}
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