/*
 Copyright (C) 2008 Srinivas Hasti
 Copyright (C) 2008 Dominik Holenstein

 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.time.calendars;

import org.jquantlib.lang.annotation.QualityAssurance;
import org.jquantlib.lang.annotation.QualityAssurance.Quality;
import org.jquantlib.lang.annotation.QualityAssurance.Version;
import org.jquantlib.lang.exceptions.LibraryException;
import org.jquantlib.time.Calendar;
import org.jquantlib.time.Date;
import org.jquantlib.time.Month;
import org.jquantlib.time.Weekday;


/**
 * United States calendars 

 * Public holidays (see: http://www.opm.gov/fedhol/):
 * 

 * 
Saturdays
 * 
Sundays
 * 
New Year's Day, JANUARY 1st (possibly moved to Monday if actually on
 * Sunday, or to Friday if on Saturday)
 * 
Martin Luther King's birthday, third Monday in JANUARY
 * 
Presidents' Day (a.k.a. Washington's birthday), third Monday in February
 * 
Memorial Day, last Monday in May
 * 
Independence Day, July 4th (moved to Monday if Sunday or Friday if
 * Saturday)
 * 
Labor Day, first Monday in September
 * 
Columbus Day, second Monday in October
 * 
Veterans' Day, November 11th (moved to Monday if Sunday or Friday if
 * Saturday)
 * 
Thanksgiving Day, fourth Thursday in November
 * 
Christmas, December 25th (moved to Monday if Sunday or Friday if
 * Saturday)
 * 
 *
 * Holidays for the stock exchange (data from http://www.nyse.com):
 * 

 * 
Saturdays
 * 
Sundays
 * 
New Year's Day, JANUARY 1st (possibly moved to Monday if actually on
 * Sunday)
 * 
Martin Luther King's birthday, third Monday in JANUARY (since 1998)
 * 
Presidents' Day (a.k.a. Washington's birthday), third Monday in February
 * 
Good Friday
 * 
Memorial Day, last Monday in May
 * 
Independence Day, July 4th (moved to Monday if Sunday or Friday if
 * Saturday)
 * 
Labor Day, first Monday in September
 * 
Thanksgiving Day, fourth Thursday in November
 * 
Presidential election day, first Tuesday in November of election years
 * (until 1980)
 * 
Christmas, December 25th (moved to Monday if Sunday or Friday if
 * Saturday)
 * 
Special historic closings (see http://www.nyse.com/pdfs/closings.pdf)
 * 
 *
 * Holidays for the government bond market (data from
 * http://www.bondmarkets.com):
 * 

 * 
Saturdays
 * 
Sundays
 * 
New Year's Day, JANUARY 1st (possibly moved to Monday if actually on
 * Sunday)
 * 
Martin Luther King's birthday, third Monday in JANUARY
 * 
Presidents' Day (a.k.a. Washington's birthday), third Monday in February
 * 
Good Friday
 * 
Memorial Day, last Monday in May
 * 
Independence Day, July 4th (moved to Monday if Sunday or Friday if
 * Saturday)
 * 
Labor Day, first Monday in September
 * 
Columbus Day, second Monday in October
 * 
Veterans' Day, November 11th (moved to Monday if Sunday or Friday if
 * Saturday)
 * 
Thanksgiving Day, fourth Thursday in November
 * 
Christmas, December 25th (moved to Monday if Sunday or Friday if
 * Saturday)
 * 
 *
 * Holidays for the North American Energy Reliability Council (data from
 * http://www.nerc.com/~oc/offpeaks.html):
 * 

 * 
Saturdays
 * 
Sundays
 * 
New Year's Day, JANUARY 1st (possibly moved to Monday if actually on
 * Sunday)
 * 
Memorial Day, last Monday in May
 * 
Independence Day, July 4th (moved to Monday if Sunday)
 * 
Labor Day, first Monday in September
 * 
Thanksgiving Day, fourth Thursday in November
 * 
Christmas, December 25th (moved to Monday if Sunday)
 * 
 *
 * @category calendars
 *
 * @author Srinivas Hasti
 * @author Zahid Hussain
 */

@QualityAssurance(quality = Quality.Q3_DOCUMENTATION, version = Version.V097, reviewers = { "Zahid Hussain" })

public class UnitedStates extends Calendar {

    /**
     * US calendars
     */
    public static enum Market {
        SETTLEMENT,     // generic settlement calendar
        NYSE,           // New York stock exchange calendar
        GOVERNMENTBOND, // government-bond calendar
        NERC            // off-peak days for NERC
    }


    //
    // public constructors
    //

    public UnitedStates() {
        this(Market.SETTLEMENT);
    }

    public UnitedStates(final Market market) {
        switch (market) {
        case SETTLEMENT:
            impl = new SettlementImpl();
            break;
        case NYSE:
            impl = new NyseImpl();
            break;
        case GOVERNMENTBOND:
            impl = new GovernmentBondImpl();
            break;
        case NERC:
            impl = new NercImpl();
            break;
        default:
            throw new LibraryException(UNKNOWN_MARKET);
        }
    }


    //
    // private final inner classes
    //

    private final class SettlementImpl extends WesternImpl {

        @Override
        public String name() { return "US settlement"; }

        @Override
        public boolean isBusinessDay(final Date date) {
            final Weekday w = date.weekday();
            final int d = date.dayOfMonth(), dd = date.dayOfYear();
            final Month m = date.month();
            final int y = date.year();
            final int em = easterMonday(y);
            if (isWeekend(w)
                // New Year's Day (possibly moved to Monday if on Sunday)
                || ((d == 1 || (d == 2 && w == Weekday.Monday)) && m == Month.January)
                // (or to Friday if on Saturday)
                || (d == 31 && w == Weekday.Friday && m == Month.December)
                // Martin Luther King's birthday (third Monday in January)
                || ((d >= 15 && d <= 21) && w == Weekday.Monday && m == Month.January)
                // Washington's birthday (third Monday in February)
                || ((d >= 15 && d <= 21) && w == Weekday.Monday && m == Month.February)
                // Memorial Day (last Monday in May)
                || (d >= 25 && w == Weekday.Monday && m == Month.May)
                // Independence Day (Monday if Sunday or Friday if Saturday)
                || ((d == 4 || (d == 5 && w == Weekday.Monday) ||
                     (d == 3 && w == Weekday.Friday)) && m == Month.July)
                // Labor Day (first Monday in September)
                || (d <= 7 && w == Weekday.Monday && m == Month.September)
                // Columbus Day (second Monday in October)
                || ((d >= 8 && d <= 14) && w == Weekday.Monday && m == Month.October)
                // Veteran's Day (Monday if Sunday or Friday if Saturday)
                || ((d == 11 || (d == 12 && w == Weekday.Monday) ||
                     (d == 10 && w == Weekday.Friday)) && m == Month.November)
                // Thanksgiving Day (fourth Thursday in November)
                || ((d >= 22 && d <= 28) && w == Weekday.Thursday && m == Month.November)
                // Christmas (Monday if Sunday or Friday if Saturday)
                || ((d == 25 || (d == 26 && w == Weekday.Monday) ||
                     (d == 24 && w == Weekday.Friday)) && m == Month.December))

//                // New Year's Day (possibly moved to Monday if on Sunday)
//                || ((d == 1 || (d == 2 && w == Weekday.Monday)) && m == Month.January)
//                // Martin Luther King's birthday (third Monday in JANUARY)
//                || ((d >= 15 && d <= 21) && w == Weekday.Monday && m == Month.January)
//                // Washington's birthday (third Monday in Month.FEBRUARY)
//                || ((d >= 15 && d <= 21) && w == Weekday.Monday && m == Month.February)
//                // Good Weekday.FRIDAY
//                || (dd == em-3)
//                // Memorial Day (last Monday in Month.MAY)
//                || (d >= 25 && w == Weekday.Monday && m == Month.May)
//                // Independence Day (Monday if Sunday or Weekday.FRIDAY if Saturday)
//                || ((d == 4 || (d == 5 && w == Weekday.Monday) ||
//                     (d == 3 && w == Weekday.Friday)) && m == Month.July)
//                // Labor Day (first Monday in Month.SEPTEMBER)
//                || (d <= 7 && w == Weekday.Monday && m == Month.September)
//                // Columbus Day (second Monday in October)
//                || ((d >= 8 && d <= 14) && w == Weekday.Monday && m == Month.October)
//                // Veteran's Day (Monday if Sunday or Weekday.FRIDAY if Saturday)
//                || ((d == 11 || (d == 12 && w == Weekday.Monday) ||
//                     (d == 10 && w == Weekday.Friday)) && m == Month.November)
//                // Thanksgiving Day (fourth Weekday.THURSDAY in Month.NOVEMBER)
//                || ((d >= 22 && d <= 28) && w == Weekday.Thursday && m == Month.November)
//                // Christmas (Monday if Sunday or Weekday.FRIDAY if Saturday)
//                || ((d == 25 || (d == 26 && w == Weekday.Monday) ||
//                     (d == 24 && w == Weekday.Friday)) && m == Month.December))
                return false;
            return true;
        }
    }

    private final class NyseImpl extends WesternImpl {

        @Override
        public String name() { return "New York stock exchange"; }

        @Override
        public boolean isBusinessDay(final Date date) {
            final Weekday w = date.weekday();
            final int d = date.dayOfMonth(), dd = date.dayOfYear();
            final Month m = date.month();
            final int y = date.year();
            final int em = easterMonday(y);
            if (isWeekend(w)
                // New Year's Day (possibly moved to Monday if on Sunday)
                || ((d == 1 || (d == 2 && w == Weekday.Monday)) && m == Month.January)
                // Washington's birthday (third Monday in Month.FEBRUARY)
                || ((d >= 15 && d <= 21) && w == Weekday.Monday && m == Month.February)
                // Good Weekday.FRIDAY
                || (dd == em-3)
                // Memorial Day (last Weekday.MONDAY in Month.MAY)
                || (d >= 25 && w == Weekday.Monday && m == Month.May)
                // Independence Day (Weekday.MONDAY if Sunday or Weekday.FRIDAY if Saturday)
                || ((d == 4 || (d == 5 && w == Weekday.Monday) ||
                     (d == 3 && w == Weekday.Friday)) && m == Month.July)
                // Labor Day (first Weekday.MONDAY in Month.SEPTEMBER)
                || (d <= 7 && w == Weekday.Monday && m == Month.September)
                // Thanksgiving Day (fourth Weekday.THURSDAY in Month.NOVEMBER)
                || ((d >= 22 && d <= 28) && w == Weekday.Thursday && m == Month.November)
                // Christmas (Weekday.MONDAY if Sunday or Weekday.FRIDAY if Saturday)
                || ((d == 25 || (d == 26 && w == Weekday.Monday) ||
                     (d == 24 && w == Weekday.Friday)) && m == Month.December)
                )
                return false;

            if (y >= 1998) {
                if (// Martin Luther King's birthday (third Weekday.MONDAY in JANUARY)
                    ((d >= 15 && d <= 21) && w == Weekday.Monday && m == Month.January)
                    // President Reagan's funeral
                    || (y == 2004 && m == Month.June && d == 11)
                    // Month.SEPTEMBER 11, 2001
                    || (y == 2001 && m == Month.September && (11 <= d && d <= 14))
                    // President Ford's funeral
                    || (y == 2007 && m == Month.January && d == 2)
                    )
                    return false;
            } else if (y <= 1980) {
                if (// Presidential election days
                    ((y % 4 == 0) && m == Month.November && d <= 7 && w == Weekday.Tuesday)
                    // 1977 Blackout
                    || (y == 1977 && m == Month.July && d == 14)
                    // Funeral of former President Lyndon B. Johnson.
                    || (y == 1973 && m == Month.January && d == 25)
                    // Funeral of former President Harry S. Truman
                    || (y == 1972 && m == Month.December && d == 28)
                    // National Day of Participation for the lunar exploration.
                    || (y == 1969 && m == Month.July && d == 21)
                    // Funeral of former President Eisenhower.
                    || (y == 1969 && m == Month.March && d == 31)
                    // Closed all day - heavy snow.
                    || (y == 1969 && m == Month.February && d == 10)
                    // Day after Independence Day.
                    || (y == 1968 && m == Month.July && d == 5)
                    // Month.JUNE 12-Dec. 31, 1968
                    // Four day week (closed on Wednesdays) - Paperwork Crisis
                    || (y == 1968 && dd >= 163 && w == Weekday.Wednesday)
                    )
                    return false;
            } else if (// Nixon's funeral
                (y == 1994 && m == Month.April && d == 27)
                )
                return false;
            return true;
        }
    }

    private final class GovernmentBondImpl extends WesternImpl {

        @Override
        public String name() { return "US government bond market"; }

        @Override
        public boolean isBusinessDay(final Date date) {
            final Weekday w = date.weekday();
            final int d = date.dayOfMonth(), dd = date.dayOfYear();
            final Month m = date.month();
            final int y = date.year();
            final int em = easterMonday(y);
            if (isWeekend(w)
                // New Year's Day (possibly moved to Weekday.MONDAY if on Sunday)
                || ((d == 1 || (d == 2 && w == Weekday.Monday)) && m == Month.January)
                // Martin Luther King's birthday (third Weekday.MONDAY in Month.JANUARY)
                || ((d >= 15 && d <= 21) && w == Weekday.Monday && m == Month.January)
                // Washington's birthday (third Weekday.MONDAY in Month.FEBRUARY)
                || ((d >= 15 && d <= 21) && w == Weekday.Monday && m == Month.February)
                // Good Weekday.FRIDAY
                || (dd == em-3)
                // Memorial Day (last Monday in Month.MAY)
                || (d >= 25 && w == Weekday.Monday && m == Month.May)
                // Independence Day (Monday if Sunday or Weekday.FRIDAY if Saturday)
                || ((d == 4 || (d == 5 && w == Weekday.Monday) ||
                     (d == 3 && w == Weekday.Friday)) && m == Month.July)
                // Labor Day (first Monday in Month.SEPTEMBER)
                || (d <= 7 && w == Weekday.Monday && m == Month.September)
                // Columbus Day (second Monday in October)
                || ((d >= 8 && d <= 14) && w == Weekday.Monday && m == Month.October)
                // Veteran's Day (Monday if Sunday or Weekday.FRIDAY if Saturday)
                || ((d == 11 || (d == 12 && w == Weekday.Monday) ||
                     (d == 10 && w == Weekday.Friday)) && m == Month.November)
                // Thanksgiving Day (fourth Weekday.THURSDAY in Month.NOVEMBER)
                || ((d >= 22 && d <= 28) && w == Weekday.Thursday && m == Month.November)
                // Christmas (Monday if Sunday or Weekday.FRIDAY if Saturday)
                || ((d == 25 || (d == 26 && w == Weekday.Monday) ||
                     (d == 24 && w == Weekday.Friday)) && m == Month.December))
                return false;
            return true;
        }
    }

    private final class NercImpl extends WesternImpl {

        @Override
        public String name(){ return "North American Energy Reliability Council";  }

        @Override
        public boolean isBusinessDay(final Date date) {
            final Weekday w = date.weekday();
            final int d = date.dayOfMonth();
            final Month m = date.month();
            if (isWeekend(w)
                // New Year's Day (possibly moved to Monday if on Sunday)
                || ((d == 1 || (d == 2 && w == Weekday.Monday)) && m == Month.January)
                // Memorial Day (last Monday in Month.MAY)
                || (d >= 25 && w == Weekday.Monday && m == Month.May)
                // Independence Day (Monday if Sunday)
                || ((d == 4 || (d == 5 && w == Weekday.Monday)) && m == Month.July)
                // Labor Day (first Monday in Month.SEPTEMBER)
                || (d <= 7 && w == Weekday.Monday && m == Month.September)
                // Thanksgiving Day (fourth Weekday.THURSDAY in Month.NOVEMBER)
                || ((d >= 22 && d <= 28) && w == Weekday.Thursday && m == Month.November)
                // Christmas (Monday if Sunday)
                || ((d == 25 || (d == 26 && w == Weekday.Monday)) && m == Month.December))
                return false;
            return true;
        }
     }
}