README.md

Datetimes

A library for financial datetime manipulations and holiday recurrence rules.

Usage

Example usage:

import Datetime 
import Datetime.Types
import Data.Aeason as A

christmas :: Datetime
christmas = Datetime
  { year     = 2017
  , month    = 12
  , day      = 25
  , hour     = 0
  , minute   = 0
  , second   = 0
  , zone     = 0
  , week_day = 1
  }

-- Fiscal Quarters 2017
let (q1,q2,q3,q4) = fiscalQuarters 2017

eom :: Datetime
eom = eomonth 2017 March

eos :: Datetime
eos = eomonth 2017 September

Example date time calculation for calendarization, difference calculation and holiday and market status:

main :: IO ()
main = do
  print (isHoliday christmas)
  print (isWeekend christmas)
  putStrLn (A.encode christmas)

  print (isBusiness eom)
  print (daysBetween (eomonth 2017 March) (eomonth 2019 March))
 
  print (christmas `within` q4) -- True
  print (christmas `within` q2) -- False 
  print $ (christmas `sub` months 11) `within` q1 2017 -- True 

  nowDt <- now
  print nowDt

  print $ nowDt `add` (months 3)
  print $ nowDt `add` (months 3 <> days 3)

The holidays for United Kingdom and United States banking days can be generated programmatically from recurrence rules:

> ukHolidays 2017
[ Fixed (FixedHoliday {recurrenceDay = 25, recurrenceMonth = December, observance = Nearest_workday, timezone = +0500})
, Fixed (FixedHoliday {recurrenceDay = 26, recurrenceMonth = December, observance = Nearest_workday, timezone = +0000})
, Fixed (FixedHoliday {recurrenceDay = 1, recurrenceMonth = January, observance = Next_monday, timezone = +0500})
, Easter (EasterHoliday (Datetime {year = 2017, month = 4, day = 14, hour = 0, minute = 0, second = 0, zone = 0, week_day = 5}))
, Easter (EasterHoliday (Datetime {year = 2017, month = 4, day = 17, hour = 0, minute = 0, second = 0, zone = 0, week_day = 1}))
, Rule (HolidayRule {monthOfYear = May, weekDayPos = First, weekDay = Monday})
, Rule (HolidayRule {monthOfYear = May, weekDayPos = Last, weekDay = Monday})
, Rule (HolidayRule {monthOfYear = August, weekDayPos = Last, weekDay = Monday})
]

The datetime type also implements a full serialize and deserializer for JSON encoding and binary wire protocol serialization.

License

Copyright 2017-2020 Adjoint Inc

Released under Apache 2.0.