A library for financial datetime manipulations and holiday recurrence rules.
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 SeptemberExample 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.
Copyright 2017-2020 Adjoint Inc
Released under Apache 2.0.