R/date_function.R

In gfunk0704/RcppQuantitativeFinance: What the Package Does in One 'Title Case' Line

AsDate <- function(x) {
    as.Date(x,
            origin = "1970-01-01")
}

DaysOfYear <- function(date) {
    startDate <- ymd(paste0(year(date), "0101"))
    as.integer(date - startDate) + 1
}

IsRegularWeekend <- function(date) Weekdays(date) %in% c(6, 7)

Weekdays <- function(date) {
    lubridate::wday(x          = date,
                    week_start = 1)
}

DateSequence <- function(convention, from, to, by) {
    base               <- substring(by, nchar(by), nchar(by))
    num                <- as.integer(substring(by, 1, nchar(by) - 1))
    addNum             <- num
    dateSeq            <- from
    tailElem           <- from
    ConvertTenorToDate <- SetTenorConverter(convention, from)
    endDate            <- ConvertTenorToDate(to)
    
    while (tailElem < endDate) {
        tailElem <- ConvertTenorToDate(paste0(num, base))
        
        if (tailElem <= endDate) {
            dateSeq <- c(dateSeq, tailElem)
        }
        
        num <- num + addNum
    }
    
    dateSeq
}