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# This R package is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This R package 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
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this R package; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
################################################################################
# FUNCTION: DESCRIPTION:
# holidayTSX Returns holidays for TSX calendar
################################################################################
# ---------------------------------------------------------------------------- #
# Roxygen Tags
#' @export
# ---------------------------------------------------------------------------- #
holidayTSX <-
function (year = getRmetricsOptions("currentYear"))
{
# A function implemented by Diethelm Wuertz
# Description:
# TSX Holiday Calendar
# In Canada, the first Monday in August is generally a holiday but it
# is known by different names in different areas. In Rmetrics it is
# called CACivicProvincialHoliday()
# TSX Holidays:
# http://www.tsx.com/en/market_activity/market_hours.html
#
# * 2007:
# * New Year's Day - January 1, 2007
# * Good Friday - April 6, 2007
# * Victoria Day - May 21, 2007
# * Canada Day - July 2, 2007 (for July 1 holiday)
# * Civic Day - August 6, 2007
# * Labour Day - September 3, 2007
# * Thanksgiving Day - October 8, 2007
# * Christmas Eve - markets close at 1:00 p.m. ET
# * Christmas Day - December 25, 2007
# * Boxing Day - December 26, 2007
#
# * 2008:
# * New Year's Day - January 1, 2008
# * Family Day - February 18, 2008
# * Good Friday - March 21, 2008
# * Victoria Day - May 19, 2008
# * Canada Day - July 1, 2008
# * Civic Day - August 4, 2008
# * Labour Day - September 1, 2008
# * Thanksgiving Day - October 13, 2008
# * Christmas Day - December 25, 2008
# * Boxing Day - December 26, 2008
# Trading Hours:
# Toronto Stock Exchange and TSX Venture Exchange have trading hours
# of 9:30 a.m. to 4:00 p.m. ET, Monday to Friday, with the exception
# of the stock market holidays listed below. There is also an extended
# session for market participants (Participating Organizations and Members)
# from 4:15 to 5:00 p.m. ET each trading day.
# FUNCTION:
# Holidays - Years before 2007 are not checked out ...
holidays = c(
NewYearsDay(year),
GoodFriday(year),
CAVictoriaDay(year),
CACanadaDay(year),
CACivicProvincialHoliday(year),
CAThanksgivingDay(year),
CALabourDay(year),
ChristmasDay(year),
BoxingDay(year))
for (y in year)
if (y >= 2008) holidays = c(holidays, CAFamilyDay(year))
holidays = sort(holidays)
# Holidays falling on Saturdays and Sundays:
holidays = holidays + (1-isWeekday(holidays))*24*3600
holidays = holidays + (1-isWeekday(holidays))*24*3600
## GNB: fix issue 1288; holidayTSX(year=2011)
## was: (BoxingDay, ChristmasDay) = (Sat, Sun) => (Mon, Mon)
## now: => (Mon, Tue)
## TODO: this is a quick fix, needs more general solution, maybe
ind <- which(dayOfWeek(ChristmasDay(year)) == "Sun")
if(length(ind) > 0) {
wrk <- ChristmasDay(year)[ind] + 2*24*3600
holidays <- unique(sort(c(holidays, wrk)))
}
# Add Financial Center:
holidays <- timeDate(format(holidays),
zone = "Toronto", FinCenter = "Toronto")
# Return Value:
holidays
}
################################################################################
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