[R-sig-finance] fCalendar and Bizdays: 8 dec

[Diethelm Wuertz]

You have to proceed in the following way:


# Write your holiday Calendar, see holiday.NYSE(), eg for the ATX 
Trading Days ...
holiday.ATX =
function(y = 2005)
{
    # See: http://www.indices.cc/cms/5/199/2163
    if (y == 2005) {
        holidays = c(
            "2005-01-06", "2005-03-25", "2005-01-28",
            "2005-05-05", "2005-05-16", "2005-05-26",
            "2005-08-15", "2005-10-26", "2005-11-01",
            "2005-12-08", "2006-12-26", "2005-12-30")
    } else {
        # Do it for all the other years of interest ...
        # or generate them from some trading rules ...
        stop("Not implemented")
    }
   
    ans = timeDate(charvec = holidays, format = NULL, zone = "Vienna",
        FinCenter = "Vienna")

    ans at FinCenter = "Europe/Vienna"
   
    ans
}


# The data are recorded in zone="Vienna" and the Financial Center (where 
to use the data) is also Vienna:
test = timeDate(c("2005-12-08", "2005-12-25"), zone = "Vienna", 
FinCenter = "Vienna")

# Test ...
isBizday(test, holidays = holiday.ATX())


gives the right results.

DW


PS: There is a bug - currentYear - returns 2005
use to fix: currentYear = .currentYear()
This bug will be fixed with the next release/


Thomas Steiner wrote:

>>>isBizday(timeDate("2005-12-08"))
>>>      
>>>
>>[1] TRUE
>>    
>>
>
>of course it should be
>
>isBizday(timeDate("2005-12-08", FinCenter = "Vienna"))
>
>which returns TRUE as well.
>
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