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added china calendar for the year 2025 #2150

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Feb 3, 2025
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added china calendar for the year 2025 #2150

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13 changes: 12 additions & 1 deletion ql/time/calendars/china.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -96,6 +96,7 @@ namespace QuantLib {
|| (y == 2022 && ((d == 31 && m == January) || (d <= 4 && m == February)))
|| (y == 2023 && d >= 23 && d <= 27 && m == January)
|| (y == 2024 && (d == 9 || (d >= 12 && d <= 16)) && m == February)
|| (y == 2025 && ((d >= 28 && d <= 31 && m == January) || (d >= 3 && d <= 4 && m == February)))
// Ching Ming Festival
|| (y <= 2008 && d == 4 && m == April)
|| (y == 2009 && d == 6 && m == April)
Expand All @@ -114,6 +115,7 @@ namespace QuantLib {
|| (y == 2022 && d >= 4 && d <= 5 && m == April)
|| (y == 2023 && d == 5 && m == April)
|| (y == 2024 && d >= 4 && d <= 5 && m == April)
|| (y == 2025 && d == 4 && m == April)
// Labor Day
|| (y <= 2007 && d >= 1 && d <= 7 && m == May)
|| (y == 2008 && d >= 1 && d <= 2 && m == May)
Expand All @@ -135,6 +137,7 @@ namespace QuantLib {
|| (y == 2022 && d >= 2 && d <= 4 && m == May)
|| (y == 2023 && d >= 1 && d <= 3 && m == May)
|| (y == 2024 && d >= 1 && d <= 3 && m == May)
|| (y == 2025 && (d == 1 || d == 2 || d == 5) && m == May)
// Tuen Ng Festival
|| (y <= 2008 && d == 9 && m == June)
|| (y == 2009 && (d == 28 || d == 29) && m == May)
Expand All @@ -153,6 +156,7 @@ namespace QuantLib {
|| (y == 2022 && d == 3 && m == June)
|| (y == 2023 && d >= 22 && d <= 23 && m == June)
|| (y == 2024 && d == 10 && m == June)
|| (y == 2025 && d == 2 && m == June)
// Mid-Autumn Festival
|| (y <= 2008 && d == 15 && m == September)
|| (y == 2010 && d >= 22 && d <= 24 && m == September)
Expand Down Expand Up @@ -189,6 +193,7 @@ namespace QuantLib {
|| (y == 2022 && d >= 3 && d <= 7 && m == October)
|| (y == 2023 && d >= 2 && d <= 6 && m == October)
|| (y == 2024 && ((d >= 1 && d <= 4) || d == 7) && m == October)
|| (y == 2025 && ((d >= 1 && d <= 3) || (d >= 6 && d <= 8)) && m == October)
// 70th anniversary of the victory of anti-Japaneses war
|| (y == 2015 && d >= 3 && d <= 4 && m == September)
)
Expand Down Expand Up @@ -354,7 +359,13 @@ namespace QuantLib {
Date(11, May, 2024),
Date(14, Sep, 2024),
Date(29, Sep, 2024),
Date(12, October, 2024)
Date(12, October, 2024),
// 2025
Date(26, Jan, 2025),
Date(8, Feb, 2025),
Date(27, Apr, 2025),
Date(28, Sep, 2025),
Date(11, Oct, 2025)
};

// If it is already a SSE business day, it must be a IB business day
Expand Down
31 changes: 29 additions & 2 deletions test-suite/calendars.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -3202,8 +3202,28 @@ BOOST_AUTO_TEST_CASE(testChinaSSE) {
expectedHol.emplace_back(4, Oct, 2024);
expectedHol.emplace_back(7, Oct, 2024);

// China Shanghai Securities Exchange holiday list in the year 2025
expectedHol.emplace_back(1, Jan, 2025);
expectedHol.emplace_back(28, Jan, 2025);
expectedHol.emplace_back(29, Jan, 2025);
expectedHol.emplace_back(30, Jan, 2025);
expectedHol.emplace_back(31, Jan, 2025);
expectedHol.emplace_back(3, Feb, 2025);
expectedHol.emplace_back(4, Feb, 2025);
expectedHol.emplace_back(4, April, 2025);
expectedHol.emplace_back(1, May, 2025);
expectedHol.emplace_back(2, May, 2025);
expectedHol.emplace_back(5, May, 2025);
expectedHol.emplace_back(2, Jun, 2025);
expectedHol.emplace_back(1, Oct, 2025);
expectedHol.emplace_back(2, Oct, 2025);
expectedHol.emplace_back(3, Oct, 2025);
expectedHol.emplace_back(6, Oct, 2025);
expectedHol.emplace_back(7, Oct, 2025);
expectedHol.emplace_back(8, Oct, 2025);

Calendar c = China(China::SSE);
std::vector<Date> hol = c.holidayList(Date(1, January, 2014), Date(31, December, 2024));
std::vector<Date> hol = c.holidayList(Date(1, January, 2014), Date(31, December, 2025));

for (Size i = 0; i < std::min<Size>(hol.size(), expectedHol.size()); i++) {
if (hol[i] != expectedHol[i])
Expand Down Expand Up @@ -3311,9 +3331,16 @@ BOOST_AUTO_TEST_CASE(testChinaIB) {
expectedWorkingWeekEnds.emplace_back(29, Sep, 2024);
expectedWorkingWeekEnds.emplace_back(12, October, 2024);

// China Inter Bank working weekends list in the year 2025
expectedWorkingWeekEnds.emplace_back(26, Jan, 2025);
expectedWorkingWeekEnds.emplace_back(8, Feb, 2025);
expectedWorkingWeekEnds.emplace_back(27, Apr, 2025);
expectedWorkingWeekEnds.emplace_back(28, Sep, 2025);
expectedWorkingWeekEnds.emplace_back(11, Oct, 2025);

Calendar c = China(China::IB);
Date start(1, Jan, 2014);
Date end(31, Dec, 2024);
Date end(31, Dec, 2025);

Size k = 0;

Expand Down
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