Add Japan calendar support (issue #142)

crates/RustQuant_math/src/distributions/gamma.rs

@@ -40,6 +40,17 @@ pub struct Gamma {
 impl Gamma {
     /// New instance of a Gamma distribution.
     ///
+    /// # Examples
+    /// ```
+    /// # use RustQuant::utils::assert_approx_equal;
+    /// # use RustQuant::math::distributions::*;
+    ///
+    /// let gamma = Gamma::new(2.0, 3.0);
+    ///
+    /// assert_approx_equal!(gamma.mean(), 2.0 / 3.0, 1e-12);
+    /// assert_approx_equal!(gamma.variance(), 2.0 / 9.0, 1e-12);
+    /// ```
+    ///
     /// # Panics
     ///
     /// Panics if alpha and beta are not positive.
@@ -52,6 +63,19 @@ impl Gamma {
 }
 
 impl Distribution for Gamma {
+    /// Characteristic function of the Gamma distribution.
+    ///
+    /// # Examples
+    /// ```
+    /// # use RustQuant::utils::assert_approx_equal;
+    /// # use RustQuant::math::distributions::*;
+    ///
+    /// let gamma = Gamma::new(1.0, 1.0);
+    /// let cf = gamma.cf(1.0);
+    ///
+    /// assert_approx_equal!(cf.re, 0.5, 1e-10);
+    /// assert_approx_equal!(cf.im, 0.5, 1e-10);
+    /// ```
     fn cf(&self, t: f64) -> Complex<f64> {
         let i: Complex<f64> = Complex::i();
         let alpha = self.alpha;
@@ -60,6 +84,17 @@ impl Distribution for Gamma {
         (1.0 - i * t / beta).powf(-alpha)
     }
 
+    /// Probability density function of the Gamma distribution.
+    ///
+    /// # Examples
+    /// ```
+    /// # use RustQuant::utils::assert_approx_equal;
+    /// # use RustQuant::math::distributions::*;
+    ///
+    /// // Gamma(1,1) is equivalent to Exp(1).
+    /// let gamma = Gamma::new(1.0, 1.0);
+    /// assert_approx_equal!(gamma.pdf(1.0), 0.367_879_441_171_442_5, 1e-12);
+    /// ```
     fn pdf(&self, x: f64) -> f64 {
         assert!(x > 0.0);
 
@@ -73,6 +108,16 @@ impl Distribution for Gamma {
         self.pdf(x)
     }
 
+    /// Cumulative distribution function of the Gamma distribution.
+    ///
+    /// # Examples
+    /// ```
+    /// # use RustQuant::utils::assert_approx_equal;
+    /// # use RustQuant::math::distributions::*;
+    ///
+    /// let gamma = Gamma::new(1.0, 1.0);
+    /// assert_approx_equal!(gamma.cdf(1.0), 0.632_120_558_828_558_1, 1e-12);
+    /// ```
     fn cdf(&self, x: f64) -> f64 {
         assert!(x > 0.0);
 
@@ -86,6 +131,16 @@ impl Distribution for Gamma {
         unimplemented!()
     }
 
+    /// Mean of the Gamma distribution.
+    ///
+    /// # Examples
+    /// ```
+    /// # use RustQuant::utils::assert_approx_equal;
+    /// # use RustQuant::math::distributions::*;
+    ///
+    /// let gamma = Gamma::new(2.0, 4.0);
+    /// assert_approx_equal!(gamma.mean(), 0.5, 1e-12);
+    /// ```
     fn mean(&self) -> f64 {
         self.alpha / self.beta
     }
@@ -102,6 +157,16 @@ impl Distribution for Gamma {
         }
     }
 
+    /// Variance of the Gamma distribution.
+    ///
+    /// # Examples
+    /// ```
+    /// # use RustQuant::utils::assert_approx_equal;
+    /// # use RustQuant::math::distributions::*;
+    ///
+    /// let gamma = Gamma::new(2.0, 4.0);
+    /// assert_approx_equal!(gamma.variance(), 0.125, 1e-12);
+    /// ```
     fn variance(&self) -> f64 {
         self.alpha / self.beta.powi(2)
     }

crates/RustQuant_time/src/calendar.rs

@@ -73,6 +73,8 @@ pub enum Market {
     Israel,
     /// Italy national calendar.
     Italy,
+    /// Japan national calendar.
+    Japan,
     /// Mexico national calendar.
     Mexico,
     /// Netherlands national calendar.
@@ -428,6 +430,7 @@ impl Calendar {
                 Market::Indonesia => is_holiday_impl_indonesia(date),
                 Market::Israel => is_holiday_impl_israel(date),
                 Market::Italy => is_holiday_impl_italy(date),
+                Market::Japan => is_holiday_impl_japan(date),
                 Market::Mexico => is_holiday_impl_mexico(date),
                 Market::Netherlands => is_holiday_impl_netherlands(date),
                 Market::NewZealand => is_holiday_impl_new_zealand(date),

crates/RustQuant_time/src/countries/japan.rs

@@ -0,0 +1,107 @@
+use crate::utilities::unpack_date;
+use time::{Date, Month, Weekday};
+
+pub(crate) fn is_holiday_impl_japan(date: Date) -> bool {
+    let (y, m, d, wd, _, _) = unpack_date(date, false);
+
+    // Fixed-date holidays (modern scope)
+    let fixed =
+        (m == Month::January && d == 1) // New Year's Day
+        || (m == Month::February && d == 11) // National Foundation Day
+        || (m == Month::February && d == 23 && y >= 2020) // Emperor's Birthday (Reiwa)
+        || (m == Month::April && d == 29) // Showa Day
+        || (m == Month::May && d == 3) // Constitution Memorial Day
+        || (m == Month::May && d == 4) // Greenery Day
+        || (m == Month::May && d == 5) // Children's Day
+        || (m == Month::August && d == 11 && y >= 2016) // Mountain Day
+        || (m == Month::November && d == 3) // Culture Day
+        || (m == Month::November && d == 23); // Labor Thanksgiving Day
+
+    // Happy Monday system holidays
+    let happy_monday =
+        // Coming of Age Day: 2nd Monday of January
+        (m == Month::January && wd == Weekday::Monday && d >= 8 && d <= 14)
+        // Marine Day: 3rd Monday of July
+        || (m == Month::July && wd == Weekday::Monday && d >= 15 && d <= 21)
+        // Respect for the Aged Day: 3rd Monday of September
+        || (m == Month::September && wd == Weekday::Monday && d >= 15 && d <= 21)
+        // Sports Day: 2nd Monday of October
+        || (m == Month::October && wd == Weekday::Monday && d >= 8 && d <= 14);
+
+    // Equinox holidays (standard approximation)
+    let vernal =
+        m == Month::March && d as i32 == vernal_equinox_day(y as i32);
+    let autumnal =
+        m == Month::September && d as i32 == autumnal_equinox_day(y as i32);
+
+    // Substitute holidays: if holiday falls on Sunday, following Monday is holiday.
+    let substitute_monday = wd == Weekday::Monday && is_recognized_holiday(date.previous_day().unwrap());
+
+    fixed || happy_monday || vernal || autumnal || substitute_monday
+}
+
+fn is_recognized_holiday(date: Date) -> bool {
+    let (y, m, d, wd, _, _) = unpack_date(date, false);
+
+    let fixed =
+        (m == Month::January && d == 1)
+        || (m == Month::February && d == 11)
+        || (m == Month::February && d == 23 && y >= 2020)
+        || (m == Month::April && d == 29)
+        || (m == Month::May && d == 3)
+        || (m == Month::May && d == 4)
+        || (m == Month::May && d == 5)
+        || (m == Month::August && d == 11 && y >= 2016)
+        || (m == Month::November && d == 3)
+        || (m == Month::November && d == 23);
+
+    let happy_monday =
+        (m == Month::January && wd == Weekday::Monday && d >= 8 && d <= 14)
+        || (m == Month::July && wd == Weekday::Monday && d >= 15 && d <= 21)
+        || (m == Month::September && wd == Weekday::Monday && d >= 15 && d <= 21)
+        || (m == Month::October && wd == Weekday::Monday && d >= 8 && d <= 14);
+
+    let vernal = m == Month::March && d as i32 == vernal_equinox_day(y as i32);
+    let autumnal = m == Month::September && d as i32 == autumnal_equinox_day(y as i32);
+
+    fixed || happy_monday || vernal || autumnal
+}
+
+fn vernal_equinox_day(year: i32) -> i32 {
+    (20.8431 + 0.242194 * (year - 1980) as f64 - ((year - 1980) / 4) as f64).floor() as i32
+}
+
+fn autumnal_equinox_day(year: i32) -> i32 {
+    (23.2488 + 0.242194 * (year - 1980) as f64 - ((year - 1980) / 4) as f64).floor() as i32
+}
+
+#[cfg(test)]
+mod tests {
+    use crate::{Calendar, Market};
+    use time::macros::date;
+
+    const CALENDAR: Calendar = Calendar::new(Market::Japan);
+
+    #[test]
+    fn test_japan_holidays_2025() {
+        assert!(CALENDAR.is_holiday(date!(2025 - 01 - 01))); // New Year
+        assert!(CALENDAR.is_holiday(date!(2025 - 01 - 13))); // Coming of Age Day
+        assert!(CALENDAR.is_holiday(date!(2025 - 02 - 11))); // National Foundation Day
+        assert!(CALENDAR.is_holiday(date!(2025 - 03 - 20))); // Vernal Equinox
+        assert!(CALENDAR.is_holiday(date!(2025 - 04 - 29))); // Showa Day
+        assert!(CALENDAR.is_holiday(date!(2025 - 05 - 05))); // Children's Day
+        assert!(CALENDAR.is_holiday(date!(2025 - 07 - 21))); // Marine Day
+        assert!(CALENDAR.is_holiday(date!(2025 - 09 - 15))); // Respect for the Aged Day
+        assert!(CALENDAR.is_holiday(date!(2025 - 09 - 23))); // Autumnal Equinox
+        assert!(CALENDAR.is_holiday(date!(2025 - 10 - 13))); // Sports Day
+        assert!(CALENDAR.is_holiday(date!(2025 - 11 - 03))); // Culture Day
+        assert!(CALENDAR.is_holiday(date!(2025 - 11 - 24))); // Labor Thanksgiving substitute
+    }
+
+    #[test]
+    fn test_regular_business_days_2025() {
+        assert!(!CALENDAR.is_holiday(date!(2025 - 01 - 02)));
+        assert!(!CALENDAR.is_holiday(date!(2025 - 06 - 10)));
+        assert!(!CALENDAR.is_holiday(date!(2025 - 12 - 01)));
+    }
+}

crates/RustQuant_time/src/countries/mod.rs

@@ -89,6 +89,10 @@ pub(crate) use israel::*;
 pub mod italy;
 pub(crate) use italy::*;
 
+/// Japan holidays and calendars.
+pub mod japan;
+pub(crate) use japan::*;
+
 /// Mexico holidays and calendars
 pub mod mexico;
 pub(crate) use mexico::*;