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Fix Chile holidays #2003

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Jul 1, 2024
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Fix Chile holidays #2003

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4 changes: 2 additions & 2 deletions ql/time/calendar.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -197,7 +197,7 @@ namespace QuantLib {
}

Day Calendar::WesternImpl::easterMonday(Year y) {
static const Day EasterMonday[] = {
static const unsigned char EasterMonday[] = {
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Reason for this? The method returns a Day...

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The values all fit in a byte, so this saves space in the table. 3 bytes per entry, so about 1800 bytes for the two tables.

I thought it's a bit wasteful to store all these zeros in the data segment, but I can revert back if you think it's not worth it.

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My doubt is whether this forces a conversion from unsigned char to int each time the method returns.

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The conversion just gets folded into the mov instruction (movzx instead of plain mov): https://godbolt.org/z/5bf3PMaGE
They are the same speed when everything is in cache, but with the smaller tables the probability of being in cache is higher.

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ok, thanks.

98, 90, 103, 95, 114, 106, 91, 111, 102, // 1901-1909
87, 107, 99, 83, 103, 95, 115, 99, 91, 111, // 1910-1919
96, 87, 107, 92, 112, 103, 95, 108, 100, 91, // 1920-1929
Expand Down Expand Up @@ -239,7 +239,7 @@ namespace QuantLib {
}

Day Calendar::OrthodoxImpl::easterMonday(Year y) {
static const Day EasterMonday[] = {
static const unsigned char EasterMonday[] = {
105, 118, 110, 102, 121, 106, 126, 118, 102, // 1901-1909
122, 114, 99, 118, 110, 95, 115, 106, 126, 111, // 1910-1919
103, 122, 107, 99, 119, 110, 123, 115, 107, 126, // 1920-1929
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36 changes: 35 additions & 1 deletion ql/time/calendars/chile.cpp
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Expand Up @@ -21,6 +21,35 @@

namespace QuantLib {

namespace {

// Celebrated on the Winter Solstice day, except in 2021, when it was the day after.
inline bool isAboriginalPeopleDay(Day d, Month m, Year y) {
static const unsigned char aboriginalPeopleDay[] = {
21, 21, 21, 20, 20, 21, 21, 20, 20, // 2021-2029
21, 21, 20, 20, 21, 21, 20, 20, 21, 21, // 2030-2039
20, 20, 21, 21, 20, 20, 21, 21, 20, 20, // 2040-2049
20, 21, 20, 20, 20, 21, 20, 20, 20, 21, // 2050-2059
20, 20, 20, 21, 20, 20, 20, 21, 20, 20, // 2060-2069
20, 21, 20, 20, 20, 21, 20, 20, 20, 20, // 2070-2079
20, 20, 20, 20, 20, 20, 20, 20, 20, 20, // 2080-2089
20, 20, 20, 20, 20, 20, 20, 20, 20, 20, // 2090-2099
21, 21, 21, 21, 21, 21, 21, 21, 20, 21, // 2100-2109
21, 21, 20, 21, 21, 21, 20, 21, 21, 21, // 2110-2119
20, 21, 21, 21, 20, 21, 21, 21, 20, 21, // 2120-2129
21, 21, 20, 21, 21, 21, 20, 20, 21, 21, // 2130-2139
20, 20, 21, 21, 20, 20, 21, 21, 20, 20, // 2140-2149
21, 21, 20, 20, 21, 21, 20, 20, 21, 21, // 2150-2159
20, 20, 21, 21, 20, 20, 21, 21, 20, 20, // 2160-2169
20, 21, 20, 20, 20, 21, 20, 20, 20, 21, // 2170-2179
20, 20, 20, 21, 20, 20, 20, 21, 20, 20, // 2180-2189
20, 21, 20, 20, 20, 21, 20, 20, 20, 20 // 2190-2199
};
return m == June && y >= 2021 && d == aboriginalPeopleDay[y-2021];
}

}

Chile::Chile(Market) {
// all calendar instances share the same implementation instance
static ext::shared_ptr<Calendar::Impl> impl(new Chile::SseImpl);
Expand All @@ -39,16 +68,20 @@ namespace QuantLib {
// New Year's Day
|| (d == 1 && m == January)
|| (d == 2 && m == January && w == Monday && y > 2016)
// Papal visit in 2018
|| (d == 16 && m == January && y == 2018)
// Good Friday
|| (dd == em-3)
// Easter Saturday
|| (dd == em-2)
// Census Day in 2017
|| (d == 19 && m == April && y == 2017)
// Labour Day
|| (d == 1 && m == May)
// Navy Day
|| (d == 21 && m == May)
// Day of Aboriginal People
|| (d == 21 && m == June && y >= 2021)
|| isAboriginalPeopleDay(d, m, y)
// St. Peter and St. Paul
|| (d >= 26 && d <= 29 && m == June && w == Monday)
|| (d == 2 && m == July && w == Monday)
Expand All @@ -57,6 +90,7 @@ namespace QuantLib {
// Assumption Day
|| (d == 15 && m == August)
// Independence Day
|| (d == 16 && m == September && y == 2022)
|| (d == 17 && m == September && ((w == Monday && y >= 2007) || (w == Friday && y > 2016)))
|| (d == 18 && m == September)
// Army Day
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2 changes: 1 addition & 1 deletion ql/time/calendars/chile.hpp
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Expand Up @@ -40,7 +40,7 @@ namespace QuantLib {
<li>Easter Saturday</li>
<li>Labour Day, May 1st</li>
<li>Navy Day, May 21st</li>
<li>Day of Aboriginal People, June 21st (since 2021)</li>
<li>Day of Aboriginal People, around June 21st (observed on each Winter Solstice) (since 2021)</li>
<li>Saint Peter and Saint Paul, June 29th (moved to the nearest Monday if it falls on a weekday)</li>
<li>Our Lady of Mount Carmel, July 16th</li>
<li>Assumption Day, August 15th</li>
Expand Down
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