#calendar #holidays #stock #exchange #calculating #full

usec

A Rust module with the ability of calculating US stock exchange calendar with full and half-day holidays

6 releases

0.3.4 Mar 27, 2023
0.2.4 Mar 8, 2023
0.2.3 Aug 11, 2022

#199 in Finance

MIT license

26KB
589 lines

usec

This is a Rust module with the ability of calculating US stock exchange calendar with full and half-day holidays. I've borrowed code heavily from https://github.com/xemwebe/cal-calc, special thanks to https://github.com/xemwebe

Motivation

I've developped simular applications in the past using:

  1. database that stores holiday information
  2. dotenv file with holiday information as env variable

I was not satisfied with neither approach due to the requirement of having to insert new db records or updating the dotenv file year after year, that's why I came to this rule-based solution.

Use case

  1. Use directly as a rust module in other rust applications that depends on the US Stock exchange calendar information
  2. Build a micro-service based on this module, using popular rust web frameworks such as actix-web to provide service to any programs that supports http requests, example usage of the service is to run certain business scripts on a trading date

Example run

cargo run --example show_year 2022
# just for the fun, supply JSON formatted env variable to add 3/3/2022 into the rules set
ADDITIONAL_RULES='[{"SingularDay": "2022-03-03"}]' cargo run --example show_year 2022

Dependencies

~1.6–2.8MB
~52K SLoC