SCM

[#1288] Missing Holiday CALaborDay() in package "timeDate" and Problem with holidayTSX()

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Date:
2011-02-17 15:03
Priority:
3
State:
Open
Submitted by:
Stefan Wilhelm (swilhelm)
Assigned to:
Nobody (None)
Hardware:
None
Product:
None
Operating System:
All
Component:
None
Version:
None
Severity:
normal
Resolution:
None
 
URL:
Summary:
Missing Holiday CALaborDay() in package "timeDate" and Problem with holidayTSX()

Detailed description
The function holidayTSX(year=2011) returns the market holidays for Toronto Stock Exchange, but currently has to problems:

1. The CA Labor Day (1st Monday in September, 05.09.2011) is missing.
2. The rolling for holidays if holidays fall on a weekend fails this year for Christmas Day and Boxing Day, both falling on Saturday and Sunday. This year, 26 December and 27 December will be market holidays.

The result currently is
[2011-01-03] [2011-02-21] [2011-04-22] [2011-05-23] [2011-07-01] [2011-08-01] [2011-10-10] [2011-12-26] [2011-12-26]

but should be

[2011-01-03] [2011-02-21] [2011-04-22] [2011-05-23] [2011-07-01] [2011-08-01] [2011-09-05][2011-10-10] [2011-12-26] [2011-12-27]

Best,
Stefan Wilhelm

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