I have some code (based somewhat on both Ito and BusinessDays), that is part of a larger Quantlib implementation that I'm working on in Julia, which deals with business days. You can check it out here:
https://github.com/pazzo83/QuantJulia.jl/blob/995954bb64389c746f38a7b0c6c4b9ed1ed2963e/src/time/BusinessCalendar.jl On Thursday, January 28, 2016 at 9:52:38 AM UTC-5, Michael Landis wrote: > > Maybe I'm missing something, but the one thing I want from DateTime is the > ability to determine whether a day has elapsed since a file modify date, > but not just a calendar day... at least a business day (i.e. Saturdays and > Sundays don't count), but even better if a calendar could skip past > government and/or business holidays too, so elapsed days are only the > meaningful ones, weekends and business holidays would not increment a > business days elapsed counter. > > For example, if you have downloaded daily closing stock prices at 8PM on > Friday the 29th of January, there's no point in downloading them again > until after the close of trading Monday, February 1st, but if you > originally downloaded them at 2PM on Friday the 29th of January, you will > get one more result by downloading them again at 8PM that same day. It > gets even more interesting when you throw time zone into the mix. The > markets are still actively trading at 6:30 PM Pacific Time. Need DateTime > functions that will aid in making those decisions. Is this being > considered for Julia and if not, should it be? >
