/usr/share/octave/packages/financial-0.4.0/holidays.m is in octave-financial 0.4.0-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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##
## This program is free software; you can redistribute it and/or modify it under
## the terms of the GNU General Public License as published by the Free Software
## Foundation; either version 3 of the License, or (at your option) any later
## version.
##
## This program is distributed in the hope that it will be useful, but WITHOUT
## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
## details.
##
## You should have received a copy of the GNU General Public License along with
## this program; if not, see <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
## @deftypefn {Function File} {h =} holidays (startdate, enddate)
##
## Return a vector of datenums that were holidays between
## @var{startdate} and @var{enddate}, inclusive. These holidays are
## trading holidays observed by the NYSE according to its rule 51.10. It
## does not take into account the exceptions for "unusual business
## conditions" or for additional days that have been called as holidays
## for one-time purposes.
##
## The complete list can be found at
## http://www.chronos-st.org/NYSE_Observed_Holidays-1885-Present.html
##
## @seealso{busdate, lbusdate, isbusday, fbusdate}
## @end deftypefn
function hol = holidays (sd, ed)
sd = datenum (datevec (sd));
ed = datenum (datevec (ed));
## just get the start and end years and generate all holidays in that range
yrs = year(sd):year(ed);
hol = [];
## New Year's Day
tmphol = datenum (yrs, 1, 1);
hol = [hol; tmphol(:)];
## Martin Luther King Day, the third Monday in January
tmphol = nweekdate (3, 2, yrs, 1);
hol = [hol; tmphol(:)];
## Washington's Birthday, the third Monday in February
tmphol = nweekdate (3, 2, yrs, 2);
hol = [hol; tmphol(:)];
## Good Friday
tmphol = easter (yrs) - 2;
hol = [hol; tmphol(:)];
## Memorial Day, the last Monday in May
tmphol = lweekdate (2, yrs, 5);
hol = [hol; tmphol(:)];
## Independence Day, July 4
tmphol = datenum (yrs, 7, 4);
hol = [hol; tmphol(:)];
## Labor Day, the first Monday in September
tmphol = nweekdate (1, 2, yrs, 9);
hol = [hol; tmphol(:)];
## Thanksgiving Day, the fourth Thursday in November
tmphol = nweekdate (4, 5, yrs, 11);
hol = [hol; tmphol(:)];
## Christmas Day
tmphol = datenum (yrs, 12, 25);
hol = [hol; tmphol(:)];
## Adjust for Saturdays and Sundays
wd = weekday (hol);
if any (wd == 1)
hol(wd == 1) = hol(wd == 1) + 1;
endif
if any (wd == 7)
hol(wd == 7) = hol(wd == 7) - 1;
endif
## Trim out the days that are not in the date range
hol(hol > ed | hol < sd) = [];
hol = sort (hol);
endfunction
## Tests
%!assert(holidays(datenum(2008,1,1), datenum(2008,12,31)), datenum(2008*ones(9,1), [1;1;2;3;5;7;9;11;12], [1;21;18;21;26;4;1;27;25]))
## Test Independence day observing on a Monday (July 5) and Christmas
## observing on a Friday (Dec 24)
%!assert(holidays(datenum(2004,1,1), datenum(2004,12,31)), datenum(2004*ones(9,1), [1;1;2;4;5;7;9;11;12], [1;19;16;9;31;5;6;25;24]))
%!assert(holidays(datenum(2008,3,5), datenum(2008,3,8)), zeros(0,1))
%!assert(holidays(datenum(2008,3,5), datenum(2008,3,5)), zeros(0,1))
%!assert(holidays(datenum(2008,1,1), datenum(2008,1,1)), datenum(2008,1,1))
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