BUG: Adjuster.reverse correction for Variant (#222) (#1143)

Author: attack68

python/rateslib/__init__.py

@@ -117,6 +117,8 @@ def __exit__(self, *args) -> None:  # type: ignore[no-untyped-def]
     FloatPeriod,
     FXCallPeriod,
     FXPutPeriod,
+    ZeroFixedPeriod,
+    ZeroFloatPeriod,
 )
 from rateslib.scheduling import (
     Adjuster,
@@ -221,6 +223,8 @@ def __exit__(self, *args) -> None:  # type: ignore[no-untyped-def]
     # periods.py,
     "FixedPeriod",
     "FloatPeriod",
+    "ZeroFixedPeriod",
+    "ZeroFloatPeriod",
     "Cashflow",
     "FXCallPeriod",
     "FXPutPeriod",

python/tests/scheduling/test_calendars.py

@@ -11,6 +11,7 @@
     Convention,
     Frequency,
     RollDay,
+    UnionCal,
     add_tenor,
     dcf,
     get_calendar,
@@ -688,3 +689,13 @@ def test_wlg_changes():
     assert not cal.is_bus_day(dt(2022, 9, 26))
     assert not cal.is_bus_day(dt(2025, 1, 20))
     assert not cal.is_bus_day(dt(2025, 1, 27))
+
+
+def test_busdayslag_reverse():
+    # test that reverse operates over settleable days also
+    a = Adjuster.BusDaysLagSettle(2)
+    cal = Cal([dt(2026, 1, 1)], [5, 6])
+    union = UnionCal([Cal([], [])], [cal])
+    assert a.adjust(dt(2025, 12, 30), union) == dt(2026, 1, 2)
+    assert a.adjust(dt(2025, 12, 31), union) == dt(2026, 1, 2)
+    assert a.reverse(dt(2026, 1, 2), union) == [dt(2025, 12, 31), dt(2025, 12, 30)]