ENH: add calendar nsw to extend syd. (#192) (#1113)

Author: attack68

docs/source/spec/calendars/aud_nsw.rst

@@ -0,0 +1,17 @@
+.. _spec-aud-nsw:
+
+*************
+NSW Calendar
+*************
+
+This calendar extends the *'SYD'* calendar to include the NSW Bank Holiday (first Monday of August)
+and the NSW Labour Day (first Monday of October), which are used with currency settlements.
+
+.. ipython:: python
+   :suppress:
+
+   from rateslib import *
+
+.. ipython:: python
+
+   get_calendar("nsw").holidays

python/rateslib/default.py

@@ -51,6 +51,7 @@ def __init__(self) -> None:
             "tro": NamedCal("tro"),
             "tyo": NamedCal("tyo"),
             "syd": NamedCal("syd"),
+            "nsw": NamedCal("nsw"),
             "wlg": NamedCal("wlg"),
             "mum": NamedCal("mum"),
         }

python/tests/scheduling/test_calendars.py

@@ -678,7 +678,7 @@ def test_fed_sunday_to_monday():
 
 
 def test_syd_nsw_holidays():
-    cal = get_calendar("syd")
+    cal = get_calendar("nsw")
     assert not cal.is_bus_day(dt(1970, 8, 3))
     assert not cal.is_bus_day(dt(1970, 10, 5))
 

rust/scheduling/calendars/named/mod.rs

@@ -6,6 +6,7 @@ pub mod bus;
 pub mod fed;
 pub mod ldn;
 pub mod mum;
+pub mod nsw;
 pub mod nyc;
 pub mod osl;
 pub mod stk;
@@ -35,6 +36,7 @@ pub(crate) fn get_weekmask_by_name(name: &str) -> Result<Vec<u8>, PyErr> {
         ("tro", tro::WEEKMASK),
         ("tyo", tyo::WEEKMASK),
         ("syd", syd::WEEKMASK),
+        ("nsw", nsw::WEEKMASK),
         ("wlg", wlg::WEEKMASK),
         ("mum", mum::WEEKMASK),
     ]);
@@ -61,6 +63,7 @@ pub(crate) fn get_holidays_by_name(name: &str) -> Result<Vec<NaiveDateTime>, PyE
         ("tro", tro::HOLIDAYS),
         ("tyo", tyo::HOLIDAYS),
         ("syd", syd::HOLIDAYS),
+        ("nsw", nsw::HOLIDAYS),
         ("wlg", wlg::HOLIDAYS),
         ("mum", mum::HOLIDAYS),
     ]);
@@ -90,6 +93,7 @@ pub(crate) fn get_holidays_by_name(name: &str) -> Result<Vec<NaiveDateTime>, PyE
 //         ("tro", tro::RULES),
 //         ("tyo", tyo::RULES),
 //         ("syd", syd::RULES),
+//         ("nsw", nsw::RULES),
 //         ("wlg", wlg::RULES),
 //         ("mum", mum::RULES),
 //     ]);