DateManipulationClient.java

package org.drip.sample.service;

import org.drip.analytics.date.*;
import org.drip.json.parser.Converter;
import org.drip.json.simple.*;
import org.drip.service.env.EnvManager;
import org.drip.service.json.KeyHoleSkeleton;

/*
 * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
 */

/*!
 * Copyright (C) 2018 Lakshmi Krishnamurthy
 * Copyright (C) 2017 Lakshmi Krishnamurthy
 * Copyright (C) 2016 Lakshmi Krishnamurthy
 * 
 *  This file is part of DRIP, a free-software/open-source library for buy/side financial/trading model
 *      libraries targeting analysts and developers
 *      https://lakshmidrip.github.io/DRIP/
 *  
 *  DRIP is composed of four main libraries:
 *  
 *  - DRIP Fixed Income - https://lakshmidrip.github.io/DRIP-Fixed-Income/
 *  - DRIP Asset Allocation - https://lakshmidrip.github.io/DRIP-Asset-Allocation/
 *  - DRIP Numerical Optimizer - https://lakshmidrip.github.io/DRIP-Numerical-Optimizer/
 *  - DRIP Statistical Learning - https://lakshmidrip.github.io/DRIP-Statistical-Learning/
 * 
 *  - DRIP Fixed Income: Library for Instrument/Trading Conventions, Treasury Futures/Options,
 *      Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA
 *      Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV
 *      Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM
 *      Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.
 * 
 *  - DRIP Asset Allocation: Library for model libraries for MPT framework, Black Litterman Strategy
 *      Incorporator, Holdings Constraint, and Transaction Costs.
 * 
 *  - DRIP Numerical Optimizer: Library for Numerical Optimization and Spline Functionality.
 * 
 *  - DRIP Statistical Learning: Library for Statistical Evaluation and Machine Learning.
 * 
 *  Licensed under the Apache License, Version 2.0 (the "License");
 *      you may not use this file except in compliance with the License.
 *   
 *  You may obtain a copy of the License at
 *      http://www.apache.org/licenses/LICENSE-2.0
 *  
 *  Unless required by applicable law or agreed to in writing, software
 *      distributed under the License is distributed on an "AS IS" BASIS,
 *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 *  
 *  See the License for the specific language governing permissions and
 *      limitations under the License.
 */

/**
 * DateManipulationClient demonstrates the Invocation and Examination of the JSON-based Date Manipulation
 *  Service Client.
 *
 * @author Lakshmi Krishnamurthy
 */

public class DateManipulationClient {

    @SuppressWarnings ("unchecked") static String IsHoliday (
        final JulianDate dt,
        final String strCalendar)
    {
        JSONObject jsonParameters = new JSONObject();

        jsonParameters.put ("Date", dt.toString());

        jsonParameters.put ("Calendar", strCalendar);

        JSONObject jsonRequest = new JSONObject();

        jsonRequest.put ("API", "DATE::ISHOLIDAY");

        jsonRequest.put ("Parameters", jsonParameters);

        return KeyHoleSkeleton.Thunker (jsonRequest.toJSONString());
    }

    @SuppressWarnings ("unchecked") static String Adjust (
        final JulianDate dt,
        final String strCalendar,
        final int iNumDaysToAdjust)
    {
        JSONObject jsonParameters = new JSONObject();

        jsonParameters.put ("Date", dt.toString());

        jsonParameters.put ("Calendar", strCalendar);

        jsonParameters.put ("DaysToAdjust", iNumDaysToAdjust);

        JSONObject jsonRequest = new JSONObject();

        jsonRequest.put ("API", "DATE::ADJUSTBUSINESSDAYS");

        jsonRequest.put ("Parameters", jsonParameters);

        return KeyHoleSkeleton.Thunker (jsonRequest.toJSONString());
    }

    @SuppressWarnings ("unchecked") static String Add (
        final JulianDate dt,
        final int iNumDaysToAdd)
    {
        JSONObject jsonParameters = new JSONObject();

        jsonParameters.put ("Date", dt.toString());

        jsonParameters.put ("DaysToAdd", iNumDaysToAdd);

        JSONObject jsonRequest = new JSONObject();

        jsonRequest.put ("API", "DATE::ADDDAYS");

        jsonRequest.put ("Parameters", jsonParameters);

        return KeyHoleSkeleton.Thunker (jsonRequest.toJSONString());
    }

    public static final void main (
        final String[] astrArgs)
        throws Exception
    {
        EnvManager.InitEnv ("");

        JulianDate dtSpot = DateUtil.CreateFromYMD (
            2016,
            DateUtil.MARCH,
            27
        );

        int iNumDays = 10;
        String strCalendar = "MXN";

        System.out.println ("\n\t|-----------------------------------------|");

        for (int i = 0; i < iNumDays; ++i) {
            JSONObject jsonResponse = (JSONObject) JSONValue.parse (
                Adjust (
                    dtSpot,
                    strCalendar,
                    i
                )
            );

            System.out.println (
                "\t| Adjusted[" + dtSpot + " + " + i + "] = " +
                Converter.DateEntry (
                    jsonResponse,
                    "DateOut"
                ) + " |"
            );
        }

        System.out.println ("\t|-----------------------------------------|");

        System.out.println ("\n\n\t|-------------------------------------------|");

        for (int i = 0; i < iNumDays; ++i) {
            JSONObject jsonResponse = (JSONObject) JSONValue.parse (
                Add (
                    dtSpot,
                    i
                )
            );

            System.out.println (
                "\t| Unadjusted[" + dtSpot + " + " + i + "] = " +
                Converter.DateEntry (
                    jsonResponse,
                    "DateOut"
                ) + " |"
            );
        }

        System.out.println ("\t|-------------------------------------------|");

        System.out.println ("\n\n\t|---------------------------------|");

        for (int i = 0; i < iNumDays; ++i) {
            JulianDate dt = dtSpot.addDays (i);

            JSONObject jsonResponse = (JSONObject) JSONValue.parse (
                IsHoliday (
                    dt,
                    strCalendar
                )
            );

            System.out.println (
                "\t| Is " + dt + " a Holiday? " +
                Converter.BooleanEntry (
                    jsonResponse,
                    "IsHoliday"
                ) + " |"
            );
        }

        System.out.println ("\t|---------------------------------|");
    }
}