The current common US calendar configuration includes Juneteenth as a holiday since 2022, but in the case where Juneteenth falls on a Saturday, Friday 6/18 should not be considered a federal holiday. Banks are closed the Monday after a Sunday holiday, but not the Friday before a Saturday holiday, source: https://www.frbservices.org/about/holiday-schedules
I believe the issue is with this line: https://github.com/OpenGamma/Strata/blob/main/modules/basics/src/main/java/com/opengamma/strata/basics/date/GlobalHolidayCalendars.java#L340
The holiday adjustment logic is implemented correctly for other holidays by honoring the bumpBack flag, which is false for the NY USD and federal holiday calendars. For Juneteenth, however, it's bumping to Friday or Monday irrespective of the bumpBack flag.
To reproduce:
Evaluating HolidayCalendarId.defaultByCurrency(Currency.USD).resolve(ReferenceData.standard()).isBusinessDay(LocalDate.of(2027,6,18));
returns false, expected true
Version: current / 2.12.56
openjdk 17.0.8
The current common US calendar configuration includes Juneteenth as a holiday since 2022, but in the case where Juneteenth falls on a Saturday, Friday 6/18 should not be considered a federal holiday. Banks are closed the Monday after a Sunday holiday, but not the Friday before a Saturday holiday, source: https://www.frbservices.org/about/holiday-schedules
I believe the issue is with this line: https://github.com/OpenGamma/Strata/blob/main/modules/basics/src/main/java/com/opengamma/strata/basics/date/GlobalHolidayCalendars.java#L340
The holiday adjustment logic is implemented correctly for other holidays by honoring the
bumpBackflag, which is false for the NY USD and federal holiday calendars. For Juneteenth, however, it's bumping to Friday or Monday irrespective of thebumpBackflag.To reproduce:
Evaluating
HolidayCalendarId.defaultByCurrency(Currency.USD).resolve(ReferenceData.standard()).isBusinessDay(LocalDate.of(2027,6,18));returns
false, expectedtrueVersion: current / 2.12.56
openjdk 17.0.8