Merge pull request #25 from SolumXplain/xplain-rebase

Xplain rebase

.circleci/config.yml

@@ -32,6 +32,14 @@ executors:
       JAVA_TOOL_OPTIONS: -XX:MaxRAM=3572m
       MAVEN_OPTS: -Xmx1g
 
+  #----------------------------------------------------------------------------
+  jdk21:
+    docker:
+      - image: cimg/openjdk:21.0
+    working_directory: ~/repo
+    environment:
+      JAVA_TOOL_OPTIONS: -XX:MaxRAM=3572m
+      MAVEN_OPTS: -Xmx1g
 
 #############################################################################
 # reusable commands
@@ -45,9 +53,13 @@ commands:
       - run:
           name: Initializing Maven
           command: |
+            mvn --version
             mkdir -p ./.mvn
-            echo "-e -B -DtrimStackTrace=false --settings $( pwd )/.circleci/maven-settings.xml" > ./.mvn/maven.config
-            cat ./.mvn/maven.config
+            echo "-e" >> ./.mvn/maven.config
+            echo "-B" >> ./.mvn/maven.config
+            echo "-DtrimStackTrace=false" >> ./.mvn/maven.config
+            echo "--settings" >> ./.mvn/maven.config
+            echo "$( pwd )/.circleci/maven-settings.xml" >> ./.mvn/maven.config
             mvn --version
 
 #----------------------------------------------------------------------------
@@ -259,6 +271,15 @@ jobs:
             - maven_install
             - maven_test
 
+  build21:
+    executor: jdk21
+    steps:
+      - checkout
+      - with_maven:
+          actions:
+            - maven_install
+            - maven_test
+
 #----------------------------------------------------------------------------
   release:
     executor: jdk8
@@ -314,6 +335,8 @@ workflows:
           context: OG-OSS
       - build17:
           context: OG-OSS
+      - build21:
+          context: OG-OSS
 
 #----------------------------------------------------------------------------
 # release based on a tag

.github/dependabot.yml

@@ -6,6 +6,7 @@ updates:
     interval: weekly
     time: "02:30"
   open-pull-requests-limit: 20
+  rebase-strategy: "disabled"
   reviewers:
   - jodastephen
   assignees:

.github/mergify.yml

@@ -1,11 +1,13 @@
 queue_rules:
   - name: default
-    conditions:
+    merge_conditions:
       - "label=auto-merge"
       - "check-success=build"
+    merge_method: squash
 
 pull_request_rules:
   - name: Auto-Merge
+    description: Merge branch once conditions pass
     conditions:
       - "label=auto-merge"
       - "status-success=build"
@@ -14,9 +16,10 @@ pull_request_rules:
       - "title~=^((?!(wip|WIP)).)*$"
     actions:
       queue:
-        method: squash
         name: default
+
   - name: Delete-Branch
+    description: Delete branch once PR merged
     conditions:
       - "merged"
     actions:

examples/pom.xml

@@ -10,7 +10,7 @@
   </parent>
   <groupId>com.opengamma.strata</groupId>
   <artifactId>strata-examples</artifactId>
-  <version>2.12.22-xplain-6</version>
+  <version>2.12.45-xplain</version>
   <packaging>jar</packaging>
   <name>Strata-Examples</name>
   <description>Example code to demonstrate use of Strata</description>

modules/basics/pom.xml

@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.22-xplain-6</version>
+    <version>2.12.45-xplain</version>
     <relativePath>..</relativePath>
   </parent>
   <artifactId>strata-basics</artifactId>

modules/basics/src/main/java/com/opengamma/strata/basics/currency/CurrencyAmount.java

@@ -314,8 +314,7 @@ public boolean isNegative() {
    * @return an amount based on this with the amount negated
    */
   public CurrencyAmount negated() {
-    // Zero is treated as a special case to avoid creating -0.0 which produces surprising equality behaviour
-    return new CurrencyAmount(currency, amount == 0d ? 0d : -amount);
+    return new CurrencyAmount(currency, -amount);
   }
 
   /**

modules/basics/src/main/java/com/opengamma/strata/basics/date/GlobalHolidayCalendars.java

@@ -1169,6 +1169,7 @@ private static void addHungarianSaturdays(List<LocalDate> holidays, Set<LocalDat
   // dates of published fixings - https://twitter.com/Banxico
   // http://www.banxico.org.mx/SieInternet/consultarDirectorioInternetAction.do?accion=consultarCuadro&idCuadro=CF111&locale=en
   // http://www.gob.mx/cms/uploads/attachment/file/161094/calendario_vacaciones2016.pdf
+  // https://comunicacionsocial.diputados.gob.mx/index.php/boletines/la-camara-de-diputados-declaro-el-1-de-octubre-de-cada-seis-a-os-como-dia-de-descanso-obligatorio
   static ImmutableHolidayCalendar generateMexicoCity() {
     List<LocalDate> holidays = new ArrayList<>(2000);
     for (int year = 1950; year <= 2099; year++) {
@@ -1186,6 +1187,10 @@ static ImmutableHolidayCalendar generateMexicoCity() {
       holidays.add(date(year, 5, 1));
       // independence
       holidays.add(date(year, 9, 16));
+      // inaguration day - occurring once in every 6 years (2024, 2030, etc).
+      if (year >= 2024 && (year + 4) % 6 == 0) {
+        holidays.add(date(year, 10, 1));
+      }
       // dead
       holidays.add(date(year, 11, 2));
       // revolution
@@ -1196,7 +1201,7 @@ static ImmutableHolidayCalendar generateMexicoCity() {
       holidays.add(date(year, 12, 25));
     }
     removeSatSun(holidays);
-    return ImmutableHolidayCalendar.of(HolidayCalendarId.of("MXMC"), holidays, SATURDAY, SUNDAY);
+    return ImmutableHolidayCalendar.of(HolidayCalendarIds.MXMC, holidays, SATURDAY, SUNDAY);
   }
 
   // generate BRBD

modules/basics/src/main/java/com/opengamma/strata/basics/location/Country.java

@@ -9,8 +9,8 @@
 import java.util.Locale;
 import java.util.Optional;
 import java.util.Set;
-import java.util.concurrent.ConcurrentHashMap;
 import java.util.concurrent.ConcurrentMap;
+import java.util.concurrent.ConcurrentSkipListMap;
 
 import org.joda.convert.FromString;
 import org.joda.convert.ToString;
@@ -19,8 +19,9 @@
 import com.google.common.base.Supplier;
 import com.google.common.base.Suppliers;
 import com.google.common.collect.ImmutableBiMap;
-import com.google.common.collect.ImmutableSet;
+import com.google.common.collect.ImmutableSortedSet;
 import com.opengamma.strata.collect.ArgChecker;
+import com.opengamma.strata.collect.MapStream;
 import com.opengamma.strata.collect.io.PropertiesFile;
 import com.opengamma.strata.collect.io.ResourceLocator;
 
@@ -41,15 +42,17 @@ public final class Country
   /**
    * Loads the ISO alpha-2 and alpha-3 country codes into a bidirectional map.
    */
-  private static final Supplier<ImmutableBiMap<String, String>> COUNTRY_CODES = Suppliers.memoize(() ->
-      ImmutableBiMap.copyOf(PropertiesFile.of(
-          ResourceLocator.ofClasspath(Country.class, "country.properties").getCharSource())
-          .getProperties().asMap()));
+  private static final Supplier<ImmutableBiMap<String, Country>> COUNTRY_CODES = Suppliers.memoize(() ->
+      ImmutableBiMap.copyOf(MapStream.of(PropertiesFile.of(
+                  ResourceLocator.ofClasspath(Country.class, "country.properties").getCharSource())
+              .getProperties().asMap())
+          .mapValues(Country::of)
+          .toMap()));
 
   /**
    * A cache of instances.
    */
-  private static final ConcurrentMap<String, Country> CACHE = new ConcurrentHashMap<>();
+  private static final ConcurrentMap<String, Country> CACHE = new ConcurrentSkipListMap<>();
   /**
    * The matcher for the code.
    */
@@ -256,11 +259,12 @@ public final class Country
    * <p>
    * This contains all the countries that have been defined at the point
    * that the method is called.
-   * 
+   *
    * @return an immutable set containing all registered countries
    */
   public static Set<Country> getAvailableCountries() {
-    return ImmutableSet.copyOf(CACHE.values());
+    COUNTRY_CODES.get();
+    return ImmutableSortedSet.copyOf(CACHE.values());
   }
 
   //-------------------------------------------------------------------------
@@ -316,9 +320,8 @@ public static Country parse(String countryCode) {
    * @throws IllegalArgumentException if the country code is invalid
    */
   public static Country of3Char(String countryCode) {
-    ArgChecker.matches(CODE_MATCHER, 3, 3, countryCode, "countryCode", "[A-Z][A-Z]");
+    ArgChecker.matches(CODE_MATCHER, 3, 3, countryCode, "countryCode", "[A-Z][A-Z][A-Z]");
     return Optional.ofNullable(COUNTRY_CODES.get().get(countryCode))
-        .map(alpha2Code -> of(alpha2Code.toUpperCase(Locale.ENGLISH)))
         .orElseThrow(() -> new IllegalArgumentException("Unknown country code: " + countryCode));
   }
 
@@ -359,8 +362,8 @@ public String getCode() {
    * @throws IllegalArgumentException if the country is invalid
    */
   public String getCode3Char() {
-    if (COUNTRY_CODES.get().containsValue(this.getCode())) {
-      return COUNTRY_CODES.get().inverse().get(this.getCode());
+    if (COUNTRY_CODES.get().containsValue(this)) {
+      return COUNTRY_CODES.get().inverse().get(this);
     } else {
       throw new IllegalArgumentException("Unknown country: " + this.getCode());
     }

modules/basics/src/main/java/com/opengamma/strata/basics/schedule/PeriodicSchedule.java

@@ -454,7 +454,7 @@ public Schedule createSchedule(ReferenceData refData, boolean combinePeriodsIfNe
         adj = new ArrayList<>(adj);
         unadj = new ArrayList<>(unadj);
         for (int i = 0; i < adj.size() - 1; i++) {
-          if (adj.get(i).equals(adj.get(i + 1))) {
+          while (i < adj.size() - 1 && adj.get(i).equals(adj.get(i + 1))) {
             adj.remove(i);
             unadj.remove(i);
           }

modules/basics/src/main/java/com/opengamma/strata/basics/value/ValueStepSequence.java

@@ -120,17 +120,18 @@ private void validate() {
   List<ValueStep> resolve(List<ValueStep> existingSteps, RollConvention rollConv) {
     ImmutableList.Builder<ValueStep> steps = ImmutableList.builder();
     steps.addAll(existingSteps);
-    LocalDate prev = firstStepDate;
-    LocalDate date = firstStepDate;
-    while (!date.isAfter(lastStepDate)) {
+    LocalDate prev = rollConv.adjust(firstStepDate);
+    LocalDate date = rollConv.adjust(firstStepDate);
+    LocalDate adjustedLastStepDate = rollConv.adjust(lastStepDate);
+    while (!date.isAfter(adjustedLastStepDate)) {
       steps.add(ValueStep.of(date, adjustment));
       prev = date;
       date = rollConv.next(date, frequency);
     }
-    if (!prev.equals(lastStepDate)) {
+    if (!prev.equals(adjustedLastStepDate)) {
       throw new IllegalArgumentException(Messages.format(
           "ValueStepSequence lastStepDate did not match frequency '{}' using roll convention '{}', {} != {}",
-          frequency, rollConv, lastStepDate, prev));
+          frequency, rollConv, adjustedLastStepDate, prev));
     }
     return steps.build();
   }

modules/basics/src/main/resources/META-INF/com/opengamma/strata/config/base/HolidayCalendarData.ini

@@ -47,17 +47,17 @@
 2020=Jan01,Feb10,Apr06,Apr13,Apr14,Apr15,May01,May06,Jul06,Jul28,Aug12,Oct13,Oct23,Dec07,Dec10,Dec31
 2021=Jan01,Feb26,Apr06,Apr13,Apr14,Apr15,May03,May26,Jul26,Jul28,Aug12,Oct13,Oct25,Dec06,Dec10,Dec31
 2022=Jan03,Feb16,Apr06,Apr13,Apr14,Apr15,May02,May16,Jul13,Jul28,Aug12,Oct13,Oct24,Dec05,Dec12
-2023=Jan02,Mar06,Apr06,Apr13,Apr14,May01,Jun05,Jul28,Aug01,Aug14,Oct13,Oct23,Dec05,Dec11
-2024=Jan01,Jan02,Feb26,Apr08,Apr15,Apr16,May01,May22,Jul22,Jul29,Aug12,Oct14,Oct23,Dec05,Dec10,Dec31
-2025=Jan01,Feb12,Apr07,Apr14,Apr15,May01,May12,Jul10,Jul28,Aug12,Oct13,Oct23,Dec05,Dec10,Dec31
-2026=Jan01,Jan02,Mar03,Apr06,Apr13,Apr14,Apr15,May01,Jun01,Jul28,Jul29,Aug12,Oct13,Oct23,Dec07,Dec10,Dec31
-2027=Jan01,Feb22,Apr06,Apr13,Apr14,Apr15,May03,May20,Jul19,Jul28,Aug12,Oct13,Oct25,Dec06,Dec10,Dec31
-2028=Jan03,Feb10,Apr06,Apr13,Apr14,May01,May08,Jul06,Jul28,Aug14,Oct13,Oct23,Dec05,Dec11
-2029=Jan01,Jan02,Feb27,Apr06,Apr13,Apr16,May01,May28,Jul25,Jul30,Aug13,Oct15,Oct23,Dec05,Dec10,Dec31
-2030=Jan01,Feb18,Apr08,Apr15,Apr16,May01,May16,Jul15,Jul29,Aug12,Oct14,Oct23,Dec05,Dec10,Dec31
-2031=Jan01,Mar07,Apr07,Apr14,Apr15,May01,Jun04,Jul28,Aug04,Aug12,Oct13,Oct23,Dec05,Dec10,Dec31
-2032=Jan01,Jan02,Feb25,Apr06,Apr13,Apr14,Apr15,May03,May24,Jul22,Jul28,Aug12,Oct13,Oct25,Dec06,Dec10,Dec31
-2033=Jan03,Feb14,Apr06,Apr13,Apr14,Apr15,May02,May13,Jul11,Jul28,Aug12,Oct13,Oct24,Dec05,Dec12
+2023=Jan02,Mar06,Apr06,Apr13,Apr14,May01,May04,May05,Jun05,Jul28,Aug01,Aug14,Oct13,Oct23,Dec05,Dec11,Dec29
+2024=Jan01,Jan02,Feb26,Apr08,Apr15,Apr16,May01,May06,May22,Jul22,Jul29,Aug12,Oct14,Oct23,Dec05,Dec10,Dec30,Dec31
+2025=Jan01,Feb12,Apr07,Apr14,Apr15,May01,May05,May12,Jul10,Jul28,Aug12,Oct13,Oct23,Dec05,Dec10,Dec31
+2026=Jan01,Jan02,Mar03,Apr06,Apr13,Apr14,Apr15,May01,May04,Jun01,Jul28,Jul29,Aug12,Oct13,Oct23,Dec07,Dec10,Dec31
+2027=Jan01,Feb22,Apr06,Apr13,Apr14,Apr15,May03,May04,May20,Jul19,Jul28,Aug12,Oct13,Oct25,Dec06,Dec10,Dec31
+2028=Jan03,Feb10,Apr06,Apr13,Apr14,May01,May04,May08,Jul06,Jul28,Aug14,Oct13,Oct23,Dec05,Dec11
+2029=Jan01,Jan02,Feb27,Apr06,Apr13,Apr16,May01,May04,May28,Jul25,Jul30,Aug13,Oct15,Oct23,Dec05,Dec10,Dec31
+2030=Jan01,Feb18,Apr08,Apr15,Apr16,May01,May06,May16,Jul15,Jul29,Aug12,Oct14,Oct23,Dec05,Dec10,Dec31
+2031=Jan01,Mar07,Apr07,Apr14,Apr15,May01,May04,Jun04,Jul28,Aug04,Aug12,Oct13,Oct23,Dec05,Dec10,Dec31
+2032=Jan01,Jan02,Feb25,Apr06,Apr13,Apr14,Apr15,May03,May04,May24,Jul22,Jul28,Aug12,Oct13,Oct25,Dec06,Dec10,Dec31
+2033=Jan03,Feb14,Apr06,Apr13,Apr14,Apr15,May02,May04,May13,Jul11,Jul28,Aug12,Oct13,Oct24,Dec05,Dec12
 2034=Jan02,Mar06,Apr06,Apr13,Apr14,May01,Jun01,Jul28,Jul31,Aug14,Oct13,Oct23,Dec05,Dec11
 2035=Jan01,Jan02,Feb22,Apr06,Apr13,Apr16,May01,May21,Jul20,Jul30,Aug13,Oct15,Oct23,Dec05,Dec10,Dec31
 2036=Jan01,Feb12,Apr07,Apr14,Apr15,May01,May12,Jul08,Jul28,Aug12,Oct13,Oct23,Dec05,Dec10,Dec31

modules/basics/src/test/java/com/opengamma/strata/basics/date/GlobalHolidayCalendarsTest.java

@@ -944,6 +944,8 @@ public static Object[][] data_mxmc() {
             md(5, 1), md(9, 16), md(11, 2), md(11, 16), md(12, 12), md(12, 25))},
         {2016, mds(2016, md(1, 1), md(2, 1), md(3, 21), md(3, 24), md(3, 25),
             md(5, 1), md(9, 16), md(11, 2), md(11, 21), md(12, 12), md(12, 25))},
+        {2024, mds(2024, md(1, 1), md(2, 5), md(3, 18), md(3, 28), md(3, 29),
+            md(5, 1), md(9, 16), md(10, 1), md(11, 2), md(11, 18), md(12, 12), md(12, 25))},
     };
   }
 

modules/basics/src/test/java/com/opengamma/strata/basics/location/CountryTest.java

@@ -87,6 +87,15 @@ public void test_getAvailable() {
     assertThat(available.contains(Country.CA)).isTrue();
   }
 
+  @Test
+  public void test_new_Country_included_in_getAvailable() {
+    Set<Country> available = Country.getAvailableCountries();
+    assertThat(available.size()).isGreaterThan(0);
+    Country.of("XZ");
+    Set<Country> updatedAvailable = Country.getAvailableCountries();
+    assertThat(updatedAvailable.size() - available.size()).isEqualTo(1);
+  }
+
   //-----------------------------------------------------------------------
   @Test
   public void test_of_String() {

modules/basics/src/test/java/com/opengamma/strata/basics/schedule/PeriodicScheduleTest.java

@@ -13,6 +13,7 @@
 import static com.opengamma.strata.basics.date.HolidayCalendarIds.NO_HOLIDAYS;
 import static com.opengamma.strata.basics.date.HolidayCalendarIds.SAT_SUN;
 import static com.opengamma.strata.basics.schedule.Frequency.P12M;
+import static com.opengamma.strata.basics.schedule.Frequency.P1D;
 import static com.opengamma.strata.basics.schedule.Frequency.P1M;
 import static com.opengamma.strata.basics.schedule.Frequency.P1W;
 import static com.opengamma.strata.basics.schedule.Frequency.P2M;
@@ -73,6 +74,7 @@
 import com.opengamma.strata.basics.date.BusinessDayConvention;
 import com.opengamma.strata.basics.date.HolidayCalendar;
 import com.opengamma.strata.basics.date.HolidayCalendarId;
+import com.opengamma.strata.basics.date.HolidayCalendarIds;
 import com.opengamma.strata.basics.date.HolidayCalendars;
 
 /**
@@ -1208,6 +1210,49 @@ public HolidayCalendarId getId() {
     assertThat(schedule.getPeriod(2).getStartDate()).isEqualTo(date(2020, 10, 9));
   }
 
+  @Test
+  public void test_combinePeriodsWhenNecessary_1d_createSchedule_duplicate_exception() {
+    HolidayCalendarId id = SAT_SUN;
+    HolidayCalendar calendar = HolidayCalendars.SAT_SUN;
+
+    ReferenceData referenceData = ImmutableReferenceData.of(id, calendar);
+    BusinessDayAdjustment businessDayAdjustment = BusinessDayAdjustment.of(MODIFIED_FOLLOWING, id);
+    PeriodicSchedule defn = PeriodicSchedule.builder()
+            .startDate(date(2020, 9, 18))
+            .endDate(date(2020, 12, 18))
+            .frequency(P1D)
+            .businessDayAdjustment(businessDayAdjustment)
+            .stubConvention(SHORT_FINAL)
+            .rollConvention(null)
+            .build();
+
+    Schedule schedule = defn.createSchedule(referenceData, true);
+    assertThat(schedule.getPeriods()).hasSize(65);
+    assertThat(schedule.getPeriod(0).getStartDate()).isEqualTo(date(2020, 9, 18));
+    assertThat(schedule.getPeriod(0).getEndDate()).isEqualTo(date(2020, 9, 21));
+  }
+
+  @Test
+  public void test_combinePeriodsWhenNecessary_1d_createSchedule() {
+    HolidayCalendarId id = SAT_SUN;
+    HolidayCalendar calendar = HolidayCalendars.SAT_SUN;
+
+    ReferenceData referenceData = ImmutableReferenceData.of(id, calendar);
+    BusinessDayAdjustment businessDayAdjustment = BusinessDayAdjustment.of(MODIFIED_FOLLOWING, id);
+    PeriodicSchedule defn = PeriodicSchedule.builder()
+            .startDate(date(2020, 9, 18))
+            .endDate(date(2020, 12, 18))
+            .frequency(P1D)
+            .businessDayAdjustment(businessDayAdjustment)
+            .stubConvention(SHORT_FINAL)
+            .rollConvention(null)
+            .build();
+
+    assertThatExceptionOfType(ScheduleException.class)
+            .isThrownBy(() -> defn.createSchedule(referenceData, false))
+            .withMessageMatching(".*duplicate adjusted dates.*");
+  }
+
   @Test
   public void test_emptyWhenAdjusted_twoPeriods_createUnadjustedDates() {
     PeriodicSchedule defn = PeriodicSchedule.builder()

modules/basics/src/test/java/com/opengamma/strata/basics/value/ValueStepSequenceTest.java

@@ -59,6 +59,18 @@ public void test_resolve() {
     assertThat(steps.get(3)).isEqualTo(ValueStep.of(date(2016, 10, 20), ADJ));
   }
 
+  @Test
+  public void test_resolve_with_roll_convention() {
+    ValueStepSequence test = ValueStepSequence.of(date(2022, 9, 21), date(2026, 9, 21), Frequency.P12M, ADJ);
+    List<ValueStep> steps = test.resolve(ImmutableList.of(), RollConventions.IMM);
+    assertThat(steps.size()).isEqualTo(5);
+    assertThat(steps.get(0)).isEqualTo(ValueStep.of(date(2022, 9, 21), ADJ));
+    assertThat(steps.get(1)).isEqualTo(ValueStep.of(date(2023, 9, 20), ADJ));
+    assertThat(steps.get(2)).isEqualTo(ValueStep.of(date(2024, 9, 18), ADJ));
+    assertThat(steps.get(3)).isEqualTo(ValueStep.of(date(2025, 9, 17), ADJ));
+    assertThat(steps.get(4)).isEqualTo(ValueStep.of(date(2026, 9, 16), ADJ));
+  }
+
   @Test
   public void test_resolve_invalid() {
     ValueStepSequence test = ValueStepSequence.of(date(2016, 4, 20), date(2016, 10, 20), Frequency.P12M, ADJ);