wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-09-09 11:19:23 +08:00
Code Issues Packages Projects Releases Wiki Activity

MAINT: Removes static calendar from schedule_function rules

Browse Source
This commit is contained in:
jfkirk
2016-06-08 13:34:19 -04:00
committed by Jean Bredeche
parent 591ae02a02
commit 31f9f06c9a
4 changed files with 95 additions and 50 deletions
Download Patch File Download Diff File Expand all files Collapse all files
tests/utils/test_events.py
+28 -8
View File
@@ -239,6 +239,10 @@ class RuleTestCase(TestCase):
cls.after_open = AfterOpen(hours=1, minutes=5)
cls.class_ = None # Mark that this is the base class.
cal = get_calendar('NYSE')
cls.before_close.cal = cal
cls.after_open.cal = cal
def test_completeness(self):
"""
Tests that all rules are being tested.
@@ -316,7 +320,10 @@ class TestStatelessRules(RuleTestCase):
@subtest(minutes_for_days(), 'ms')
def test_NotHalfDay(self, ms):
should_trigger = NotHalfDay().should_trigger
cal = get_calendar('NYSE')
rule = NotHalfDay()
rule.cal = cal
should_trigger = rule.should_trigger
self.assertTrue(should_trigger(FULL_DAY))
self.assertFalse(should_trigger(HALF_DAY))
@@ -325,15 +332,19 @@ class TestStatelessRules(RuleTestCase):
Test that we don't blow up when trying to call week_start's
should_trigger on the first day of a trading environment.
"""
cal = get_calendar('NYSE')
rule = NthTradingDayOfWeek(0)
rule.cal = cal
self.assertTrue(
NthTradingDayOfWeek(0).should_trigger(
self.nyse_cal.all_trading_days[0]
)
rule.should_trigger(self.nyse_cal.all_trading_days[0])
)
@subtest(param_range(MAX_WEEK_RANGE), 'n')
def test_NthTradingDayOfWeek(self, n):
should_trigger = NthTradingDayOfWeek(n).should_trigger
cal = get_calendar('NYSE')
rule = NthTradingDayOfWeek(n)
rule.cal = cal
should_trigger = rule.should_trigger
prev_day = self.sept_week[0].date()
n_tdays = 0
for m in self.sept_week:
@@ -348,7 +359,10 @@ class TestStatelessRules(RuleTestCase):
@subtest(param_range(MAX_WEEK_RANGE), 'n')
def test_NDaysBeforeLastTradingDayOfWeek(self, n):
should_trigger = NDaysBeforeLastTradingDayOfWeek(n).should_trigger
cal = get_calendar('NYSE')
rule = NDaysBeforeLastTradingDayOfWeek(n)
rule.cal = cal
should_trigger = rule.should_trigger
for m in self.sept_week:
if should_trigger(m):
n_tdays = 0
@@ -470,7 +484,10 @@ class TestStatelessRules(RuleTestCase):
@subtest(param_range(MAX_MONTH_RANGE), 'n')
def test_NthTradingDayOfMonth(self, n):
should_trigger = NthTradingDayOfMonth(n).should_trigger
cal = get_calendar('NYSE')
rule = NthTradingDayOfMonth(n)
rule.cal = cal
should_trigger = rule.should_trigger
for n_tdays, d in enumerate(self.sept_days):
for m in self.nyse_cal.trading_minutes_for_day(d):
if should_trigger(m):
@@ -480,7 +497,10 @@ class TestStatelessRules(RuleTestCase):
@subtest(param_range(MAX_MONTH_RANGE), 'n')
def test_NDaysBeforeLastTradingDayOfMonth(self, n):
should_trigger = NDaysBeforeLastTradingDayOfMonth(n).should_trigger
cal = get_calendar('NYSE')
rule = NDaysBeforeLastTradingDayOfMonth(n)
rule.cal = cal
should_trigger = rule.should_trigger
for n_days_before, d in enumerate(reversed(self.sept_days)):
for m in self.nyse_cal.trading_minutes_for_day(d):
if should_trigger(m):