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BUG: Recalculate trigger for week rule if we miss the first one

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If we start the simulation on a day so that we miss the trigger
(the first for the sim) for that week, recalculate the trigger
for next week
This commit is contained in:
Andrew Liang
2016-04-15 15:09:08 -04:00
parent b7d9723a54
commit 6d6cd58c3b
2 changed files with 42 additions and 16 deletions
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tests/utils/test_events.py
+31 -10
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@@ -369,15 +369,29 @@ class TestStatelessRules(RuleTestCase):
self.assertEqual(m, first_of_week + timedelta(days=4-n))
self.assertEqual(n_triggered, 1)
@parameter_space(n=(0, 1, 2, 3, 4), type=('week_start', 'week_end'))
def test_edge_cases_for_TradingDayOfWeek(self, n, type):
@parameter_space(
rule_offset=(0, 1, 2, 3, 4),
start_offset=(0, 1, 2, 3, 4),
type=('week_start', 'week_end')
)
def test_edge_cases_for_TradingDayOfWeek(self,
rule_offset,
start_offset,
type):
"""
Test that we account for midweek holidays. Monday 01/20 is a holiday.
Ensure that the trigger date for that week is adjustmented
appropriately, or thrown out if not enough trading days.
Ensure that the trigger date for that week is adjusted
appropriately, or thrown out if not enough trading days. Also, test
that if we start the simulation on a day where we miss the trigger
for that week, that the trigger is recalculated for next week.
"""
sim_start = pd.Timestamp('01-06-2014 14:31:00', tz='UTC') + \
timedelta(days=start_offset)
jan_minutes = self.env.minutes_for_days_in_range(
datetime.date(year=2014, month=1, day=6),
datetime.date(year=2014, month=1, day=6) +
timedelta(days=start_offset),
datetime.date(year=2014, month=1, day=31)
)
@@ -391,7 +405,8 @@ class TestStatelessRules(RuleTestCase):
pd.Timestamp('2014-01-21 14:31:00', tz='UTC'),
pd.Timestamp('2014-01-27 14:31:00', tz='UTC'),
]
trigger_dates = [x + timedelta(days=n) for x in trigger_dates]
trigger_dates = \
[x + timedelta(days=rule_offset) for x in trigger_dates]
else:
rule = NDaysBeforeLastTradingDayOfWeek
# Expect to trigger on the last trading day of the week, minus the
@@ -402,16 +417,22 @@ class TestStatelessRules(RuleTestCase):
pd.Timestamp('2014-01-24 14:31:00', tz='UTC'),
pd.Timestamp('2014-01-31 14:31:00', tz='UTC'),
]
trigger_dates = [x - timedelta(days=n) for x in trigger_dates]
trigger_dates = \
[x - timedelta(days=rule_offset) for x in trigger_dates]
should_trigger = partial(
rule(n).should_trigger, env=self.env
rule(rule_offset).should_trigger, env=self.env
)
# If offset is 4, there is not enough trading days in the short week,
# and so it should not trigger
if n == 4:
if rule_offset == 4:
del trigger_dates[2]
# Filter out trigger dates that happen before the simulation starts
trigger_dates = [x for x in trigger_dates if x >= sim_start]
expected_n_triggered = len(trigger_dates)
trigger_dates = iter(trigger_dates)
n_triggered = 0
@@ -420,7 +441,7 @@ class TestStatelessRules(RuleTestCase):
self.assertEqual(m, next(trigger_dates))
n_triggered += 1
self.assertEqual(n_triggered, 4 if n != 4 else 3)
self.assertEqual(n_triggered, expected_n_triggered)
@subtest(param_range(MAX_MONTH_RANGE), 'n')
def test_NthTradingDayOfMonth(self, n):