changing the calendar test for lse to use the last available date

rather than the end date.
This commit is contained in:
fawce
2013-02-19 00:14:08 -05:00
parent 4199b530b9
commit 791328c5ad
2 changed files with 9 additions and 9 deletions
+6 -6
View File
@@ -68,18 +68,18 @@ class TestTradingCalendar(TestCase):
env_start_index = \
env.trading_days.searchsorted(tradingcalendar_lse.start)
env_days = env.trading_days[env_start_index:]
diff = env_days - tradingcalendar_lse.trading_days
end_index = \
tradingcalendar_lse.trading_days.searchsorted(env.trading_days[-1])
# pandas series slicing is different.
cal_days = tradingcalendar_lse.trading_days[:end_index+1]
diff = env_days - cal_days
self.assertEqual(
len(diff),
0,
"{diff} should be empty".format(diff=diff)
)
diff2 = tradingcalendar_lse.trading_days - env_days
# depending on the time of day, data for the current day
# may not be available from yahoo, so don't include end
# of the tradingcalendar
diff2 = diff2 - self.end
diff2 = cal_days - env_days
self.assertEqual(
len(diff2),
0,
+3 -3
View File
@@ -17,13 +17,13 @@
import pandas as pd
import pytz
from datetime import datetime, timedelta
from datetime import datetime
from dateutil import rrule
from delorean import Delorean
start = datetime(1990, 1, 1, tzinfo=pytz.utc)
end_dln = Delorean(datetime.now() - timedelta(days=1), 'US/Eastern')
end_dln.truncate('day').shift('UTC')
end_dln = Delorean(datetime.now(), 'US/Eastern')
end_dln.shift('UTC').truncate('day')
end = end_dln.datetime