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ENH: Add function to concatenate list of dataframes with categoricals

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STY: Alphabetized import list
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Ana Ruelas
2017-06-02 16:47:37 -04:00
parent c03bed30b6
commit 897de69a2c
5 changed files with 198 additions and 7 deletions
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tests/utils/test_date_utils.py
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from pandas import Timestamp
from nose_parameterized import parameterized
from zipline.testing import ZiplineTestCase
from zipline.utils.calendars import get_calendar
from zipline.utils.date_utils import roll_dates_to_previous_session
class TestRollDatesToPreviousSession(ZiplineTestCase):
@parameterized.expand([
(
Timestamp('05-19-2017', tz='UTC'), # actual trading date
Timestamp('05-19-2017', tz='UTC'),
),
(
Timestamp('07-04-2015', tz='UTC'), # weekend nyse holiday
Timestamp('07-02-2015', tz='UTC'),
),
(
Timestamp('01-16-2017', tz='UTC'), # weeknight nyse holiday
Timestamp('01-13-2017', tz='UTC'),
),
])
def test_roll_dates_to_previous_session(self, date, expected_rolled_date):
calendar = get_calendar('NYSE')
result = roll_dates_to_previous_session(calendar, date)
self.assertEqual(result[0], expected_rolled_date)