wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-09-11 12:00:50 +08:00
Code Issues Packages Projects Releases Wiki Activity

ENH: Does value checking for time offsets for market_open and market_close

Browse Source
This commit is contained in:
Joe Jevnik
2014-10-20 17:17:34 -04:00
parent 69124cb6ab
commit c6e85d08f0
2 changed files with 31 additions and 14 deletions
Download Patch File Download Diff File Expand all files Collapse all files
tests/utils/test_events.py
+6 -4
View File
@@ -43,6 +43,8 @@ from zipline.utils.events import (
_build_time,
EventManager,
Event,
MAX_MONTH_RANGE,
MAX_WEEK_RANGE,
)
@@ -276,7 +278,7 @@ class TestStatelessRules(RuleTestCase):
self.assertTrue(should_trigger(FULL_DAY))
self.assertFalse(should_trigger(HALF_DAY))
@parameterized.expand(param_range(5))
@parameterized.expand(param_range(MAX_WEEK_RANGE))
def test_NthTradingDayOfWeek(self, n):
should_trigger = NthTradingDayOfWeek(n).should_trigger
prev_day = self.sept_week[0].date()
@@ -291,7 +293,7 @@ class TestStatelessRules(RuleTestCase):
else:
self.assertNotEqual(n_tdays, n)
@parameterized.expand(param_range(5))
@parameterized.expand(param_range(MAX_WEEK_RANGE))
def test_NDaysBeforeLastTradingDayOfWeek(self, n):
should_trigger = NDaysBeforeLastTradingDayOfWeek(n).should_trigger
for m in self.sept_week:
@@ -306,7 +308,7 @@ class TestStatelessRules(RuleTestCase):
self.assertEqual(n_tdays, n)
@parameterized.expand(param_range(30))
@parameterized.expand(param_range(MAX_MONTH_RANGE))
def test_NthTradingDayOfMonth(self, n):
should_trigger = NthTradingDayOfMonth(n).should_trigger
for n_tdays, d in enumerate(self.sept_days):
@@ -316,7 +318,7 @@ class TestStatelessRules(RuleTestCase):
else:
self.assertNotEqual(n_tdays, n)
@parameterized.expand(param_range(30))
@parameterized.expand(param_range(MAX_MONTH_RANGE))
def test_NDaysBeforeLastTradingDayOfMonth(self, n):
should_trigger = NDaysBeforeLastTradingDayOfMonth(n).should_trigger
for n_days_before, d in enumerate(reversed(self.sept_days)):