From d4a8878c6e47a518c1d14f0ea114640792c7db7b Mon Sep 17 00:00:00 2001
From: Eddie Hebert <ehebert@quantopian.com>
Date: Fri, 26 Apr 2013 10:56:54 -0400
Subject: [PATCH] TST: Ensure holiday edge case is covered in dividend
 performance test.

Add a test suite of dividend performance that ensures a holiday
is covered, needed because tests usually go over a random test range,
so holiday coverage isn't covered in basic test.

From @fawce.
---
 tests/test_perf_tracking.py | 17 +++++++++++++++++
 1 file changed, 17 insertions(+)

diff --git a/tests/test_perf_tracking.py b/tests/test_perf_tracking.py
index 22a4d070..9e2ccd1f 100644
--- a/tests/test_perf_tracking.py
+++ b/tests/test_perf_tracking.py
@@ -372,6 +372,23 @@ class TestDividendPerformance(unittest.TestCase):
         self.assertEqual(cumulative_cash_flows, [0, 0, 0, 0, 0])
 
 
+class TestDividendPerformanceHolidayStyle(TestDividendPerformance):
+
+    # The holiday tests begins the simulation on the day
+    # before Thanksgiving, so that the next trading day is
+    # two days ahead. Any tests that hard code events
+    # to be start + oneday will fail, since those events will
+    # be skipped by the simulation.
+
+    def setUp(self):
+        self.dt = datetime.datetime(2003, 11, 30, tzinfo=pytz.utc)
+        self.end_dt = datetime.datetime(2004, 11, 25, tzinfo=pytz.utc)
+        self.sim_params = SimulationParameters(
+            self.dt,
+            self.end_dt)
+        self.benchmark_events = benchmark_events_in_range(self.sim_params)
+
+
 class TestPositionPerformance(unittest.TestCase):
 
     def setUp(self):