from unittest import TestCase import pandas as pd from .test_trading_calendar import ExchangeCalendarTestBase from catalyst.utils.calendars.exchange_calendar_cme import CMEExchangeCalendar class CMECalendarTestCase(ExchangeCalendarTestBase, TestCase): answer_key_filename = "cme" calendar_class = CMEExchangeCalendar GAPS_BETWEEN_SESSIONS = False MAX_SESSION_HOURS = 24 def test_2016_holidays(self): # good friday: 2016-03-25 # christmas (observed)_: 2016-12-26 # new years (observed): 2016-01-02 for date in ["2016-03-25", "2016-12-26", "2016-01-02"]: self.assertFalse( self.calendar.is_session(pd.Timestamp(date, tz='UTC')) ) def test_2016_early_closes(self): # mlk day: 2016-01-18 # presidents: 2016-02-15 # mem day: 2016-05-30 # july 4: 2016-07-04 # labor day: 2016-09-05 # thankgiving: 2016-11-24 for date in ["2016-01-18", "2016-02-15", "2016-05-30", "2016-07-04", "2016-09-05", "2016-11-24"]: dt = pd.Timestamp(date, tz='UTC') self.assertTrue(dt in self.calendar.early_closes) market_close = self.calendar.schedule.loc[dt].market_close self.assertEqual( 12, market_close.tz_convert(self.calendar.tz).hour, )