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Conner Fromknecht
44 lines
1.5 KiB
Python
44 lines
1.5 KiB
Python
#
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# Copyright 2016 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from unittest import TestCase
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import pandas as pd
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from test_events import StatefulRulesTests, StatelessRulesTests, \
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minutes_for_days
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from catalyst.utils.events import AfterOpen
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class TestStatelessRulesCME(StatelessRulesTests, TestCase):
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CALENDAR_STRING = "CME"
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HALF_SESSION = pd.Timestamp("2014-07-04", tz='UTC')
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FULL_SESSION = pd.Timestamp("2014-09-24", tz='UTC')
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def test_far_after_open(self):
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minute_groups = minutes_for_days(self.cal, ordered_days=True)
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after_open = AfterOpen(hours=9, minutes=25)
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after_open.cal = self.cal
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for session_minutes in minute_groups:
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for i, minute in enumerate(session_minutes):
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if i != 564:
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self.assertFalse(after_open.should_trigger(minute))
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else:
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self.assertTrue(after_open.should_trigger(minute))
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class TestStatefulRulesCME(StatefulRulesTests, TestCase):
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CALENDAR_STRING = "CME"
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