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Ana Ruelas
30 lines
989 B
Python
30 lines
989 B
Python
from pandas import Timestamp
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from nose_parameterized import parameterized
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from zipline.testing import ZiplineTestCase
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from zipline.utils.calendars import get_calendar
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from zipline.utils.date_utils import roll_dates_to_previous_session
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class TestRollDatesToPreviousSession(ZiplineTestCase):
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@parameterized.expand([
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(
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Timestamp('05-19-2017', tz='UTC'), # actual trading date
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Timestamp('05-19-2017', tz='UTC'),
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),
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(
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Timestamp('07-04-2015', tz='UTC'), # weekend nyse holiday
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Timestamp('07-02-2015', tz='UTC'),
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),
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(
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Timestamp('01-16-2017', tz='UTC'), # weeknight nyse holiday
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Timestamp('01-13-2017', tz='UTC'),
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),
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])
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def test_roll_dates_to_previous_session(self, date, expected_rolled_date):
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calendar = get_calendar('NYSE')
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result = roll_dates_to_previous_session(calendar, date)
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self.assertEqual(result[0], expected_rolled_date)
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