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https://github.com/wassname/catalyst.git
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Jean Bredeche
43 lines
1.5 KiB
Python
43 lines
1.5 KiB
Python
from unittest import TestCase
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import pandas as pd
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from .test_trading_calendar import ExchangeCalendarTestBase
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from zipline.utils.calendars.exchange_calendar_cfe import CFEExchangeCalendar
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class CFECalendarTestCase(ExchangeCalendarTestBase, TestCase):
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answer_key_filename = "cfe"
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calendar_class = CFEExchangeCalendar
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MAX_SESSION_HOURS = 8
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def test_2016_holidays(self):
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# new years: jan 1
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# mlk: jan 18
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# presidents: feb 15
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# good friday: mar 25
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# mem day: may 30
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# independence day: july 4
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# labor day: sep 5
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# thanksgiving day: nov 24
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# christmas (observed): dec 26
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# new years (observed): jan 2 2017
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for day in ["2016-01-01", "2016-01-18", "2016-02-15", "2016-03-25",
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"2016-05-30", "2016-07-04", "2016-09-05", "2016-11-24",
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"2016-12-26", "2017-01-02"]:
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self.assertFalse(
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self.calendar.is_session(pd.Timestamp(day, tz='UTC'))
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)
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def test_2016_early_closes(self):
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# only early close is day after thanksgiving: nov 25
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dt = pd.Timestamp("2016-11-25", tz='UTC')
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self.assertTrue(dt in self.calendar.early_closes)
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market_close = self.calendar.schedule.loc[dt].market_close
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market_close = market_close.tz_localize("UTC").tz_convert(
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self.calendar.tz
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)
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self.assertEqual(12, market_close.hour)
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self.assertEqual(15, market_close.minute)
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