def test_2016_holidays():
# good friday: 2016-03-25
# christmas (observed): 2016-12-26
# new years (observed): 2016-01-02
cme = CMEExchangeCalendar()
good_dates = cme.valid_days('2016-01-01', '2016-12-31')
for date in ["2016-03-25", "2016-12-26", "2016-01-02"]:
assert pd.Timestamp(date, tz='UTC') not in good_dates
def test_dec_jan():
cme = CMEExchangeCalendar()
schedule = cme.schedule('2016-12-30', '2017-01-10')
assert schedule['market_open'].iloc[0] == pd.Timestamp(
'2016-12-29 23:01:00', tz='UTC')
assert schedule['market_close'].iloc[6] == pd.Timestamp(
'2017-01-10 23:00:00', tz='UTC')
def test_2016_early_closes():
# mlk day: 2016-01-18
# presidents: 2016-02-15
# mem day: 2016-05-30
# july 4: 2016-07-04
# labor day: 2016-09-05
# thanksgiving: 2016-11-24
cme = CMEExchangeCalendar()
schedule = cme.schedule('2016-01-01', '2016-12-31')
early_closes = cme.early_closes(schedule).index
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')
assert dt in early_closes
market_close = schedule.loc[dt].market_close
assert market_close.tz_convert(cme.tz).hour == 12
def test_time_zone():
assert CMEExchangeCalendar().tz == pytz.timezone('America/Chicago')
assert CMEExchangeCalendar().name == 'CME'