def test_add_months_and_roll(self, rolling_enum_value, data_key):
data = test_data.add_months_data
date_tensor = dates.from_tuples([item["date"] for item in data])
periods = dates.periods.PeriodTensor([item["months"] for item in data],
dates.PeriodType.MONTH)
expected_dates = dates.from_tuples([item[data_key] for item in data])
cal = self.impl(
weekend_mask=dates.WeekendMask.SATURDAY_SUNDAY,
holidays=test_data.holidays)
actual_dates = cal.add_period_and_roll(date_tensor, periods,
roll_convention=rolling_enum_value)
self.assertAllEqual(expected_dates.ordinal(), actual_dates.ordinal())
def test_add_business_days(self):
data = test_data.add_days_data
date_tensor = dates.from_tuples([item["date"] for item in data])
days = tf.constant([item["days"] for item in data])
expected_dates = dates.from_tuples([item["shifted_date"] for item in data])
cal = self.impl(
weekend_mask=dates.WeekendMask.SATURDAY_SUNDAY,
holidays=test_data.holidays)
actual_dates = cal.add_business_days(
date_tensor, days,
roll_convention=dates.BusinessDayConvention.MODIFIED_FOLLOWING)
self.assertAllEqual(expected_dates.ordinal(), actual_dates.ordinal())
def test_tensor_wrapper_ops(self):
dates1 = dateslib.from_tuples([(2019, 3, 25), (2020, 1, 2),
(2019, 1, 2)])
dates2 = dateslib.from_tuples([(2019, 4, 25), (2020, 5, 2),
(2018, 1, 2)])
dates = dateslib.DateTensor.stack((dates1, dates2), axis=-1)
self.assertEqual((3, 2), dates.shape)
self.assertEqual((2, ), dates[0].shape)
self.assertEqual((2, 2), dates[1:].shape)
self.assertEqual((2, 1), dates[1:, :-1].shape)
self.assertEqual((3, 1, 2), dates.expand_dims(axis=1).shape)
self.assertEqual((3, 3, 2), dates.broadcast_to((3, 3, 2)).shape)
def test_providing_holidays(self, holidays):
cal = dates.HolidayCalendar2(
weekend_mask=_SATURDAY_SUNDAY_MASK, holidays=holidays)
date_tensor = dates.from_tuples([(2020, 1, 1), (2020, 5, 1), (2020, 12, 25),
(2021, 3, 8), (2021, 1, 1)])
self.assertAllEqual([False, True, False, True, False],
cal.is_business_day(date_tensor))
def foo():
# Trigger caching of all tables.
date_tensor = dates.from_tuples([])
return (cal.is_business_day(date_tensor),
cal.roll_to_business_day(date_tensor, conv).ordinal(),
cal.business_days_between(date_tensor, date_tensor),
cal.add_business_days(date_tensor, 2, conv).ordinal())
def bar():
date_tensor = dates.from_tuples([(2020, 1, 3), (2020, 1, 4),
(2021, 12, 24), (2021, 12, 25)])
return (cal.is_business_day(date_tensor),
cal.roll_to_business_day(date_tensor, conv).ordinal(),
cal.business_days_between(date_tensor, date_tensor),
cal.add_business_days(date_tensor, 2, conv).ordinal())
def test_date_subtraction(self):
# Subtraction trivially transforms to addition, so we don't test
# extensively.
dates_from = dateslib.from_tuples([(2020, 3, 15), (2020, 3, 31)])
period = dateslib.periods.PeriodTensor([2, 1], dateslib.PeriodType.MONTH)
expected_ordinals = np.array([datetime.date(2020, 1, 15).toordinal(),
datetime.date(2020, 2, 29).toordinal()])
self.assertAllEqual(expected_ordinals, (dates_from - period).ordinal())
def test_holidays_intersect_with_weekends(self):
holidays = [(2020, 1, 4)] # Saturday.
cal = dates.HolidayCalendar(
weekend_mask=dates.WeekendMask.SATURDAY_SUNDAY, holidays=holidays)
date_tensor = dates.from_tuples([(2020, 1, 3), (2020, 1, 4),
(2020, 1, 5), (2020, 1, 6)])
self.assertAllEqual([True, False, False, True],
cal.is_business_day(date_tensor))
def test_custom_weekend_mask(self):
weekend_mask = [0, 0, 0, 0, 1, 0, 1] # Work Saturdays instead of Fridays.
cal = dates.HolidayCalendar2(weekend_mask=weekend_mask)
date_tensor = dates.from_tuples([(2020, 1, 2), (2020, 1, 3), (2020, 1, 4),
(2020, 1, 5), (2020, 1, 6), (2020, 5, 1),
(2020, 5, 2)])
self.assertAllEqual([True, False, True, False, True, False, True],
cal.is_business_day(date_tensor))
def test_is_business_day(self):
data = test_data.is_business_day_data
date_tensor = dates.from_tuples([item[0] for item in data])
expected = [item[1] for item in data]
cal = dates.HolidayCalendar2(
weekend_mask=_SATURDAY_SUNDAY_MASK, holidays=test_data.holidays)
actual = cal.is_business_day(date_tensor)
self.assertEqual(tf.bool, actual.dtype)
self.assertAllEqual(expected, actual)
def test_no_holidays_specified(self):
cal = dates.HolidayCalendar(
weekend_mask=dates.WeekendMask.SATURDAY_SUNDAY,
start_year=2020,
end_year=2021)
date_tensor = dates.from_tuples([(2020, 1, 3), (2020, 1, 4),
(2021, 12, 24), (2021, 12, 25)])
self.assertAllEqual([True, False, True, False],
cal.is_business_day(date_tensor))
def test_providing_holidays(self, holidays, convert_to_date_tensor=False):
if convert_to_date_tensor:
holidays = dates.convert_to_date_tensor(holidays)
cal = self.impl(
weekend_mask=dates.WeekendMask.SATURDAY_SUNDAY, holidays=holidays)
date_tensor = dates.from_tuples([(2020, 1, 1), (2020, 5, 1), (2020, 12, 25),
(2021, 3, 8), (2021, 1, 1)])
self.assertAllEqual([False, True, False, True, False],
cal.is_business_day(date_tensor))
def test_add_business_days_raises_on_invalid_input(self):
data = test_data.add_days_data # Contains some holidays.
date_tensor = dates.from_tuples([item["date"] for item in data])
days = tf.constant([item["days"] for item in data])
cal = dates.HolidayCalendar2(
weekend_mask=_SATURDAY_SUNDAY_MASK, holidays=test_data.holidays)
with self.assertRaises(tf.errors.InvalidArgumentError):
new_dates = cal.add_business_days(
date_tensor, days, roll_convention=dates.BusinessDayConvention.NONE)
self.evaluate(new_dates.ordinal())
def test_bounded_impl_near_boundaries(self):
cal = bounded_holiday_calendar.BoundedHolidayCalendar(
weekend_mask=dates.WeekendMask.SATURDAY_SUNDAY,
start_year=2017,
end_year=2022)
def assert_roll_raises(roll_convention, date):
with self.assertRaises(tf.errors.InvalidArgumentError):
self.evaluate(cal.roll_to_business_day(date, roll_convention).year())
def assert_rolls_to(roll_convention, date, expected_date):
rolled = cal.roll_to_business_day(date, roll_convention)
self.assertAllEqual(rolled.ordinal(), expected_date.ordinal())
date = dates.from_tuples([(2022, 12, 31)]) # Saturday
preceding = dates.from_tuples([(2022, 12, 30)])
with self.subTest("following_upper_bound"):
assert_roll_raises(dates.BusinessDayConvention.FOLLOWING, date)
with self.subTest("preceding_upper_bound"):
assert_rolls_to(dates.BusinessDayConvention.PRECEDING, date, preceding)
with self.subTest("modified_following_upper_bound"):
assert_rolls_to(dates.BusinessDayConvention.MODIFIED_FOLLOWING,
date, preceding)
with self.subTest("modified_preceding_upper_bound"):
assert_rolls_to(dates.BusinessDayConvention.MODIFIED_PRECEDING,
date, preceding)
date = dates.from_tuples([(2017, 1, 1)]) # Sunday
following = dates.from_tuples([(2017, 1, 2)])
with self.subTest("following_lower_bound"):
assert_rolls_to(dates.BusinessDayConvention.FOLLOWING, date, following)
with self.subTest("preceding_lower_bound"):
assert_roll_raises(dates.BusinessDayConvention.PRECEDING, date)
with self.subTest("modified_following_lower_bound"):
assert_rolls_to(dates.BusinessDayConvention.MODIFIED_FOLLOWING,
date, following)
with self.subTest("modified_preceding_lower_bound"):
assert_rolls_to(dates.BusinessDayConvention.MODIFIED_PRECEDING,
date, following)
def test_validation(self):
not_raised = []
for y, m, d in test_data.invalid_dates:
try:
self.evaluate(dateslib.from_tuples([(y, m, d)]).month())
not_raised.append((y, m, d))
except tf.errors.InvalidArgumentError:
pass
self.assertEmpty(not_raised)
for invalid_ordinal in [-5, 0]:
with self.assertRaises(tf.errors.InvalidArgumentError):
self.evaluate(dateslib.from_ordinals([invalid_ordinal]).month())
def test_create_from_tuples(self):
dates = test_data.test_dates
y, m, d, o, _ = unpack_test_dates(dates)
date_tensor = dateslib.from_tuples(dates)
self.assert_date_tensor_equals(date_tensor, y, m, d, o)
def test_boolean_mask(self): dates = dateslib.from_tuples([(2019, 3, 25), (2020, 1, 2), (2019, 1, 2)]) mask = [True, False, True] expected = dateslib.DateTensor.stack((dates[0], dates[2])) self.assert_date_tensor_equals(expected, dates.boolean_mask(mask))
def test_day_of_year(self): data = test_data.day_of_year_data date_tuples, expected_days_of_year = zip(*data) dates = dateslib.from_tuples(date_tuples) self.assertAllEqual(expected_days_of_year, dates.day_of_year())
