def test_with_tz(self):
tz = self.tz("US/Central")
# just want it to work
start = datetime(2011, 3, 12, tzinfo=pytz.utc)
dr = bdate_range(start, periods=50, freq=datetools.Hour())
self.assertIs(dr.tz, pytz.utc)
# DateRange with naive datetimes
dr = bdate_range("1/1/2005", "1/1/2009", tz=pytz.utc)
dr = bdate_range("1/1/2005", "1/1/2009", tz=tz)
# normalized
central = dr.tz_convert(tz)
self.assertIs(central.tz, tz)
comp = self.localize(tz, central[0].to_pydatetime().replace(tzinfo=None)).tzinfo
self.assertIs(central[0].tz, comp)
# compare vs a localized tz
comp = self.localize(tz, dr[0].to_pydatetime().replace(tzinfo=None)).tzinfo
self.assertIs(central[0].tz, comp)
# datetimes with tzinfo set
dr = bdate_range(datetime(2005, 1, 1, tzinfo=pytz.utc), "1/1/2009", tz=pytz.utc)
self.assertRaises(Exception, bdate_range, datetime(2005, 1, 1, tzinfo=pytz.utc), "1/1/2009", tz=tz)
def test_summary(self):
self.rng.summary()
self.rng[2:2].summary()
try:
bdate_range('1/1/2005', '1/1/2009', tz=pytz.utc).summary()
except Exception:
pass
def test_with_tz(self):
_skip_if_no_pytz()
tz = pytz.timezone('US/Central')
# just want it to work
start = datetime(2011, 3, 12, tzinfo=pytz.utc)
dr = bdate_range(start, periods=50, freq=datetools.Hour())
self.assert_(dr.tz is not None)
self.assert_(dr.tz is start.tzinfo)
# DateRange with naive datetimes
dr = bdate_range('1/1/2005', '1/1/2009', tz=pytz.utc)
dr = bdate_range('1/1/2005', '1/1/2009', tz=tz)
# normalized
central = dr.tz_normalize(tz)
self.assert_(central.tz is tz)
self.assert_(central[0].tz is tz)
# datetimes with tzinfo set
dr = bdate_range(datetime(2005, 1, 1, tzinfo=pytz.utc),
'1/1/2009', tz=pytz.utc)
self.assertRaises(Exception, bdate_range,
datetime(2005, 1, 1, tzinfo=pytz.utc),
'1/1/2009', tz=tz)
def test_daterange_bug_456(self):
# GH #456
rng1 = bdate_range('12/5/2011', '12/5/2011')
rng2 = bdate_range('12/2/2011', '12/5/2011')
rng2.offset = datetools.BDay()
result = rng1.union(rng2)
self.assert_(isinstance(result, DatetimeIndex))
def test_naive_aware_conflicts(self):
naive = bdate_range(START, END, freq=BDay(), tz=None)
aware = bdate_range(START, END, freq=BDay(),
tz="Asia/Hong_Kong")
self.assertRaisesRegexp(TypeError, "tz-naive.*tz-aware",
naive.join, aware)
self.assertRaisesRegexp(TypeError, "tz-naive.*tz-aware",
aware.join, naive)
def test_with_tz_ambiguous_times(self):
tz = pytz.timezone('US/Eastern')
rng = bdate_range(datetime(2009, 1, 1), datetime(2010, 1, 1))
# regular no problem
self.assert_(rng.tz_validate())
# March 13, 2011, spring forward, skip from 2 AM to 3 AM
dr = date_range(datetime(2011, 3, 13, 1, 30), periods=3,
freq=datetools.Hour())
self.assertRaises(pytz.AmbiguousTimeError, dr.tz_localize, tz)
# after dst transition, it works
dr = date_range(datetime(2011, 3, 13, 3, 30), periods=3,
freq=datetools.Hour(), tz=tz)
# November 6, 2011, fall back, repeat 2 AM hour
dr = date_range(datetime(2011, 11, 6, 1, 30), periods=3,
freq=datetools.Hour())
self.assertRaises(pytz.AmbiguousTimeError, dr.tz_localize, tz)
# UTC is OK
dr = date_range(datetime(2011, 3, 13), periods=48,
freq=datetools.Minute(30), tz=pytz.utc)
def test_misc(self):
end = datetime(2009, 5, 13)
dr = bdate_range(end=end, periods=20)
firstDate = end - 19 * datetools.bday
assert len(dr) == 20
assert dr[0] == firstDate
assert dr[-1] == end
def test_with_tz(self):
tz = pytz.timezone("US/Central")
# just want it to work
start = datetime(2011, 3, 12, tzinfo=pytz.utc)
dr = bdate_range(start, periods=50, freq=datetools.Hour())
self.assert_(dr.tz is pytz.utc)
# DateRange with naive datetimes
dr = bdate_range("1/1/2005", "1/1/2009", tz=pytz.utc)
dr = bdate_range("1/1/2005", "1/1/2009", tz=tz)
# normalized
central = dr.tz_convert(tz)
self.assert_(central.tz is tz)
self.assert_(central[0].tz is tz)
# datetimes with tzinfo set
dr = bdate_range(datetime(2005, 1, 1, tzinfo=pytz.utc), "1/1/2009", tz=pytz.utc)
self.assertRaises(Exception, bdate_range, datetime(2005, 1, 1, tzinfo=pytz.utc), "1/1/2009", tz=tz)
def hVar(self, market, model, cob_date, days=262):
"""Calculate the historical var for this fund on the given date.
:type market: holders.BaseHolder market data
:type model: simple_files.FileHolder model data for use by pricers
:type cob_date: str cob date to calculate var for
:type days: int number of business days to look back for the historical market data, defaults to 262 which works
by pandas logic
:return:
"""
dates = bdate_range(end=cob_date, periods=days).to_series()
log.info("Calculating hVar using date range [%s:%s]", dates[0].date(), dates[-1].date())
prices = self.price_for_dates(market, model, dates)
return self.price(market, model, cob_date) - prices.dropna().quantile(.05)
def test_finder_daily(self):
xp = Period('1999-1-1', freq='B').ordinal
day_lst = [10, 40, 252, 400, 950, 2750, 10000]
for n in day_lst:
rng = bdate_range('1999-1-1', periods=n)
ser = Series(np.random.randn(len(rng)), rng)
ax = ser.plot()
xaxis = ax.get_xaxis()
rs = xaxis.get_majorticklocs()[0]
self.assertEqual(xp, rs)
(vmin, vmax) = ax.get_xlim()
ax.set_xlim(vmin + 0.9, vmax)
rs = xaxis.get_majorticklocs()[0]
self.assertEqual(xp, rs)
def test_finder_daily(self):
import matplotlib.pyplot as plt
xp = Period("1999-1-1", freq="B").ordinal
day_lst = [10, 40, 252, 400, 950, 2750, 10000]
for n in day_lst:
rng = bdate_range("1999-1-1", periods=n)
ser = Series(np.random.randn(len(rng)), rng)
ax = ser.plot()
xaxis = ax.get_xaxis()
rs = xaxis.get_majorticklocs()[0]
self.assertEqual(xp, rs)
vmin, vmax = ax.get_xlim()
ax.set_xlim(vmin + 0.9, vmax)
rs = xaxis.get_majorticklocs()[0]
self.assertEqual(xp, rs)
plt.close(ax.get_figure())
def setUp(self):
self.rng = bdate_range(START, END)
def test_constructor(self):
bdate_range(START, END, freq=BDay())
bdate_range(START, periods=20, freq=BDay())
bdate_range(end=START, periods=20, freq=BDay())
self.assertRaises(ValueError, date_range, '2011-1-1', '2012-1-1', 'B')
self.assertRaises(ValueError, bdate_range, '2011-1-1', '2012-1-1', 'B')
def test_summary_pytz(self):
_skip_if_no_pytz()
import pytz
bdate_range('1/1/2005', '1/1/2009', tz=pytz.utc).summary()
def test_intersection_bug(self):
# GH #771
a = bdate_range('11/30/2011', '12/31/2011')
b = bdate_range('12/10/2011', '12/20/2011')
result = a.intersection(b)
self.assert_(result.equals(b))
def test_summary_dateutil(self):
tm._skip_if_no_dateutil()
import dateutil
bdate_range('1/1/2005', '1/1/2009', tz=dateutil.tz.tzutc()).summary()
def test_tz_localize(self):
dr = bdate_range("1/1/2009", "1/1/2010")
dr_utc = bdate_range("1/1/2009", "1/1/2010", tz=pytz.utc)
localized = dr.tz_localize(pytz.utc)
self.assert_numpy_array_equal(dr_utc, localized)
def test_summary_dateutil(self):
_skip_if_no_dateutil()
import dateutil
bdate_range('1/1/2005', '1/1/2009', tz=dateutil.tz.gettz('UTC')).summary()
def test_tz_localize(self):
dr = bdate_range('1/1/2009', '1/1/2010')
dr_utc = bdate_range('1/1/2009', '1/1/2010', tz=pytz.utc)
localized = dr.tz_localize(pytz.utc)
self.assert_(np.array_equal(dr_utc, localized))
def test_intersection_bug(self):
# GH #771
a = bdate_range('11/30/2011', '12/31/2011')
b = bdate_range('12/10/2011', '12/20/2011')
result = a.intersection(b)
self.assertTrue(result.equals(b))
def test_constructor(self):
bdate_range(START, END, freq=BDay())
bdate_range(START, periods=20, freq=BDay())
bdate_range(end=START, periods=20, freq=BDay())
self.assertRaises(ValueError, date_range, '2011-1-1', '2012-1-1', 'B')
self.assertRaises(ValueError, bdate_range, '2011-1-1', '2012-1-1', 'B')
def test_constructor(self):
rng = bdate_range(START, END, freq=datetools.bday)
rng = bdate_range(START, periods=20, freq=datetools.bday)
rng = bdate_range(end=START, periods=20, freq=datetools.bday)
def setUp(self):
self.rng = bdate_range(START, END)
def test_constructor(self):
rng = bdate_range(START, END, freq=datetools.bday)
rng = bdate_range(START, periods=20, freq=datetools.bday)
rng = bdate_range(end=START, periods=20, freq=datetools.bday)
self.assertRaises(ValueError, date_range, '2011-1-1', '2012-1-1', 'B')
self.assertRaises(ValueError, bdate_range, '2011-1-1', '2012-1-1', 'B')
def test_naive_aware_conflicts(self):
naive = bdate_range(START, END, freq=BDay(), tz=None)
aware = bdate_range(START, END, freq=BDay(), tz="Asia/Hong_Kong")
assertRaisesRegexp(TypeError, "tz-naive.*tz-aware", naive.join, aware)
assertRaisesRegexp(TypeError, "tz-naive.*tz-aware", aware.join, naive)
def test_constructor(self):
rng = bdate_range(START, END, freq=datetools.bday)
rng = bdate_range(START, periods=20, freq=datetools.bday)
rng = bdate_range(end=START, periods=20, freq=datetools.bday)
self.assertRaises(ValueError, date_range, '2011-1-1', '2012-1-1', 'B')
self.assertRaises(ValueError, bdate_range, '2011-1-1', '2012-1-1', 'B')
def test_summary_dateutil(self):
tm._skip_if_no_dateutil()
import dateutil
bdate_range('1/1/2005', '1/1/2009', tz=dateutil.tz.tzutc()).summary()
def test_tz_localize(self):
dr = bdate_range('1/1/2009', '1/1/2010')
dr_utc = bdate_range('1/1/2009', '1/1/2010', tz=pytz.utc)
localized = dr.tz_localize(pytz.utc)
self.assert_(np.array_equal(dr_utc, localized))
def test_summary_pytz(self):
tm._skip_if_no_pytz()
import pytz
bdate_range('1/1/2005', '1/1/2009', tz=pytz.utc).summary()