def testNullCalendar(self):
cal = Calendar("Null")
testDate = Date(2015, 1, 1)
self.assertTrue(cal.isBizDay(testDate))
self.assertTrue(not cal.isHoliday(testDate))
self.assertTrue(cal.isWeekEnd(Weekdays.Saturday))
self.assertTrue(cal.isWeekEnd(Weekdays.Sunday))
self.assertTrue(not cal.isWeekEnd(Weekdays.Friday))
def testChinaIB(self):
# China Inter Bank working weekend list in the year 2014
expected_working_week_end = [
Date(2014, 1, 26),
Date(2014, 2, 8),
Date(2014, 5, 4),
Date(2014, 9, 28),
Date(2014, 10, 11),
# China Inter Bank working weekend list in the year 2015
Date(2015, 1, 4),
Date(2015, 2, 15),
Date(2015, 2, 28),
Date(2015, 9, 6),
Date(2015, 10, 10),
# China Inter Bank working weekend list in the year 2016
Date(2016, 2, 6),
Date(2016, 2, 14),
Date(2016, 6, 12),
Date(2016, 9, 18),
Date(2016, 10, 8),
Date(2016, 10, 9),
# China Inter Bank working weekend list in the year 2017
Date(2017, 1, 22),
Date(2017, 2, 4),
Date(2017, 4, 1),
Date(2017, 5, 27),
Date(2017, 9, 30),
# China Inter Bank working weekend list in the year 2018
Date(2018, 2, 11),
Date(2018, 2, 24),
Date(2018, 4, 8),
Date(2018, 4, 28),
Date(2018, 9, 29),
Date(2018, 9, 30)
]
cal = Calendar('China.IB')
for day in expected_working_week_end:
self.assertEqual(
cal.isHoliday(day), False,
"{0} is not expected to be a holiday in {1}".format(day, cal))
self.assertEqual(
cal.isBizDay(day), True,
"{0} is expected to be a working day in {1} ".format(day, cal))
def testChinaSSE(self):
# China Shanghai Securities Exchange holiday list in the year 2014
expectedHol = [
Date(2014, 1, 1),
Date(2014, 1, 31),
Date(2014, 2, 3),
Date(2014, 2, 4),
Date(2014, 2, 5),
Date(2014, 2, 6),
Date(2014, 4, 7),
Date(2014, 5, 1),
Date(2014, 5, 2),
Date(2014, 6, 2),
Date(2014, 9, 8),
Date(2014, 10, 1),
Date(2014, 10, 2),
Date(2014, 10, 3),
Date(2014, 10, 6),
Date(2014, 10, 7),
# China Shanghai Securities Exchange holiday list in the year 2015
Date(2015, 1, 1),
Date(2015, 1, 2),
Date(2015, 2, 18),
Date(2015, 2, 19),
Date(2015, 2, 20),
Date(2015, 2, 23),
Date(2015, 2, 24),
Date(2015, 4, 6),
Date(2015, 5, 1),
Date(2015, 6, 22),
Date(2015, 9, 3),
Date(2015, 9, 4),
Date(2015, 10, 1),
Date(2015, 10, 2),
Date(2015, 10, 5),
Date(2015, 10, 6),
Date(2015, 10, 7),
# China Shanghai Securities Exchange holiday list in the year 2016
Date(2016, 1, 1),
Date(2016, 2, 8),
Date(2016, 2, 9),
Date(2016, 2, 10),
Date(2016, 2, 11),
Date(2016, 2, 12),
Date(2016, 4, 4),
Date(2016, 5, 2),
Date(2016, 6, 9),
Date(2016, 6, 10),
Date(2016, 9, 15),
Date(2016, 9, 16),
Date(2016, 10, 3),
Date(2016, 10, 4),
Date(2016, 10, 5),
Date(2016, 10, 6),
Date(2016, 10, 7),
# China Shanghai Securities Exchange holiday list in the year 2017
Date(2017, 1, 1),
Date(2017, 1, 2),
Date(2017, 1, 27),
Date(2017, 1, 28),
Date(2017, 1, 29),
Date(2017, 1, 30),
Date(2017, 1, 31),
Date(2017, 2, 1),
Date(2017, 2, 2),
Date(2017, 4, 2),
Date(2017, 4, 3),
Date(2017, 4, 4),
Date(2017, 5, 1),
Date(2017, 5, 28),
Date(2017, 5, 29),
Date(2017, 5, 30),
Date(2017, 10, 1),
Date(2017, 10, 2),
Date(2017, 10, 3),
Date(2017, 10, 4),
Date(2017, 10, 5),
Date(2017, 10, 6),
Date(2017, 10, 7),
Date(2017, 10, 8)
]
cal = Calendar('China.SSE')
for day in expectedHol:
self.assertEqual(
cal.isHoliday(day), True,
"{0} is expected to be a holiday in {1}".format(day, cal))
self.assertEqual(
cal.isBizDay(day), False,
"{0} is expected not to be a working day in {1} ".format(
day, cal))
def testDatesList(self):
fromDate = Date(2014, 1, 31)
toDate = Date(2014, 2, 28)
sseCal = Calendar('China.SSE')
ibCal = Calendar('China.IB')
benchmarkHol = [
Date(2014, 1, 31),
Date(2014, 2, 3),
Date(2014, 2, 4),
Date(2014, 2, 5),
Date(2014, 2, 6)
]
sseHolList = sseCal.holDatesList(fromDate, toDate, False)
self.assertEqual(sseHolList, benchmarkHol)
ibHolList = ibCal.holDatesList(fromDate, toDate, False)
self.assertEqual(ibHolList, benchmarkHol)
sseHolList = sseCal.holDatesList(fromDate, toDate, True)
benchmarkHol = [
Date(2014, 1, 31),
Date(2014, 2, 1),
Date(2014, 2, 2),
Date(2014, 2, 3),
Date(2014, 2, 4),
Date(2014, 2, 5),
Date(2014, 2, 6),
Date(2014, 2, 8),
Date(2014, 2, 9),
Date(2014, 2, 15),
Date(2014, 2, 16),
Date(2014, 2, 22),
Date(2014, 2, 23)
]
self.assertEqual(sseHolList, benchmarkHol)
ibHolList = ibCal.holDatesList(fromDate, toDate, True)
benchmarkHol = [
Date(2014, 1, 31),
Date(2014, 2, 1),
Date(2014, 2, 2),
Date(2014, 2, 3),
Date(2014, 2, 4),
Date(2014, 2, 5),
Date(2014, 2, 6),
Date(2014, 2, 9),
Date(2014, 2, 15),
Date(2014, 2, 16),
Date(2014, 2, 22),
Date(2014, 2, 23)
]
self.assertEqual(ibHolList, benchmarkHol)
sseWorkingDayList = sseCal.bizDatesList(fromDate, toDate)
d = fromDate
while d <= toDate:
if sseCal.isBizDay(d):
self.assertTrue(d in sseWorkingDayList and d not in sseHolList)
d += 1
ibWorkingDayList = ibCal.bizDatesList(fromDate, toDate)
d = fromDate
while d <= toDate:
if ibCal.isBizDay(d):
self.assertTrue(d in ibWorkingDayList and d not in ibHolList)
d += 1