def test_as_of(self):
""" Test the as_of method of FutureChain.
"""
cl = FutureChain(self.asset_finder, lambda: "2005-12-01", "CL")
# Test that the as_of_date is set correctly to the future
feb = pd.Timestamp("2006-02-01", tz="UTC")
cl_feb = cl.as_of(feb)
self.assertEqual(cl_feb.as_of_date, pd.Timestamp(feb, tz="UTC"))
# Test that the as_of_date is set correctly to the past, with
# args of str, datetime.datetime, and pd.Timestamp.
feb_prev = pd.Timestamp("2005-02-01", tz="UTC")
cl_feb_prev = cl.as_of(feb_prev)
self.assertEqual(cl_feb_prev.as_of_date, pd.Timestamp(feb_prev, tz="UTC"))
feb_prev = pd.Timestamp(datetime(year=2005, month=2, day=1), tz="UTC")
cl_feb_prev = cl.as_of(feb_prev)
self.assertEqual(cl_feb_prev.as_of_date, pd.Timestamp(feb_prev, tz="UTC"))
feb_prev = pd.Timestamp("2005-02-01", tz="UTC")
cl_feb_prev = cl.as_of(feb_prev)
self.assertEqual(cl_feb_prev.as_of_date, pd.Timestamp(feb_prev, tz="UTC"))
# The chain as of the current dt should always be the same as
# the defualt chain.
self.assertEqual(cl[0], cl.as_of(pd.Timestamp("2005-12-01"))[0])
def test_as_of(self):
""" Test the as_of method of FutureChain.
"""
cl = FutureChain(self.asset_finder, lambda: '2005-12-01', 'CL')
# Test that the as_of_date is set correctly to the future
feb = pd.Timestamp('2006-02-01', tz='UTC')
cl_feb = cl.as_of(feb)
self.assertEqual(cl_feb.as_of_date, pd.Timestamp(feb, tz='UTC'))
# Test that the as_of_date is set correctly to the past, with
# args of str, datetime.datetime, and pd.Timestamp.
feb_prev = pd.Timestamp('2005-02-01', tz='UTC')
cl_feb_prev = cl.as_of(feb_prev)
self.assertEqual(cl_feb_prev.as_of_date,
pd.Timestamp(feb_prev, tz='UTC'))
feb_prev = pd.Timestamp(datetime(year=2005, month=2, day=1), tz='UTC')
cl_feb_prev = cl.as_of(feb_prev)
self.assertEqual(cl_feb_prev.as_of_date,
pd.Timestamp(feb_prev, tz='UTC'))
feb_prev = pd.Timestamp('2005-02-01', tz='UTC')
cl_feb_prev = cl.as_of(feb_prev)
self.assertEqual(cl_feb_prev.as_of_date,
pd.Timestamp(feb_prev, tz='UTC'))
# The chain as of the current dt should always be the same as
# the defualt chain.
self.assertEqual(cl[0], cl.as_of(pd.Timestamp('2005-12-01'))[0])
def test_as_of(self):
""" Test the as_of method of FutureChain.
"""
cl = FutureChain(self.asset_finder, lambda: '2005-12-01', 'CL')
# Test that the as_of_date is set correctly to the future
feb = '2006-02-01'
cl_feb = cl.as_of(feb)
self.assertEqual(
cl_feb.as_of_date,
pd.Timestamp(feb, tz='UTC')
)
# Test that the as_of_date is set correctly to the past, with
# args of str, datetime.datetime, and pd.Timestamp.
feb_prev = '2005-02-01'
cl_feb_prev = cl.as_of(feb_prev)
self.assertEqual(
cl_feb_prev.as_of_date,
pd.Timestamp(feb_prev, tz='UTC')
)
feb_prev = datetime(year=2005, month=2, day=1)
cl_feb_prev = cl.as_of(feb_prev)
self.assertEqual(
cl_feb_prev.as_of_date,
pd.Timestamp(feb_prev, tz='UTC')
)
feb_prev = pd.Timestamp('2005-02-01')
cl_feb_prev = cl.as_of(feb_prev)
self.assertEqual(
cl_feb_prev.as_of_date,
pd.Timestamp(feb_prev, tz='UTC')
)
# The chain as of the current dt should always be the same as
# the defualt chain. Tests date as str, pd.Timestamp, and
# datetime.datetime.
self.assertEqual(cl[0], cl.as_of('2005-12-01')[0])
self.assertEqual(cl[0], cl.as_of(pd.Timestamp('2005-12-01'))[0])
self.assertEqual(
cl[0],
cl.as_of(datetime(year=2005, month=12, day=1))[0]
)
