Ejemplo n.º 1
0
    def test_offset(self):
        """ Test the offset method of FutureChain.
        """
        cl = FutureChain(self.asset_finder, lambda: '2005-12-01', 'CL')

        # Test that an offset forward sets as_of_date as expected
        self.assertEqual(
            cl.offset('3 days').as_of_date,
            cl.as_of_date + pd.Timedelta(days=3)
        )

        # Test that an offset backward sets as_of_date as expected, with
        # time delta given as str, datetime.timedelta, and pd.Timedelta.
        self.assertEqual(
            cl.offset('-1000 days').as_of_date,
            cl.as_of_date + pd.Timedelta(days=-1000)
        )
        self.assertEqual(
            cl.offset(timedelta(days=-1000)).as_of_date,
            cl.as_of_date + pd.Timedelta(days=-1000)
        )
        self.assertEqual(
            cl.offset(pd.Timedelta('-1000 days')).as_of_date,
            cl.as_of_date + pd.Timedelta(days=-1000)
        )

        # An offset of zero should give the original chain.
        self.assertEqual(cl[0], cl.offset(0)[0])
        self.assertEqual(cl[0], cl.offset("0 days")[0])

        # A string that doesn't represent a time delta should raise a
        # ValueError.
        with self.assertRaises(ValueError):
            cl.offset("blah")
Ejemplo n.º 2
0
    def test_offset(self):
        """ Test the offset method of FutureChain.
        """
        cl = FutureChain(self.asset_finder, lambda: '2005-12-01', 'CL')

        # Test that an offset forward sets as_of_date as expected
        self.assertEqual(
            cl.offset('3 days').as_of_date,
            cl.as_of_date + pd.Timedelta(days=3))

        # Test that an offset backward sets as_of_date as expected, with
        # time delta given as str, datetime.timedelta, and pd.Timedelta.
        self.assertEqual(
            cl.offset('-1000 days').as_of_date,
            cl.as_of_date + pd.Timedelta(days=-1000))
        self.assertEqual(
            cl.offset(timedelta(days=-1000)).as_of_date,
            cl.as_of_date + pd.Timedelta(days=-1000))
        self.assertEqual(
            cl.offset(pd.Timedelta('-1000 days')).as_of_date,
            cl.as_of_date + pd.Timedelta(days=-1000))

        # An offset of zero should give the original chain.
        self.assertEqual(cl[0], cl.offset(0)[0])
        self.assertEqual(cl[0], cl.offset("0 days")[0])

        # A string that doesn't represent a time delta should raise a
        # ValueError.
        with self.assertRaises(ValueError):
            cl.offset("blah")