def test_NDaysBeforeLastTradingDayOfWeek(self, n):
cal = get_calendar('NYSE')
rule = NDaysBeforeLastTradingDayOfWeek(n)
rule.cal = cal
should_trigger = rule.should_trigger
for m in self.sept_week:
if should_trigger(m):
n_tdays = 0
date = m.to_datetime().date()
next_date = self.nyse_cal.next_trading_day(date)
while next_date.weekday() > date.weekday():
date = next_date
next_date = self.nyse_cal.next_trading_day(date)
n_tdays += 1
self.assertEqual(n_tdays, n)
def test_NDaysBeforeLastTradingDayOfWeek(self, n):
cal = get_calendar('NYSE')
rule = NDaysBeforeLastTradingDayOfWeek(n)
rule.cal = cal
should_trigger = rule.should_trigger
for m in self.sept_week:
if should_trigger(m):
n_tdays = 0
date = m.to_datetime().date()
next_date = self.nyse_cal.next_trading_day(date)
while next_date.weekday() > date.weekday():
date = next_date
next_date = self.nyse_cal.next_trading_day(date)
n_tdays += 1
self.assertEqual(n_tdays, n)
def test_NDaysBeforeLastTradingDayOfWeek(self):
for n in range(MAX_WEEK_RANGE):
rule = NDaysBeforeLastTradingDayOfWeek(n)
rule.cal = self.cal
should_trigger = rule.should_trigger
for minute in self.sept_week:
if should_trigger(minute):
n_tdays = 0
session = self.cal.minute_to_session_label(minute, direction="none")
next_session = self.cal.next_session_label(session)
while next_session.dayofweek > session.dayofweek:
session = next_session
next_session = self.cal.next_session_label(session)
n_tdays += 1
self.assertEqual(n_tdays, n)
def test_NDaysBeforeLastTradingDayOfWeek(self):
for n in range(MAX_WEEK_RANGE):
rule = NDaysBeforeLastTradingDayOfWeek(n)
rule.cal = self.cal
should_trigger = rule.should_trigger
for minute in self.sept_week:
if should_trigger(minute):
n_tdays = 0
session = self.cal.minute_to_session_label(
minute, direction="none")
next_session = self.cal.next_session_label(session)
while next_session.dayofweek > session.dayofweek:
session = next_session
next_session = self.cal.next_session_label(session)
n_tdays += 1
self.assertEqual(n_tdays, n)
def test_NDaysBeforeLastTradingDayOfWeek(self, n):
cal = get_calendar('NYSE')
rule = NDaysBeforeLastTradingDayOfWeek(n)
rule.cal = cal
should_trigger = rule.should_trigger
for minute in self.sept_week:
if should_trigger(minute):
n_tdays = 0
session = self.nyse_cal.minute_to_session_label(
minute, direction="none")
next_session = self.nyse_cal.next_session_label(session)
while next_session.dayofweek > session.dayofweek:
session = next_session
next_session = self.nyse_cal.next_session_label(session)
n_tdays += 1
self.assertEqual(n_tdays, n)
def test_NDaysBeforeLastTradingDayOfWeek(self, n):
cal = get_calendar('NYSE')
rule = NDaysBeforeLastTradingDayOfWeek(n)
rule.cal = cal
should_trigger = rule.should_trigger
for minute in self.sept_week:
if should_trigger(minute):
n_tdays = 0
session = self.nyse_cal.minute_to_session_label(
minute,
direction="none"
)
next_session = self.nyse_cal.next_session_label(session)
while next_session.dayofweek > session.dayofweek:
session = next_session
next_session = self.nyse_cal.next_session_label(session)
n_tdays += 1
self.assertEqual(n_tdays, n)
