def get_nyse_dates_event(self):
# Test: Returns a pd.Series
dates = DateUtils.get_nyse_dates_event(datetime(2009, 1, 5), 100, 100)
self.assertNotEquals(type(dates), list)
self.assertEquals(len(dates), 201)
self.assertEquals(dates[0], datetime(2008, 8, 12))
self.assertEquals(dates[-1], datetime(2009, 5, 29))
# Test: Returns a list
dates = DateUtils.get_nyse_dates_event(datetime(2009, 1, 5), 50, 50, list=True)
self.assertEquals(type(dates), list)
self.assertEquals(len(dates), 101)
def run(self):
dates = DateUtils.get_nyse_dates_event(
self.date, self.lookback_days + self.estimation_period, self.lookforward_days, list=True
)
start_date = dates[0]
end_date = dates[-1]
# Data to the general event
self.data = self.da.get_data(self.symbol, start_date, end_date, self.field)
self.market = self.da.get_data(self.market, start_date, end_date, self.field)
# Parameters of the General Event
self.start_period = dates[0]
self.end_period = dates[self.estimation_period]
self.start_window = dates[self.estimation_period]
self.end_window = dates[-1]
# Run the Market Return method
super().market_return()
