def run(self):
dates = DateUtils.nyse_dates_event(self.date,
self.lookback_days, self.lookforward_days, self.estimation_period)
start_date = dates[0]
end_date = dates[-1]
# Data to the General market_return Study
self.data = self.data_access.get_data(self.symbol, start_date, end_date, self.field)
evt_window_dates = dates[- self.lookforward_days - self.lookback_days - 1:]
self.evt_window_data = self.data[evt_window_dates[0]:dates[-1]]
self.market = self.data_access.get_data(self.market, start_date, end_date, self.field)
# Parameters of the General market_return Study
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()
def run(self):
dates = DateUtils.nyse_dates_event(self.date, self.lookback_days,
self.lookforward_days,
self.estimation_period)
start_date = dates[0]
end_date = dates[-1]
# Data to the General market_return Study
self.data = self.data_access.get_data(self.symbol, start_date,
end_date, self.field)
evt_window_dates = dates[-self.lookforward_days - self.lookback_days -
1:]
self.evt_window_data = self.data[evt_window_dates[0]:dates[-1]]
self.market = self.data_access.get_data(self.market, start_date,
end_date, self.field)
# Parameters of the General market_return Study
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()
def nyse_dates_event(self):
dates = DateUtils.nyse_dates_event(datetime(2009, 1, 5), 10, 10, 250)
self.assertEquals(dates[0], datetime(2007, 12, 21))
self.assertEquals(dates[-1], datetime(2009, 1, 20))
self.assertEquals(len(dates), 271)
