def test_weekendsonly_calendar(self):
wocal = WeekendsOnly()
first_date = Date(31, Dec, 2014)
Jan_1_2015 = Date(1, Jan, 2015)
Jan_5_2015 = Date(5, Jan, 2015)
period_1_day = Period(1, Days)
period_3_day = Period(3, Days)
# do not skip holidays
self.assertEqual(Jan_1_2015, wocal.advance(first_date, period=period_1_day, convention=Following))
# but skip weekend dates
self.assertEqual(Jan_5_2015, wocal.advance(first_date, period=period_3_day, convention=Following))
def test_weekendsonly_calendar(self):
wocal = WeekendsOnly()
first_date = Date(31, Dec, 2014)
Jan_1_2015 = Date(1, Jan, 2015)
Jan_5_2015 = Date(5, Jan, 2015)
period_1_day = Period(1, Days)
period_3_day = Period(3, Days)
#do not skip holidays
self.assertEqual(Jan_1_2015, wocal.advance(first_date,
period=period_1_day,
convention=Following))
#but skip weekend dates
self.assertEqual(Jan_5_2015, wocal.advance(first_date,
period=period_3_day,
convention=Following))
from quantlib.time.calendars.null_calendar import NullCalendar
from quantlib.time.calendars.weekends_only import WeekendsOnly
import quantlib.time.calendars.germany as ger
import quantlib.time.calendars.united_states as us
import quantlib.time.calendars.united_kingdom as uk
import quantlib.time.calendars.japan as jp
import quantlib.time.calendars.switzerland as sw
import quantlib.time.calendars.canada as ca
from quantlib.time.calendars.target import TARGET
from quantlib.util.object_registry import ObjectRegistry
#ISO-3166 country codes (http://en.wikipedia.org/wiki/ISO_3166-1)
ISO_3166_CALENDARS = {
'TARGET': TARGET(),
'NULL': NullCalendar(),
'WO': WeekendsOnly(),
'DEU': ger.Germany(),
'EUREX': ger.Germany(ger.EUREX),
'FSE': ger.Germany(ger.FRANKFURT_STOCK_EXCHANGE),
'EUWAX': ger.Germany(ger.EUWAX),
'XETRA': ger.Germany(ger.XETRA),
'GBR': uk.UnitedKingdom(),
'LSE': uk.UnitedKingdom(uk.EXCHANGE),
'LME': uk.UnitedKingdom(uk.METALS),
'USA': us.UnitedStates(),
'USA-GVT-BONDS': us.UnitedStates(us.GOVERNMENTBOND),
'NYSE': us.UnitedStates(us.NYSE),
'NERC': us.UnitedStates(us.NERC),
'JPN': jp.Japan(),
'CHE': sw.Switzerland(),
'CAN': ca.Canada(),