def test_calendar_with_date_convention(self):
sse_cal = Calendar('China.SSE')
reference_date = Date(2015, 2, 14)
test_date = sse_cal.adjust_date(
reference_date, BizDayConventions.HalfMonthModifiedFollowing)
self.assertEqual(test_date, Date(2015, 2, 13))
reference_date = Date(2014, 2, 4)
test_date = sse_cal.adjust_date(
reference_date, BizDayConventions.ModifiedPreceding)
self.assertEqual(test_date, Date(2014, 2, 7))
reference_date = Date(2014, 2, 3)
test_date = sse_cal.adjust_date(reference_date,
BizDayConventions.Nearest)
self.assertEqual(test_date, Date(2014, 2, 7))
reference_date = Date(2014, 2, 2)
test_date = sse_cal.adjust_date(reference_date,
BizDayConventions.Nearest)
self.assertEqual(test_date, Date(2014, 1, 30))
with self.assertRaises(ValueError):
_ = sse_cal.adjust_date(reference_date, -1)
def test_adjust_date(self):
# April 30, 2005 is a working day under IB, but a holiday under SSE
reference_date = Date(2005, Months.April, 30)
sse_cal = Calendar('China.SSE')
ib_cal = Calendar('China.IB')
biz_day_conv = BizDayConventions.Unadjusted
self.assertEqual(sse_cal.adjust_date(reference_date, biz_day_conv),
reference_date)
self.assertEqual(ib_cal.adjust_date(reference_date, biz_day_conv),
reference_date)
biz_day_conv = BizDayConventions.Following
self.assertEqual(sse_cal.adjust_date(reference_date, biz_day_conv),
Date(2005, Months.May, 9))
self.assertEqual(ib_cal.adjust_date(reference_date, biz_day_conv),
Date(2005, Months.April, 30))
biz_day_conv = BizDayConventions.ModifiedFollowing
self.assertEqual(sse_cal.adjust_date(reference_date, biz_day_conv),
Date(2005, Months.April, 29))
self.assertEqual(ib_cal.adjust_date(reference_date, biz_day_conv),
Date(2005, Months.April, 30))