def test_jpx_2019_holidays():
jpx_calendar = JPXExchangeCalendar()
# holidays we expect in 2019 (calendar changes for new Emperor)
holidays_2019 = [
pd.Timestamp("2019-01-01", tz='UTC'),
pd.Timestamp("2019-01-02", tz='UTC'),
pd.Timestamp("2019-01-03", tz='UTC'),
pd.Timestamp("2019-01-14", tz='UTC'),
pd.Timestamp("2019-02-11", tz='UTC'),
pd.Timestamp("2019-03-21", tz='UTC'),
pd.Timestamp("2019-04-29", tz='UTC'),
pd.Timestamp("2019-04-30", tz='UTC'),
pd.Timestamp("2019-05-01", tz='UTC'),
pd.Timestamp("2019-05-02", tz='UTC'),
pd.Timestamp("2019-05-03", tz='UTC'),
pd.Timestamp("2019-05-04", tz='UTC'),
pd.Timestamp("2019-05-06", tz='UTC'),
pd.Timestamp("2019-07-15", tz='UTC'),
pd.Timestamp("2019-08-12", tz='UTC'),
pd.Timestamp("2019-09-16", tz='UTC'),
pd.Timestamp("2019-09-23", tz='UTC'),
pd.Timestamp("2019-10-14", tz='UTC'),
pd.Timestamp("2019-10-22", tz='UTC'),
pd.Timestamp("2019-11-04", tz='UTC'),
pd.Timestamp("2019-11-23", tz='UTC'),
pd.Timestamp("2019-12-31", tz='UTC'),
]
valid_days = jpx_calendar.valid_days(pd.Timestamp('2019-01-01'),
pd.Timestamp('2019-12-31'))
for session_label in holidays_2019:
assert session_label not in valid_days
def test_jpx_closes_at_lunch():
jpx_calendar = JPXExchangeCalendar()
jpx_schedule = jpx_calendar.schedule(
start_date=datetime.datetime(2015,
1,
14,
tzinfo=pytz.timezone('Asia/Tokyo')),
end_date=datetime.datetime(2015,
1,
16,
tzinfo=pytz.timezone('Asia/Tokyo')))
assert jpx_calendar.open_at_time(schedule=jpx_schedule,
timestamp=datetime.datetime(
2015,
1,
14,
11,
0,
tzinfo=pytz.timezone('Asia/Tokyo')))
assert not jpx_calendar.open_at_time(
schedule=jpx_schedule,
timestamp=datetime.datetime(
2015, 1, 14, 12, 0, tzinfo=pytz.timezone('Asia/Tokyo')))
def test_2018_jpx_holidays():
jpx_calendar = JPXExchangeCalendar()
# holidays we expect
holidays_2018 = [
pd.Timestamp("2018-01-01", tz='UTC'),
pd.Timestamp("2018-01-02", tz='UTC'),
pd.Timestamp("2018-01-03", tz='UTC'),
pd.Timestamp("2018-01-08", tz='UTC'),
pd.Timestamp("2018-02-12", tz='UTC'),
pd.Timestamp("2018-03-21", tz='UTC'),
pd.Timestamp("2018-04-30", tz='UTC'),
pd.Timestamp("2018-05-03", tz='UTC'),
pd.Timestamp("2018-05-04", tz='UTC'),
pd.Timestamp("2018-05-05", tz='UTC'),
pd.Timestamp("2018-07-16", tz='UTC'),
pd.Timestamp("2018-08-11", tz='UTC'),
pd.Timestamp("2018-09-17", tz='UTC'),
pd.Timestamp("2018-09-24", tz='UTC'),
pd.Timestamp("2018-10-08", tz='UTC'),
pd.Timestamp("2018-11-03", tz='UTC'),
pd.Timestamp("2018-11-23", tz='UTC'),
pd.Timestamp("2018-12-24", tz='UTC'),
pd.Timestamp("2018-12-31", tz='UTC'),
]
valid_days = jpx_calendar.valid_days(pd.Timestamp('2018-01-01'),
pd.Timestamp('2018-12-31'))
for session_label in holidays_2018:
assert session_label not in valid_days
def test_jpx_2021_holidays():
jpx_calendar = JPXExchangeCalendar()
# holidays we expect in 2021 (regular calendar generation resumed)
holidays_2021 = [
pd.Timestamp("2021-01-01", tz='UTC'),
pd.Timestamp("2021-01-02", tz='UTC'),
pd.Timestamp("2021-01-03", tz='UTC'),
pd.Timestamp("2021-01-11", tz='UTC'),
pd.Timestamp("2021-02-11", tz='UTC'),
pd.Timestamp("2021-02-23", tz='UTC'),
pd.Timestamp("2021-03-20", tz='UTC'),
pd.Timestamp("2021-04-29", tz='UTC'),
pd.Timestamp("2021-05-03", tz='UTC'),
pd.Timestamp("2021-05-04", tz='UTC'),
pd.Timestamp("2021-05-05", tz='UTC'),
pd.Timestamp("2021-07-19", tz='UTC'),
pd.Timestamp("2021-08-11", tz='UTC'),
pd.Timestamp("2021-09-20", tz='UTC'),
pd.Timestamp("2021-09-23", tz='UTC'),
pd.Timestamp("2021-10-11", tz='UTC'),
pd.Timestamp("2021-11-03", tz='UTC'),
pd.Timestamp("2021-11-23", tz='UTC'),
pd.Timestamp("2021-12-31", tz='UTC'),
]
valid_days = jpx_calendar.valid_days(pd.Timestamp('2021-01-01'),
pd.Timestamp('2021-12-31'))
for session_label in holidays_2021:
assert session_label not in valid_days
def test_jpx_2020_holidays():
jpx_calendar = JPXExchangeCalendar()
# holidays we expect in 2020 (calendar changes for Olympics)
holidays_2020 = [
pd.Timestamp("2020-01-01", tz='UTC'),
pd.Timestamp("2020-01-02", tz='UTC'),
pd.Timestamp("2020-01-03", tz='UTC'),
pd.Timestamp("2020-01-13", tz='UTC'),
pd.Timestamp("2020-02-11", tz='UTC'),
pd.Timestamp("2020-02-24", tz='UTC'), # from 2/23
pd.Timestamp("2020-03-20", tz='UTC'),
pd.Timestamp("2020-04-29", tz='UTC'),
pd.Timestamp("2020-05-03", tz='UTC'),
pd.Timestamp("2020-05-04", tz='UTC'),
pd.Timestamp("2020-05-05", tz='UTC'),
pd.Timestamp("2020-07-23", tz='UTC'), # sea day
pd.Timestamp("2020-07-24", tz='UTC'), # sports day
pd.Timestamp("2020-08-10", tz='UTC'), # mountain day
pd.Timestamp("2020-09-21", tz='UTC'),
pd.Timestamp("2020-09-22", tz='UTC'),
pd.Timestamp("2020-11-03", tz='UTC'),
pd.Timestamp("2020-11-23", tz='UTC'),
pd.Timestamp("2020-12-31", tz='UTC'),
]
valid_days = jpx_calendar.valid_days(pd.Timestamp('2020-01-01'),
pd.Timestamp('2020-12-31'))
for session_label in holidays_2020:
assert session_label not in valid_days
def test_2017_holidays():
jpx_calendar = JPXExchangeCalendar()
# holidays we expect
holidays_2017 = [
pd.Timestamp("2017-01-01", tz='UTC'),
pd.Timestamp("2017-01-02", tz='UTC'),
pd.Timestamp("2017-01-03", tz='UTC'),
pd.Timestamp("2017-01-09", tz='UTC'),
pd.Timestamp("2017-02-11", tz='UTC'),
pd.Timestamp("2017-03-20", tz='UTC'),
pd.Timestamp("2017-04-29", tz='UTC'),
pd.Timestamp("2017-05-03", tz='UTC'),
pd.Timestamp("2017-05-04", tz='UTC'),
pd.Timestamp("2017-05-05", tz='UTC'),
pd.Timestamp("2017-07-17", tz='UTC'),
pd.Timestamp("2017-08-11", tz='UTC'),
pd.Timestamp("2017-09-23", tz='UTC'),
pd.Timestamp("2017-10-09", tz='UTC'),
pd.Timestamp("2017-11-03", tz='UTC'),
pd.Timestamp("2017-11-23", tz='UTC'),
pd.Timestamp("2017-12-23", tz='UTC'),
pd.Timestamp("2017-12-31", tz='UTC'),
]
for session_label in holidays_2017:
assert session_label not in jpx_calendar.valid_days(
'2017-01-01', '2017-12-31')
def test_jpx_correctly_counts_jpx_vernal_equinox():
jpx_calendar = JPXExchangeCalendar()
jpx_schedule = jpx_calendar.schedule(start_date='2017-03-01',
end_date='2019-09-30')
assert pd.Timestamp('2017-03-20') not in jpx_schedule.index
assert pd.Timestamp('2017-03-21') in jpx_schedule.index
assert pd.Timestamp('2018-03-21') not in jpx_schedule.index
assert pd.Timestamp('2019-03-21') not in jpx_schedule.index
assert pd.Timestamp('2019-03-20') in jpx_schedule.index
def test_jpx_trading_days_since_1949(request):
"""
Perform a full comparison of all known weekday trading days from 1949-05-16 to 2019-05-31 and
make sure that it matches.
"""
# get the expected dates from the csv file
expected = pd.read_csv(os.path.join(request.fspath.dirname, 'data',
'jpx_open_weekdays_since_1949.csv'),
index_col=0,
parse_dates=True).index
expected.name = None
# calculated expected going direct to the underlying regular and ad_hoc calendars
jpx_calendar = JPXExchangeCalendar()
start_date = expected[0]
end_date = expected[-1]
reg_holidays = jpx_calendar.regular_holidays.holidays(start_date, end_date)
adhoc_dates = map(lambda dt: dt.tz_localize(None),
jpx_calendar.adhoc_holidays)
adhoc_index = pd.DatetimeIndex(adhoc_dates).sort_values()
slice_locs = adhoc_index.slice_locs(start_date, end_date)
adhoc_holidays = adhoc_index[slice_locs[0]:slice_locs[1]]
holidays = reg_holidays
holidays = holidays.append(adhoc_holidays)
holidays = holidays.sort_values().unique()
day_generator = pd.offsets.CustomBusinessDay(holidays=holidays)
actual = pd.date_range(start_date, end_date, freq=day_generator)
assert_index_equal(expected, actual)
def test_jpx_correctly_counts_jpx_autumn_equinox():
jpx_calendar = JPXExchangeCalendar()
jpx_schedule = jpx_calendar.schedule(start_date='2016-09-01',
end_date='2019-09-30')
assert pd.Timestamp('2016-09-22') not in jpx_schedule.index
assert pd.Timestamp('2016-09-23') in jpx_schedule.index
assert pd.Timestamp(
'2017-09-23') not in jpx_schedule.index # EQUINOX Saturday
assert pd.Timestamp('2017-09-24') not in jpx_schedule.index # Sunday
assert pd.Timestamp('2017-09-25') in jpx_schedule.index # Monday
assert pd.Timestamp('2018-09-22') not in jpx_schedule.index # Saturday
assert pd.Timestamp(
'2018-09-23') not in jpx_schedule.index # EQUINOX Sunday
assert pd.Timestamp('2018-09-24') not in jpx_schedule.index # Equinox OBS
assert pd.Timestamp('2019-09-22') not in jpx_schedule.index # Sunday
assert pd.Timestamp('2019-09-23') not in jpx_schedule.index # EQUINOX
assert pd.Timestamp('2019-09-24') in jpx_schedule.index # Monday
def test_time_zone():
assert JPXExchangeCalendar().tz == pytz.timezone('Asia/Tokyo')
assert JPXExchangeCalendar().name == 'JPX'