def test_2012_holidays():
# 2012/06/04 - Bank Holiday
# 2012/06/05 - Queen's Diamond Jubilee
lse = LSEExchangeCalendar()
good_dates = lse.valid_days('2012-01-01', '2012-12-31')
for date in ["2012-06-04", "2012-06-05"]:
assert pd.Timestamp(date, tz='UTC') not in good_dates
def test_unique_holidays():
england_unique_hols_names = [
"VE_50", "VE_75",
"QEII_Jubilee_25", "QEII_Jubilee_50", "QEII_Jubilee_60",
"Royal_Wedding_Anne_1973", "Royal_Wedding_Charles_1981", "Royal_Wedding_William_2011",
"3rd_Millennium_Eve",
]
england_unique_hols = {i: {"closed": None, "open": None} for i in england_unique_hols_names}
# One-off holiday additions and removals in England
# VE-Day Anniversary
# 50th Anniversary
england_unique_hols["VE_50"]["closed"] = [pd.Timestamp("1995-05-08")]
england_unique_hols["VE_50"]["open"] = [pd.Timestamp("1995-05-01")] # Early May bank holiday removed
# 75th Anniversary
england_unique_hols["VE_75"]["closed"] = [pd.Timestamp("2020-05-08")]
england_unique_hols["VE_75"]["open"] = [pd.Timestamp("2020-05-04")] # Early May bank holiday removed
# Queen Elizabeth II Jubilees
# Silver Jubilee
england_unique_hols["QEII_Jubilee_25"]["closed"] = [pd.Timestamp("1977-06-07")]
# Golden Jubilee
england_unique_hols["QEII_Jubilee_50"]["closed"] = [pd.Timestamp("2002-06-03"), pd.Timestamp("2002-06-04")]
england_unique_hols["QEII_Jubilee_50"]["open"] = [pd.Timestamp("2002-05-27")] # Spring bank holiday removed
# Diamond Jubilee
england_unique_hols["QEII_Jubilee_60"]["closed"] = [pd.Timestamp("2012-06-04"), pd.Timestamp("2012-06-05")]
england_unique_hols["QEII_Jubilee_60"]["open"] = [pd.Timestamp("2012-05-28")] # Spring bank holiday removed
# Platinum Jubilee
england_unique_hols["QEII_Jubilee_60"]["closed"] = [pd.Timestamp("2022-06-02"), pd.Timestamp("2022-06-03")]
england_unique_hols["QEII_Jubilee_60"]["open"] = [pd.Timestamp("2022-05-31")] # Spring bank holiday removed
# Royal Weddings
# Wedding Day of Princess Anne and Mark Phillips
england_unique_hols["Royal_Wedding_Anne_1973"]["closed"] = [pd.Timestamp("1973-11-14")]
# Wedding Day of Prince Charles and Diana Spencer
england_unique_hols["Royal_Wedding_Charles_1981"]["closed"] = [pd.Timestamp("1981-07-29")]
# Wedding Day of Prince William and Catherine Middleton
england_unique_hols["Royal_Wedding_William_2011"]["closed"] = [pd.Timestamp("2011-04-29")]
# Miscellaneous
# Eve of 3rd Millennium A.D.
england_unique_hols["3rd_Millennium_Eve"]["closed"] = [pd.Timestamp("1999-12-31")]
# Test of closed dates
lse = LSEExchangeCalendar()
# get all the closed dates
closed_days = [england_unique_hols[k].get('closed') for k in england_unique_hols]
good_dates = lse.valid_days('1990-01-01', '2022-12-31')
for date in chain.from_iterable(closed_days):
assert pd.Timestamp(date, tz='UTC') not in good_dates
# Test of open dates
open_days = [england_unique_hols[k].get('open') for k in england_unique_hols]
open_days = [i for i in open_days if i]
good_dates = lse.valid_days('1990-01-01', '2022-12-31')
for date in chain.from_iterable(open_days):
assert pd.Timestamp(date, tz='UTC') in good_dates
def test_2016_holidays():
# 2016/01/01 - New Years Day (observed on first business day on/after)
# 2016/03/25 - Good Friday
# 2016/03/28 - Easter Monday
# 2016/05/02 - Early May Bank Holiday (first Monday in May)
# 2016/05/30 - Spring Bank Holiday (last Monday in May)
# 2016/08/29 - Summer Bank Holiday (last Monday in August)
# 2016/12/27 - Dec. 27th (Christmas is on a weekend)
# 2016/12/26 - Boxing Day
lse = LSEExchangeCalendar()
good_dates = lse.valid_days('2016-01-01', '2016-12-31')
for date in ["2016-01-01", "2016-03-25", "2016-03-28", '2016-05-02', '2016-05-30',
'2016-08-29', '2016-12-27', '2016-12-26']:
assert pd.Timestamp(date, tz='UTC') not in good_dates
def test_2016_early_closes():
# Christmas Eve: 2016-12-23
# New Year's Eve: 2016-12-30
lse = LSEExchangeCalendar()
schedule = lse.schedule('2016-01-01', '2017-12-31')
early_closes = lse.early_closes(schedule).index
for date in ["2016-12-23", "2016-12-30", '2017-12-22', '2017-12-29']:
dt = pd.Timestamp(date, tz='UTC')
assert dt in early_closes
market_close = schedule.loc[dt].market_close
assert market_close.tz_convert(lse.tz).hour == 12
assert market_close.tz_convert(lse.tz).minute == 30
def test_time_zone():
assert LSEExchangeCalendar().tz == pytz.timezone('Europe/London')