def testChinaIB(self):
# China Inter Bank working weekend list in the year 2014
expectedWorkingWeekEnd = [Date(2014, 1, 26),
Date(2014, 2, 8),
Date(2014, 5, 4),
Date(2014, 9, 28),
Date(2014, 10, 11),
# China Inter Bank working weekend list in the year 2015
Date(2015, 1, 4),
Date(2015, 2, 15),
Date(2015, 2, 28),
Date(2015, 9, 6),
Date(2015, 10, 10),
# China Inter Bank working weekend list in the year 2016
Date(2016, 2, 6),
Date(2016, 2, 14),
Date(2016, 6, 12),
Date(2016, 9, 18),
Date(2016, 10, 8),
Date(2016, 10, 9),
# China Inter Bank working weekend list in the year 2017
Date(2017, 1, 22),
Date(2017, 2, 4),
Date(2017, 4, 1),
Date(2017, 5, 27),
Date(2017, 9, 30)]
cal = Calendar('China.IB')
for day in expectedWorkingWeekEnd:
self.assertEqual(cal.isHoliday(day), False, "{0} is not expected to be a holiday in {1}".format(day, cal))
self.assertEqual(cal.isBizDay(day), True, "{0} is expected to be a working day in {1} ".format(day, cal))
def testChinaSSE(self):
# China Shhanghai Securities Exchange holiday list in the year 2014
expectedHol = [Date(2014, 1, 1), Date(2014, 1, 31),
Date(2014, 2, 1), Date(2014, 2, 2), Date(2014, 2, 3), Date(2014, 2, 4), Date(2014, 2, 5),
Date(2014, 2, 6), Date(2014, 2, 8),
Date(2014, 4, 5), Date(2014, 4, 6), Date(2014, 4, 7),
Date(2014, 5, 1), Date(2014, 5, 2), Date(2014, 5, 3), Date(2014, 5, 4), Date(2014, 5, 31),
Date(2014, 6, 1), Date(2014, 6, 2),
Date(2014, 9, 6), Date(2014, 9, 7), Date(2014, 9, 8), Date(2014, 9, 28),
Date(2014, 10, 1), Date(2014, 10, 2), Date(2014, 10, 3), Date(2014, 10, 4), Date(2014, 10, 5),
Date(2014, 10, 6), Date(2014, 10, 7), Date(2014, 10, 11),
# China Shhanghai Securities Exchange holiday list in the year 2015
Date(2015, 1, 1), Date(2015, 1, 2), Date(2015, 1, 3), Date(2015, 1, 4),
Date(2015, 2, 15), Date(2015, 2, 18), Date(2015, 2, 19), Date(2015, 2, 20), Date(2015, 2, 21),
Date(2015, 2, 22), Date(2015, 2, 23), Date(2015, 2, 24), Date(2015, 2, 28),
Date(2015, 4, 5), Date(2015, 4, 6),
Date(2015, 5, 1), Date(2015, 5, 2), Date(2015, 5, 3),
Date(2015, 6, 20), Date(2015, 6, 21), Date(2015, 6, 22),
Date(2015, 9, 3), Date(2015, 9, 4), Date(2015, 9, 27),
Date(2015, 10, 1), Date(2015, 10, 2), Date(2015, 10, 3), Date(2015, 10, 4), Date(2015, 10, 5),
Date(2015, 10, 6), Date(2015, 10, 7), Date(2015, 10, 10)]
cal = Calendar('China.SSE')
for day in expectedHol:
self.assertEqual(cal.isHoliday(day), True, "{0} is expected to be a holiday in {1}".format(day, cal))
self.assertEqual(cal.isBizDay(day), False,
"{0} is expected not to be a working day in {1} ".format(day, cal))
def testNullCalendar(self):
cal = Calendar("Null")
testDate = Date(2015, 1, 1)
self.assertTrue(cal.isBizDay(testDate))
self.assertTrue(not cal.isHoliday(testDate))
self.assertTrue(cal.isWeekEnd(Weekdays.Saturday))
self.assertTrue(cal.isWeekEnd(Weekdays.Sunday))
self.assertTrue(not cal.isWeekEnd(Weekdays.Friday))
def testNullCalendar(self):
cal = Calendar("Null")
testDate = Date(2015, 1, 1)
self.assertTrue(cal.isBizDay(testDate))
self.assertTrue(not cal.isHoliday(testDate))
self.assertTrue(cal.isWeekEnd(Weekdays.Saturday))
self.assertTrue(cal.isWeekEnd(Weekdays.Sunday))
self.assertTrue(not cal.isWeekEnd(Weekdays.Friday))
def testDatesList(self):
fromDate = Date(2014, 1, 31)
toDate = Date(2014, 2, 28)
sseCal = Calendar('China.SSE')
ibCal = Calendar('China.IB')
benchmarkHol = [Date(2014, 1, 31), Date(2014, 2, 3), Date(2014, 2, 4), Date(2014, 2, 5), Date(2014, 2, 6)]
sseHolList = sseCal.holDatesList(fromDate, toDate, False)
self.assertEqual(sseHolList, benchmarkHol)
ibHolList = ibCal.holDatesList(fromDate, toDate, False)
self.assertEqual(ibHolList, benchmarkHol)
sseHolList = sseCal.holDatesList(fromDate, toDate, True)
benchmarkHol = [Date(2014, 1, 31), Date(2014, 2, 1), Date(2014, 2, 2), Date(2014, 2, 3), Date(2014, 2, 4),
Date(2014, 2, 5), Date(2014, 2, 6), Date(2014, 2, 8), Date(2014, 2, 9), Date(2014, 2, 15),
Date(2014, 2, 16), Date(2014, 2, 22), Date(2014, 2, 23)]
self.assertEqual(sseHolList, benchmarkHol)
ibHolList = ibCal.holDatesList(fromDate, toDate, True)
benchmarkHol = [Date(2014, 1, 31), Date(2014, 2, 1), Date(2014, 2, 2), Date(2014, 2, 3), Date(2014, 2, 4),
Date(2014, 2, 5), Date(2014, 2, 6), Date(2014, 2, 9), Date(2014, 2, 15), Date(2014, 2, 16),
Date(2014, 2, 22), Date(2014, 2, 23)]
self.assertEqual(ibHolList, benchmarkHol)
sseWorkingDayList = sseCal.bizDatesList(fromDate, toDate)
d = fromDate
while d <= toDate:
if sseCal.isBizDay(d):
self.assertTrue(d in sseWorkingDayList and d not in sseHolList)
d += 1
ibWorkingDayList = ibCal.bizDatesList(fromDate, toDate)
d = fromDate
while d <= toDate:
if ibCal.isBizDay(d):
self.assertTrue(d in ibWorkingDayList and d not in ibHolList)
d += 1
def isBizDay(holidayCenter, ref):
cal = Calendar(holidayCenter)
ref = check_date(ref)
return cal.isBizDay(ref)
def isBizDay(holidayCenter, ref):
cal = Calendar(holidayCenter)
ref = Date.fromDateTime(ref)
return cal.isBizDay(ref)
def testChinaSSE(self):
# China Shanghai Securities Exchange holiday list in the year 2014
expectedHol = [
Date(2014, 1, 1),
Date(2014, 1, 31),
Date(2014, 2, 3),
Date(2014, 2, 4),
Date(2014, 2, 5),
Date(2014, 2, 6),
Date(2014, 4, 7),
Date(2014, 5, 1),
Date(2014, 5, 2),
Date(2014, 6, 2),
Date(2014, 9, 8),
Date(2014, 10, 1),
Date(2014, 10, 2),
Date(2014, 10, 3),
Date(2014, 10, 6),
Date(2014, 10, 7),
# China Shanghai Securities Exchange holiday list in the year 2015
Date(2015, 1, 1),
Date(2015, 1, 2),
Date(2015, 2, 18),
Date(2015, 2, 19),
Date(2015, 2, 20),
Date(2015, 2, 23),
Date(2015, 2, 24),
Date(2015, 4, 6),
Date(2015, 5, 1),
Date(2015, 6, 22),
Date(2015, 9, 3),
Date(2015, 9, 4),
Date(2015, 10, 1),
Date(2015, 10, 2),
Date(2015, 10, 5),
Date(2015, 10, 6),
Date(2015, 10, 7),
# China Shanghai Securities Exchange holiday list in the year 2016
Date(2016, 1, 1),
Date(2016, 2, 8),
Date(2016, 2, 9),
Date(2016, 2, 10),
Date(2016, 2, 11),
Date(2016, 2, 12),
Date(2016, 4, 4),
Date(2016, 5, 2),
Date(2016, 6, 9),
Date(2016, 6, 10),
Date(2016, 9, 15),
Date(2016, 9, 16),
Date(2016, 10, 3),
Date(2016, 10, 4),
Date(2016, 10, 5),
Date(2016, 10, 6),
Date(2016, 10, 7),
# China Shanghai Securities Exchange holiday list in the year 2017
Date(2017, 1, 1),
Date(2017, 1, 2),
Date(2017, 1, 27),
Date(2017, 1, 28),
Date(2017, 1, 29),
Date(2017, 1, 30),
Date(2017, 1, 31),
Date(2017, 2, 1),
Date(2017, 2, 2),
Date(2017, 4, 2),
Date(2017, 4, 3),
Date(2017, 4, 4),
Date(2017, 5, 1),
Date(2017, 5, 28),
Date(2017, 5, 29),
Date(2017, 5, 30),
Date(2017, 10, 1),
Date(2017, 10, 2),
Date(2017, 10, 3),
Date(2017, 10, 4),
Date(2017, 10, 5),
Date(2017, 10, 6),
Date(2017, 10, 7),
Date(2017, 10, 8),
# China Shanghai Securities Exchange holiday list in the year 2018
Date(2018, 1, 1),
Date(2018, 2, 15),
Date(2018, 2, 16),
Date(2018, 2, 17),
Date(2018, 2, 18),
Date(2018, 2, 19),
Date(2018, 2, 20),
Date(2018, 2, 21),
Date(2018, 4, 5),
Date(2018, 4, 6),
Date(2018, 4, 7),
Date(2018, 4, 29),
Date(2018, 4, 30),
Date(2018, 5, 1),
Date(2018, 6, 16),
Date(2018, 6, 17),
Date(2018, 6, 18),
Date(2018, 9, 22),
Date(2018, 9, 23),
Date(2018, 9, 24),
Date(2018, 10, 1),
Date(2018, 10, 2),
Date(2018, 10, 3),
Date(2018, 10, 4),
Date(2018, 10, 5),
Date(2018, 10, 6),
Date(2018, 10, 7),
# China Shanghai Securities Exchange holiday list in the year 2019
Date(2019, 1, 1),
Date(2019, 2, 4),
Date(2019, 2, 5),
Date(2019, 2, 6),
Date(2019, 2, 7),
Date(2019, 2, 8),
Date(2019, 4, 5),
Date(2019, 5, 1),
Date(2019, 5, 2),
Date(2019, 5, 3),
Date(2019, 6, 7),
Date(2019, 9, 13),
Date(2019, 10, 1),
Date(2019, 10, 2),
Date(2019, 10, 3),
Date(2019, 10, 4),
Date(2019, 10, 5),
Date(2019, 10, 6),
Date(2019, 10, 7),
# China Shanghai Securities Exchange holiday list in the year 2020
Date(2020, 1, 1),
Date(2020, 1, 24),
Date(2020, 1, 25),
Date(2020, 1, 26),
Date(2020, 1, 27),
Date(2020, 1, 28),
Date(2020, 1, 29),
Date(2020, 1, 30),
Date(2020, 4, 4),
Date(2020, 4, 5),
Date(2020, 4, 6),
Date(2020, 5, 1),
Date(2020, 5, 2),
Date(2020, 5, 3),
Date(2020, 5, 4),
Date(2020, 5, 5),
Date(2020, 6, 25),
Date(2020, 6, 26),
Date(2020, 6, 27),
Date(2020, 10, 1),
Date(2020, 10, 2),
Date(2020, 10, 3),
Date(2020, 10, 4),
Date(2020, 10, 5),
Date(2020, 10, 6),
Date(2020, 10, 7),
Date(2020, 10, 8),
]
cal = Calendar('China.SSE')
for day in expectedHol:
self.assertEqual(
cal.isHoliday(day), True,
"{0} is expected to be a holiday in {1}".format(day, cal))
self.assertEqual(
cal.isBizDay(day), False,
"{0} is not expected to be a working day in {1} ".format(
day, cal))
def isBizDay(holidayCenter, ref):
cal = Calendar(holidayCenter)
ref = check_date(ref)
return cal.isBizDay(ref)