def test_NDaysBeforeLastTradingDayOfMonth(self, n):
cal = get_calendar('NYSE')
rule = NDaysBeforeLastTradingDayOfMonth(n)
rule.cal = cal
should_trigger = rule.should_trigger
for n_days_before, d in enumerate(reversed(self.sept_days)):
for m in self.nyse_cal.trading_minutes_for_day(d):
if should_trigger(m):
self.assertEqual(n_days_before, n)
else:
self.assertNotEqual(n_days_before, n)
def test_NDaysBeforeLastTradingDayOfMonth(self, n):
cal = get_calendar('NYSE')
rule = NDaysBeforeLastTradingDayOfMonth(n)
rule.cal = cal
should_trigger = rule.should_trigger
for n_days_before, session in enumerate(reversed(self.oct_sessions)):
for m in self.nyse_cal.minutes_for_session(session):
if should_trigger(m):
self.assertEqual(n_days_before, n)
else:
self.assertNotEqual(n_days_before, n)
def test_NDaysBeforeLastTradingDayOfMonth(self):
for n in range(MAX_MONTH_RANGE):
rule = NDaysBeforeLastTradingDayOfMonth(n)
rule.cal = self.cal
should_trigger = rule.should_trigger
sessions = reversed(self.oct_sessions)
for n_days_before, session in enumerate(sessions):
for m in self.cal.minutes_for_session(session)[0:10]:
if should_trigger(m):
self.assertEqual(n_days_before, n)
else:
self.assertNotEqual(n_days_before, n)
def test_NDaysBeforeLastTradingDayOfMonth(self):
for n in range(MAX_MONTH_RANGE):
rule = NDaysBeforeLastTradingDayOfMonth(n)
rule.cal = self.cal
should_trigger = rule.should_trigger
sessions = reversed(self.oct_sessions)
for n_days_before, session in enumerate(sessions):
for m in self.cal.minutes_for_session(session)[0:10]:
if should_trigger(m):
self.assertEqual(n_days_before, n)
else:
self.assertNotEqual(n_days_before, n)
def test_NDaysBeforeLastTradingDayOfMonth(self, n):
should_trigger = NDaysBeforeLastTradingDayOfMonth(n).should_trigger
for n_days_before, d in enumerate(reversed(self.sept_days)):
for m in self.env.market_minutes_for_day(d):
if should_trigger(m):
self.assertEqual(n_days_before, n)
else:
self.assertNotEqual(n_days_before, n)