def test_NthTradingDayOfMonth(self, n):
cal = get_calendar('NYSE')
rule = NthTradingDayOfMonth(n)
rule.cal = cal
should_trigger = rule.should_trigger
for n_tdays, d in enumerate(self.sept_days):
for m in self.nyse_cal.trading_minutes_for_day(d):
if should_trigger(m):
self.assertEqual(n_tdays, n)
else:
self.assertNotEqual(n_tdays, n)
def test_NthTradingDayOfMonth(self, n):
cal = get_calendar('NYSE')
rule = NthTradingDayOfMonth(n)
rule.cal = cal
should_trigger = rule.should_trigger
for n_tdays, d in enumerate(self.sept_days):
for m in self.nyse_cal.trading_minutes_for_day(d):
if should_trigger(m):
self.assertEqual(n_tdays, n)
else:
self.assertNotEqual(n_tdays, n)
def test_invalid_offsets(self):
with self.assertRaises(ValueError):
NthTradingDayOfWeek(5)
with self.assertRaises(ValueError):
NthTradingDayOfWeek(-1)
with self.assertRaises(ValueError):
NthTradingDayOfMonth(-1)
with self.assertRaises(ValueError):
NthTradingDayOfMonth(24)
def test_NthTradingDayOfMonth(self, n):
cal = get_calendar('NYSE')
rule = NthTradingDayOfMonth(n)
rule.cal = cal
should_trigger = rule.should_trigger
for sessions_list in (self.sept_sessions, self.oct_sessions):
for n_tdays, session in enumerate(sessions_list):
for m in self.nyse_cal.minutes_for_session(session):
if should_trigger(m):
self.assertEqual(n_tdays, n)
else:
self.assertNotEqual(n_tdays, n)
def test_NthTradingDayOfMonth(self, n):
cal = get_calendar('NYSE')
rule = NthTradingDayOfMonth(n)
rule.cal = cal
should_trigger = rule.should_trigger
for sessions_list in (self.sept_sessions, self.oct_sessions):
for n_tdays, session in enumerate(sessions_list):
for m in self.nyse_cal.minutes_for_session(session):
if should_trigger(m):
self.assertEqual(n_tdays, n)
else:
self.assertNotEqual(n_tdays, n)
def test_NthTradingDayOfMonth(self):
for n in range(MAX_MONTH_RANGE):
rule = NthTradingDayOfMonth(n)
rule.cal = self.cal
should_trigger = rule.should_trigger
for sessions_list in (self.sept_sessions, self.oct_sessions):
for n_tdays, session in enumerate(sessions_list):
# just check the first 10 minutes of each session
for m in self.cal.minutes_for_session(session)[0:10]:
if should_trigger(m):
self.assertEqual(n_tdays, n)
else:
self.assertNotEqual(n_tdays, n)
def test_NthTradingDayOfMonth(self):
for n in range(MAX_MONTH_RANGE):
rule = NthTradingDayOfMonth(n)
rule.cal = self.cal
should_trigger = rule.should_trigger
for sessions_list in (self.sept_sessions, self.oct_sessions):
for n_tdays, session in enumerate(sessions_list):
# just check the first 10 minutes of each session
for m in self.cal.minutes_for_session(session)[0:10]:
if should_trigger(m):
self.assertEqual(n_tdays, n)
else:
self.assertNotEqual(n_tdays, n)
def test_NthTradingDayOfMonth(self, n):
should_trigger = NthTradingDayOfMonth(n).should_trigger
for n_tdays, d in enumerate(self.sept_days):
for m in self.env.market_minutes_for_day(d):
if should_trigger(m):
self.assertEqual(n_tdays, n)
else:
self.assertNotEqual(n_tdays, n)
