def test_2016_holidays(): # 2016 holidays: # new years: 2016-01-01 # good friday: 2016-03-25 # christmas (observed): 2016-12-26 ice = ICEExchangeCalendar() good_dates = ice.valid_days('2016-01-01', '2016-12-31') for date in ["2016-01-01", "2016-03-25", "2016-12-26"]: assert pd.Timestamp(date, tz='UTC') not in good_dates
def test_hurricane_sandy_one_day(): dates_open = ICEExchangeCalendar().valid_days('2012-10-01', '2012-11-01') # closed first day of hurricane sandy assert pd.Timestamp("2012-10-29", tz='UTC') not in dates_open # ICE wasn't closed on day 2 of hurricane sandy assert pd.Timestamp("2012-10-30", tz='UTC') in dates_open
def test_2016_early_closes(): # 2016 early closes # mlk: 2016-01-18 # presidents: 2016-02-15 # mem day: 2016-05-30 # independence day: 2016-07-04 # labor: 2016-09-05 # thanksgiving: 2016-11-24 ice = ICEExchangeCalendar() schedule = ice.schedule('2016-01-01', '2016-12-31') early_closes = ice.early_closes(schedule) for date in [ "2016-01-18", "2016-02-15", "2016-05-30", "2016-07-04", "2016-09-05", "2016-11-24" ]: dt = pd.Timestamp(date, tz='UTC') assert dt in early_closes.index market_close = schedule.loc[dt].market_close # all ICE early closes are 1 pm local assert market_close.tz_convert(ice.tz).hour == 13
def test_test_name(): assert ICEExchangeCalendar().name == 'ICE'