def test_periodic_schedule(self,
start_dates,
end_dates,
period_quantities,
period_type,
backward,
expected_schedule,
end_of_month=False):
start_dates = dates.from_np_datetimes(_to_np_datetimes(start_dates))
end_dates = dates.from_np_datetimes(_to_np_datetimes(end_dates))
tenors = dates.periods.PeriodTensor(period_quantities, period_type)
expected_schedule = dates.from_np_datetimes(
_to_np_datetimes(expected_schedule))
actual_schedule = dates.PeriodicSchedule(
start_date=start_dates,
end_date=end_dates,
tenor=tenors,
holiday_calendar=dates.HolidayCalendar(
weekend_mask=dates.WeekendMask.SATURDAY_SUNDAY,
start_year=2020,
end_year=2028),
roll_convention=dates.BusinessDayConvention.MODIFIED_FOLLOWING,
backward=backward,
end_of_month=end_of_month).dates()
self.assertAllEqual(expected_schedule.ordinal(),
actual_schedule.ordinal())
def test_business_day_schedule(self, start_dates, end_dates, holidays,
backward, expected_schedule):
start_dates = dates.from_np_datetimes(_to_np_datetimes(start_dates))
end_dates = dates.from_np_datetimes(_to_np_datetimes(end_dates))
holiday_calendar = dates.create_holiday_calendar(
weekend_mask=dates.WeekendMask.SATURDAY_SUNDAY,
holidays=holidays,
start_year=2020,
end_year=2020)
expected_schedule = dates.from_np_datetimes(
_to_np_datetimes(expected_schedule))
actual_schedule = dates.BusinessDaySchedule(
start_date=start_dates,
end_date=end_dates,
holiday_calendar=holiday_calendar,
backward=backward).dates()
self.assertAllEqual(expected_schedule.ordinal(), actual_schedule.ordinal())
def test_schedule_on_fixed_interval(self, start_dates, end_dates,
period_quantities, period_type,
backward, expected_schedule):
start_dates = dates.from_np_datetimes(_to_np_datetimes(start_dates))
end_dates = dates.from_np_datetimes(_to_np_datetimes(end_dates))
tenors = dates.periods.PeriodTensor(period_quantities, period_type)
backward = backward
expected_schedule = dates.from_np_datetimes(
_to_np_datetimes(expected_schedule))
actual_schedule = dates.schedule(
start_dates,
end_dates,
tenors,
dates.HolidayCalendar(
weekend_mask=dates.WeekendMask.SATURDAY_SUNDAY,
start_year=2020,
end_year=2028),
roll_convention=dates.BusinessDayConvention.MODIFIED_FOLLOWING,
backward=backward)
self.assertAllEqual(expected_schedule.ordinal(),
actual_schedule.ordinal())
def test_create_from_np_datetimes(self):
dates = test_data.test_dates
y, m, d, o, datetimes = unpack_test_dates(dates)
np_datetimes = np.array(datetimes, dtype=np.datetime64)
date_tensor = dateslib.from_np_datetimes(np_datetimes)
self.assert_date_tensor_equals(date_tensor, y, m, d, o)