def test_is_trading_day_raises_for_unknown_dates(self):
finder = trading_days.get_trading_day_finder()
start, end = finder.range()
with self.assertRaisesRegex(ValueError, f'{start}, {end}'):
finder.is_trading_day(start.subtract(days=1))
with self.assertRaisesRegex(ValueError, f'{start}, {end}'):
finder.is_trading_day(end.add(days=1))
def test_is_trading_day(self):
finder = trading_days.get_trading_day_finder()
self.assertFalse(finder.is_trading_day(time.CivilTime(2017, 1, 2)))
self.assertTrue(finder.is_trading_day(time.CivilTime(2017, 1, 3)))
self.assertTrue(finder.is_trading_day(time.CivilTime(2018, 7, 3)))
self.assertFalse(finder.is_trading_day(time.CivilTime(2018, 7, 4)))
self.assertTrue(finder.is_trading_day(time.CivilTime(2020, 5, 22)))
self.assertFalse(finder.is_trading_day(time.CivilTime(2020, 5, 25)))
def test_get_last_n_at_start(self):
finder = trading_days.get_trading_day_finder()
start, _ = finder.range()
self.assertSequenceEqual(finder.get_last_n(start, 1), [start])
self.assertSequenceEqual(finder.get_last_n(start, 2), [start])
self.assertSequenceEqual(finder.get_last_n(start, 20), [start])
# The current range start is a Monday
self.assertSequenceEqual(finder.get_last_n(start.add(days=4), 5),
[start.add(days=i) for i in range(5)])
self.assertSequenceEqual(
finder.get_last_n(start, 1, include_input_date=False), [])
self.assertSequenceEqual(
finder.get_last_n(start, 2, include_input_date=False), [])
def test_get_next_n_at_end(self):
finder = trading_days.get_trading_day_finder()
_, end = finder.range()
self.assertSequenceEqual(finder.get_next_n(end, 1), [])
self.assertSequenceEqual(finder.get_next_n(end, 2), [])
self.assertSequenceEqual(finder.get_next_n(end, 20), [])
# The current range end is a Tuesday
self.assertSequenceEqual(finder.get_next_n(end.subtract(days=1), 1),
[end])
self.assertSequenceEqual(
finder.get_next_n(end, 1, include_input_date=True), [end])
self.assertSequenceEqual(
finder.get_next_n(end, 2, include_input_date=True), [end])
def test_get_next_n(self):
finder = trading_days.get_trading_day_finder()
self.assertSequenceEqual(
finder.get_next_n(time.CivilTime(2020, 5, 25), 1),
[time.CivilTime(2020, 5, 26)])
self.assertSequenceEqual(
finder.get_next_n(time.CivilTime(2020, 5, 26), 1),
[time.CivilTime(2020, 5, 27)])
self.assertSequenceEqual(
finder.get_next_n(time.CivilTime(2020, 5, 23), 6), [
time.CivilTime(2020, 5, 26),
time.CivilTime(2020, 5, 27),
time.CivilTime(2020, 5, 28),
time.CivilTime(2020, 5, 29),
time.CivilTime(2020, 6, 1),
time.CivilTime(2020, 6, 2),
])
def test_get_last_n(self):
finder = trading_days.get_trading_day_finder()
# 2020-05-25 is not a traiding date.
self.assertSequenceEqual(
finder.get_last_n(time.CivilTime(2020, 5, 25), 1),
[time.CivilTime(2020, 5, 22)])
self.assertSequenceEqual(
finder.get_last_n(time.CivilTime(2020, 5, 22), 1),
[time.CivilTime(2020, 5, 22)])
self.assertSequenceEqual(
finder.get_last_n(time.CivilTime(2020, 5, 25), 6), [
time.CivilTime(2020, 5, 15),
time.CivilTime(2020, 5, 18),
time.CivilTime(2020, 5, 19),
time.CivilTime(2020, 5, 20),
time.CivilTime(2020, 5, 21),
time.CivilTime(2020, 5, 22),
])
def test_get_last_n_without_input_date(self):
finder = trading_days.get_trading_day_finder()
self.assertSequenceEqual(
finder.get_last_n(time.CivilTime(2020, 5, 25),
1,
include_input_date=False),
[time.CivilTime(2020, 5, 22)])
self.assertSequenceEqual(
finder.get_last_n(time.CivilTime(2020, 5, 22),
1,
include_input_date=False),
[time.CivilTime(2020, 5, 21)])
self.assertSequenceEqual(
finder.get_last_n(time.CivilTime(2020, 5, 22),
6,
include_input_date=False), [
time.CivilTime(2020, 5, 14),
time.CivilTime(2020, 5, 15),
time.CivilTime(2020, 5, 18),
time.CivilTime(2020, 5, 19),
time.CivilTime(2020, 5, 20),
time.CivilTime(2020, 5, 21),
])
def test_get_next_n_with_input_date(self):
finder = trading_days.get_trading_day_finder()
self.assertSequenceEqual(
finder.get_next_n(time.CivilTime(2020, 5, 25),
1,
include_input_date=True),
[time.CivilTime(2020, 5, 26)])
self.assertSequenceEqual(
finder.get_next_n(time.CivilTime(2020, 5, 26),
1,
include_input_date=True),
[time.CivilTime(2020, 5, 26)])
self.assertSequenceEqual(
finder.get_next_n(time.CivilTime(2020, 5, 26),
6,
include_input_date=True), [
time.CivilTime(2020, 5, 26),
time.CivilTime(2020, 5, 27),
time.CivilTime(2020, 5, 28),
time.CivilTime(2020, 5, 29),
time.CivilTime(2020, 6, 1),
time.CivilTime(2020, 6, 2),
])