def test_NDaysBeforeLastTradingDayOfWeek(self, n): cal = get_calendar('NYSE') rule = NDaysBeforeLastTradingDayOfWeek(n) rule.cal = cal should_trigger = rule.should_trigger for m in self.sept_week: if should_trigger(m): n_tdays = 0 date = m.to_datetime().date() next_date = self.nyse_cal.next_trading_day(date) while next_date.weekday() > date.weekday(): date = next_date next_date = self.nyse_cal.next_trading_day(date) n_tdays += 1 self.assertEqual(n_tdays, n)
def test_NDaysBeforeLastTradingDayOfWeek(self): for n in range(MAX_WEEK_RANGE): rule = NDaysBeforeLastTradingDayOfWeek(n) rule.cal = self.cal should_trigger = rule.should_trigger for minute in self.sept_week: if should_trigger(minute): n_tdays = 0 session = self.cal.minute_to_session_label(minute, direction="none") next_session = self.cal.next_session_label(session) while next_session.dayofweek > session.dayofweek: session = next_session next_session = self.cal.next_session_label(session) n_tdays += 1 self.assertEqual(n_tdays, n)
def test_NDaysBeforeLastTradingDayOfWeek(self): for n in range(MAX_WEEK_RANGE): rule = NDaysBeforeLastTradingDayOfWeek(n) rule.cal = self.cal should_trigger = rule.should_trigger for minute in self.sept_week: if should_trigger(minute): n_tdays = 0 session = self.cal.minute_to_session_label( minute, direction="none") next_session = self.cal.next_session_label(session) while next_session.dayofweek > session.dayofweek: session = next_session next_session = self.cal.next_session_label(session) n_tdays += 1 self.assertEqual(n_tdays, n)
def test_NDaysBeforeLastTradingDayOfWeek(self, n): cal = get_calendar('NYSE') rule = NDaysBeforeLastTradingDayOfWeek(n) rule.cal = cal should_trigger = rule.should_trigger for minute in self.sept_week: if should_trigger(minute): n_tdays = 0 session = self.nyse_cal.minute_to_session_label( minute, direction="none") next_session = self.nyse_cal.next_session_label(session) while next_session.dayofweek > session.dayofweek: session = next_session next_session = self.nyse_cal.next_session_label(session) n_tdays += 1 self.assertEqual(n_tdays, n)
def test_NDaysBeforeLastTradingDayOfWeek(self, n): cal = get_calendar('NYSE') rule = NDaysBeforeLastTradingDayOfWeek(n) rule.cal = cal should_trigger = rule.should_trigger for minute in self.sept_week: if should_trigger(minute): n_tdays = 0 session = self.nyse_cal.minute_to_session_label( minute, direction="none" ) next_session = self.nyse_cal.next_session_label(session) while next_session.dayofweek > session.dayofweek: session = next_session next_session = self.nyse_cal.next_session_label(session) n_tdays += 1 self.assertEqual(n_tdays, n)