def test_is_on_offset(self):
tests = [
(BDay(), datetime(2008, 1, 1), True),
(BDay(), datetime(2008, 1, 5), False),
]
for offset, d, expected in tests:
assert_is_on_offset(offset, d, expected)
def get_trade_open(date):
curr_date_open = pd.to_datetime(date).floor('d').replace(
hour=13, minute=30) - BDay(0)
curr_date_close = pd.to_datetime(date).floor('d').replace(
hour=20, minute=0) - BDay(0)
prev_date_close = (curr_date_open - BDay()).replace(hour=20, minute=0)
next_date_open = (curr_date_close + BDay()).replace(hour=13, minute=30)
if ((pd.to_datetime(date) >= prev_date_close) &
(pd.to_datetime(date) < curr_date_open)):
return curr_date_open
elif ((pd.to_datetime(date) >= curr_date_close) &
(pd.to_datetime(date) < next_date_open)):
return next_date_open
else:
return None
def test_constructor(self):
bdate_range(START, END, freq=BDay())
bdate_range(START, periods=20, freq=BDay())
bdate_range(end=START, periods=20, freq=BDay())
msg = "periods must be a number, got B"
with pytest.raises(TypeError, match=msg):
date_range("2011-1-1", "2012-1-1", "B")
with pytest.raises(TypeError, match=msg):
bdate_range("2011-1-1", "2012-1-1", "B")
msg = "freq must be specified for bdate_range; use date_range instead"
with pytest.raises(TypeError, match=msg):
bdate_range(START, END, periods=10, freq=None)
def draw_initial_graph(self, df):
# df=pd.read_sql_table('yahoo_finance', engine.connect(), parse_dates=['date'])
# df = df.loc[(df['ticker'] == self.ticker) & (df['date'] > '2009-12-31')& (df['date'] < '2020-07-01')]
cols = [
'open', 'low', 'close', 'adjclose', 'moving_avg',
'increase_rate_vol', 'increase_rate_adjclose'
]
path = os.path.abspath(__file__ + "/.." + "/plots/")
# Getting only business days
isBusinessDay = BDay().onOffset
df['date'] = df.index
match_series = pd.to_datetime(df['date']).map(isBusinessDay)
df = df[match_series]
print(df)
for c in cols:
title = self.ticker + " " + c + " graph"
ax = df.plot(x='date', y=c, colormap='Set2', title=title)
if 'rate' in c:
ax.set(xlabel="Date", ylabel="percentage (%)")
ax.hlines(y=0,
xmin='2020-01-01',
xmax='2020-07-01',
colors='r',
linestyles='--',
lw=2)
else:
ax.set(xlabel="Date", ylabel="$ U.S. Dollar")
# plt.show()
file_name = title + ".png"
output_file = os.path.join(path, file_name)
plt.savefig(output_file)
def test_mismatching_tz_raises_err(self, start, end):
# issue 18488
msg = "Start and end cannot both be tz-aware with different timezones"
with pytest.raises(TypeError, match=msg):
date_range(start, end)
with pytest.raises(TypeError, match=msg):
date_range(start, end, freq=BDay())
def test_bday_ignores_timedeltas(self):
idx = date_range("2010/02/01", "2010/02/10", freq="12H")
t1 = idx + BDay(offset=Timedelta(3, unit="H"))
expected = DatetimeIndex(
[
"2010-02-02 03:00:00",
"2010-02-02 15:00:00",
"2010-02-03 03:00:00",
"2010-02-03 15:00:00",
"2010-02-04 03:00:00",
"2010-02-04 15:00:00",
"2010-02-05 03:00:00",
"2010-02-05 15:00:00",
"2010-02-08 03:00:00",
"2010-02-08 15:00:00",
"2010-02-08 03:00:00",
"2010-02-08 15:00:00",
"2010-02-08 03:00:00",
"2010-02-08 15:00:00",
"2010-02-09 03:00:00",
"2010-02-09 15:00:00",
"2010-02-10 03:00:00",
"2010-02-10 15:00:00",
"2010-02-11 03:00:00",
],
freq=None,
)
tm.assert_index_equal(t1, expected)
def test_daterange_bug_456(self):
# GH #456
rng1 = bdate_range("12/5/2011", "12/5/2011")
rng2 = bdate_range("12/2/2011", "12/5/2011")
assert rng2._data.freq == BDay()
result = rng1.union(rng2)
assert isinstance(result, DatetimeIndex)
def test_misc(self):
end = datetime(2009, 5, 13)
dr = bdate_range(end=end, periods=20)
firstDate = end - 19 * BDay()
assert len(dr) == 20
assert dr[0] == firstDate
assert dr[-1] == end
def test_apply_large_n(self):
dt = datetime(2012, 10, 23)
result = dt + BDay(10)
assert result == datetime(2012, 11, 6)
result = dt + BDay(100) - BDay(100)
assert result == dt
off = BDay() * 6
rs = datetime(2012, 1, 1) - off
xp = datetime(2011, 12, 23)
assert rs == xp
st = datetime(2011, 12, 18)
rs = st + off
xp = datetime(2011, 12, 26)
assert rs == xp
off = BDay() * 10
rs = datetime(2014, 1, 5) + off # see #5890
xp = datetime(2014, 1, 17)
assert rs == xp
def test_roll_date_object(self):
offset = BDay()
dt = date(2012, 9, 15)
result = offset.rollback(dt)
assert result == datetime(2012, 9, 14)
result = offset.rollforward(dt)
assert result == datetime(2012, 9, 17)
offset = offsets.Day()
result = offset.rollback(dt)
assert result == datetime(2012, 9, 15)
result = offset.rollforward(dt)
assert result == datetime(2012, 9, 15)
def testRollforward2(self):
assert BDay(10).rollforward(datetime(2008, 1,
5)) == datetime(2008, 1, 7)
def test_apply_corner(self):
msg = "Only know how to combine business day with datetime or timedelta"
with pytest.raises(ApplyTypeError, match=msg):
BDay().apply(BMonthEnd())
def test_generate(self):
rng1 = list(generate_range(START, END, offset=BDay()))
rng2 = list(generate_range(START, END, offset="B"))
assert rng1 == rng2
class TestBusinessDay(Base):
_offset = BDay
def setup_method(self, method):
self.d = datetime(2008, 1, 1)
self.offset = BDay()
self.offset1 = self.offset
self.offset2 = BDay(2)
def test_different_normalize_equals(self):
# GH#21404 changed __eq__ to return False when `normalize` does not match
offset = self._offset()
offset2 = self._offset(normalize=True)
assert offset != offset2
def test_repr(self):
assert repr(self.offset) == "<BusinessDay>"
assert repr(self.offset2) == "<2 * BusinessDays>"
expected = "<BusinessDay: offset=datetime.timedelta(days=1)>"
assert repr(self.offset + timedelta(1)) == expected
def test_with_offset(self):
offset = self.offset + timedelta(hours=2)
assert (self.d + offset) == datetime(2008, 1, 2, 2)
def test_with_offset_index(self):
dti = DatetimeIndex([self.d])
result = dti + (self.offset + timedelta(hours=2))
expected = DatetimeIndex([datetime(2008, 1, 2, 2)])
tm.assert_index_equal(result, expected)
def test_eq(self):
assert self.offset2 == self.offset2
def test_mul(self):
pass
def test_hash(self):
assert hash(self.offset2) == hash(self.offset2)
def test_call(self):
with tm.assert_produces_warning(FutureWarning):
# GH#34171 DateOffset.__call__ is deprecated
assert self.offset2(self.d) == datetime(2008, 1, 3)
def testRollback1(self):
assert BDay(10).rollback(self.d) == self.d
def testRollback2(self):
assert BDay(10).rollback(datetime(2008, 1, 5)) == datetime(2008, 1, 4)
def testRollforward1(self):
assert BDay(10).rollforward(self.d) == self.d
def testRollforward2(self):
assert BDay(10).rollforward(datetime(2008, 1,
5)) == datetime(2008, 1, 7)
def test_roll_date_object(self):
offset = BDay()
dt = date(2012, 9, 15)
result = offset.rollback(dt)
assert result == datetime(2012, 9, 14)
result = offset.rollforward(dt)
assert result == datetime(2012, 9, 17)
offset = offsets.Day()
result = offset.rollback(dt)
assert result == datetime(2012, 9, 15)
result = offset.rollforward(dt)
assert result == datetime(2012, 9, 15)
def test_is_on_offset(self):
tests = [
(BDay(), datetime(2008, 1, 1), True),
(BDay(), datetime(2008, 1, 5), False),
]
for offset, d, expected in tests:
assert_is_on_offset(offset, d, expected)
apply_cases: _ApplyCases = [
(
BDay(),
{
datetime(2008, 1, 1): datetime(2008, 1, 2),
datetime(2008, 1, 4): datetime(2008, 1, 7),
datetime(2008, 1, 5): datetime(2008, 1, 7),
datetime(2008, 1, 6): datetime(2008, 1, 7),
datetime(2008, 1, 7): datetime(2008, 1, 8),
},
),
(
2 * BDay(),
{
datetime(2008, 1, 1): datetime(2008, 1, 3),
datetime(2008, 1, 4): datetime(2008, 1, 8),
datetime(2008, 1, 5): datetime(2008, 1, 8),
datetime(2008, 1, 6): datetime(2008, 1, 8),
datetime(2008, 1, 7): datetime(2008, 1, 9),
},
),
(
-BDay(),
{
datetime(2008, 1, 1): datetime(2007, 12, 31),
datetime(2008, 1, 4): datetime(2008, 1, 3),
datetime(2008, 1, 5): datetime(2008, 1, 4),
datetime(2008, 1, 6): datetime(2008, 1, 4),
datetime(2008, 1, 7): datetime(2008, 1, 4),
datetime(2008, 1, 8): datetime(2008, 1, 7),
},
),
(
-2 * BDay(),
{
datetime(2008, 1, 1): datetime(2007, 12, 28),
datetime(2008, 1, 4): datetime(2008, 1, 2),
datetime(2008, 1, 5): datetime(2008, 1, 3),
datetime(2008, 1, 6): datetime(2008, 1, 3),
datetime(2008, 1, 7): datetime(2008, 1, 3),
datetime(2008, 1, 8): datetime(2008, 1, 4),
datetime(2008, 1, 9): datetime(2008, 1, 7),
},
),
(
BDay(0),
{
datetime(2008, 1, 1): datetime(2008, 1, 1),
datetime(2008, 1, 4): datetime(2008, 1, 4),
datetime(2008, 1, 5): datetime(2008, 1, 7),
datetime(2008, 1, 6): datetime(2008, 1, 7),
datetime(2008, 1, 7): datetime(2008, 1, 7),
},
),
]
@pytest.mark.parametrize("case", apply_cases)
def test_apply(self, case):
offset, cases = case
for base, expected in cases.items():
assert_offset_equal(offset, base, expected)
def test_apply_large_n(self):
dt = datetime(2012, 10, 23)
result = dt + BDay(10)
assert result == datetime(2012, 11, 6)
result = dt + BDay(100) - BDay(100)
assert result == dt
off = BDay() * 6
rs = datetime(2012, 1, 1) - off
xp = datetime(2011, 12, 23)
assert rs == xp
st = datetime(2011, 12, 18)
rs = st + off
xp = datetime(2011, 12, 26)
assert rs == xp
off = BDay() * 10
rs = datetime(2014, 1, 5) + off # see #5890
xp = datetime(2014, 1, 17)
assert rs == xp
def test_apply_corner(self):
msg = "Only know how to combine business day with datetime or timedelta"
with pytest.raises(ApplyTypeError, match=msg):
BDay().apply(BMonthEnd())
def setup_method(self, method):
self.d = datetime(2008, 1, 1)
self.offset = BDay()
self.offset1 = self.offset
self.offset2 = BDay(2)
def testRollback1(self):
assert BDay(10).rollback(self.d) == self.d
def testRollforward1(self):
assert BDay(10).rollforward(self.d) == self.d
def testRollback2(self):
assert BDay(10).rollback(datetime(2008, 1, 5)) == datetime(2008, 1, 4)
