def test_2020_noon_15_holidays():
# Black Friday: 2020-11-27
# Christmas Eve: 2020-12-24
cme = CMEBondExchangeCalendar()
schedule = cme.schedule('2020-11-27', '2020-12-24')
for date in ['2020-11-27', '2020-12-24']:
assert schedule.at[date, 'market_close'] == \
pd.Timestamp(date, tz='America/Chicago').replace(hour=12, minute=15).tz_convert('UTC')
def test_2020_full_holidays():
# good friday: 2020-04-10
# new years (observed): 2016-01-01
# christmas (observed): 2020-12-25
cme = CMEBondExchangeCalendar()
good_dates = cme.valid_days('2020-01-01', '2020-12-31')
for date in ["2020-04-10", "2020-01-01", "2020-12-25"]:
assert pd.Timestamp(date, tz='UTC') not in good_dates
def test_good_fridays():
cme = CMEBondExchangeCalendar()
schedule = cme.schedule('2020-01-01', '2021-12-31')
assert pd.Timestamp('2020-04-10') not in schedule.index
# Good Friday when it is the first friday of the month, open with early close
assert pd.Timestamp('2021-04-02') in schedule.index
assert schedule.at[pd.Timestamp('2021-04-02'), 'market_close'] == \
pd.Timestamp('2021-04-02', tz='America/Chicago').replace(hour=10, minute=00).tz_convert('UTC')
def test_2020_noon_holidays():
# MLK: 2020-01-20
# Presidents Day: 2020-02-17
# Memorial Day: 2020-05-25
# Labor Day: 2020-09-07
# Thanksgiving: 2020-11-26
cme = CMEBondExchangeCalendar()
schedule = cme.schedule('2020-01-01', '2020-12-31')
for date in [
'2020-01-20', '2020-02-17', '2020-05-25', '2020-09-07',
'2020-11-26'
]:
assert schedule.at[date, 'market_close'] == \
pd.Timestamp(date, tz='America/Chicago').replace(hour=12).tz_convert('UTC')
def test_time_zone():
assert CMEBondExchangeCalendar().tz == pytz.timezone('America/Chicago')
assert CMEBondExchangeCalendar().name == 'CME_Bond'
def test_sunday_opens():
cme = CMEBondExchangeCalendar()
schedule = cme.schedule('2020-01-01', '2020-01-31', tz='America/Chicago')
assert pd.Timestamp('2020-01-12 17:00:00',
tz='America/Chicago') == schedule.at['2020-01-13',
'market_open']