def test_2016_holidays():
# 2016 holidays:
# new years: 2016-01-01
# good friday: 2016-03-25
# christmas (observed): 2016-12-26
ice = ICEExchangeCalendar()
good_dates = ice.valid_days('2016-01-01', '2016-12-31')
for date in ["2016-01-01", "2016-03-25", "2016-12-26"]:
assert pd.Timestamp(date, tz='UTC') not in good_dates
def test_hurricane_sandy_one_day():
dates_open = ICEExchangeCalendar().valid_days('2012-10-01', '2012-11-01')
# closed first day of hurricane sandy
assert pd.Timestamp("2012-10-29", tz='UTC') not in dates_open
# ICE wasn't closed on day 2 of hurricane sandy
assert pd.Timestamp("2012-10-30", tz='UTC') in dates_open
def test_2016_early_closes():
# 2016 early closes
# mlk: 2016-01-18
# presidents: 2016-02-15
# mem day: 2016-05-30
# independence day: 2016-07-04
# labor: 2016-09-05
# thanksgiving: 2016-11-24
ice = ICEExchangeCalendar()
schedule = ice.schedule('2016-01-01', '2016-12-31')
early_closes = ice.early_closes(schedule)
for date in [
"2016-01-18", "2016-02-15", "2016-05-30", "2016-07-04",
"2016-09-05", "2016-11-24"
]:
dt = pd.Timestamp(date, tz='UTC')
assert dt in early_closes.index
market_close = schedule.loc[dt].market_close
# all ICE early closes are 1 pm local
assert market_close.tz_convert(ice.tz).hour == 13
def test_test_name():
assert ICEExchangeCalendar().name == 'ICE'