def test_get_trading_days_with_two_holidays(self, mock_tushare):
start_day = datetime.datetime(2015, 8, 18)
data = [
["2015-08-07", 10.0, 11.0, 10.5, 10.0],
["2015-08-10", 10.0, 11.0, 10.5, 10.0],
["2015-08-11", 10.0, 11.0, 10.5, 10.0],
["2015-08-12", 10.0, 11.0, 10.5, 10.0],
["2015-08-13", 10.0, 11.0, 10.5, 10.0],
["2015-08-14", 10.0, 11.0, 10.5, 10.0],
["2015-08-17", 10.0, 11.0, 10.5, 10.0],
]
COLUMNS = ["date", "open", "high", "close", "low"]
df = pd.DataFrame(data, columns=COLUMNS)
df = df.set_index("date")
mock_tushare.get_hist_data.return_value = df
trading_days = get_trading_days(start_day, 7)
self.assertEqual(7, len(trading_days))
self.assertEqual(2015, trading_days[0].year)
self.assertEqual(8, trading_days[0].month)
self.assertEqual(7, trading_days[0].day)
self.assertEqual(2015, trading_days[6].year)
self.assertEqual(8, trading_days[6].month)
self.assertEqual(17, trading_days[6].day)
def test_get_trading_days_with_two_holidays(self, mock_tushare):
start_day = datetime.datetime(2015, 8, 18)
data = [['2015-08-07', 10.0, 11.0, 10.5, 10.0],
['2015-08-10', 10.0, 11.0, 10.5, 10.0],
['2015-08-11', 10.0, 11.0, 10.5, 10.0],
['2015-08-12', 10.0, 11.0, 10.5, 10.0],
['2015-08-13', 10.0, 11.0, 10.5, 10.0],
['2015-08-14', 10.0, 11.0, 10.5, 10.0],
['2015-08-17', 10.0, 11.0, 10.5, 10.0]]
COLUMNS = ['date', 'open', 'high', 'close', 'low']
df = pd.DataFrame(data, columns=COLUMNS)
df = df.set_index('date')
mock_tushare.get_hist_data.return_value = df
trading_days = get_trading_days(start_day, 7)
self.assertEqual(7, len(trading_days))
self.assertEqual(2015, trading_days[0].year)
self.assertEqual(8, trading_days[0].month)
self.assertEqual(7, trading_days[0].day)
self.assertEqual(2015, trading_days[6].year)
self.assertEqual(8, trading_days[6].month)
self.assertEqual(17, trading_days[6].day)
def test_get_trading_days_with_one_holiday(self, mock_tushare):
start_day = datetime.datetime(2015, 8, 10)
data = [["2015-08-06", 10.0, 11.0, 10.5, 10.0], ["2015-08-07", 10.0, 11.0, 10.5, 10.0]]
COLUMNS = ["date", "open", "high", "close", "low"]
df = pd.DataFrame(data, columns=COLUMNS)
df = df.set_index("date")
mock_tushare.get_hist_data.return_value = df
trading_days = get_trading_days(start_day, 2)
self.assertEqual(2015, trading_days[0].year)
self.assertEqual(8, trading_days[0].month)
self.assertEqual(6, trading_days[0].day)
self.assertEqual(2015, trading_days[1].year)
self.assertEqual(8, trading_days[1].month)
self.assertEqual(7, trading_days[1].day)
def test_get_trading_days(self, mock_tushare):
start_day = datetime.datetime(2015, 8, 8)
data = [['2015-08-06', 10.0, 11.0, 10.5, 10.0],
['2015-08-07', 10.0, 11.0, 10.5, 10.0]]
COLUMNS = ['date', 'open', 'high', 'close', 'low']
df = pd.DataFrame(data, columns=COLUMNS)
df = df.set_index('date')
mock_tushare.get_hist_data.return_value = df
trading_days = get_trading_days(start_day, 2)
self.assertEqual(2015, trading_days[0].year)
self.assertEqual(8, trading_days[0].month)
self.assertEqual(6, trading_days[0].day)
self.assertEqual(2015, trading_days[1].year)
self.assertEqual(8, trading_days[1].month)
self.assertEqual(7, trading_days[1].day)
