def test__build_live_trading_timeline(self):
now = dt.datetime.now(pytz.utc)
for start in [None, now + pd.tseries.offsets.Minute(5)]:
for end in [None, "2014/06/01"]:
dates = utils.build_trading_timeline(start, end)
self._validate_dates(dates)
self.assertGreater(dates[0], now)
self.assertGreater(dates[-1], now)
def test__build_live_trading_timeline(self):
now = dt.datetime.now(pytz.utc)
for start in [None, now + pd.tseries.offsets.Minute(5)]:
for end in [None, '2014/06/01']:
dates = utils.build_trading_timeline(start, end)
self._validate_dates(dates)
self.assertGreater(dates[0], now)
self.assertGreater(dates[-1], now)
def test__build_hybrid_trading_timeline(self):
now = dt.datetime.now(pytz.utc)
start = "2014/01/01"
end = "2014/06/01"
dates = utils.build_trading_timeline(start, end)
self._validate_dates(dates)
eq_(dt.timedelta(days=1), dates[-1] - dates[-2])
self.assertGreater(now, dates[0])
self.assertGreater(dates[-1], now)
def test__build_backtest_trading_timeline(self):
for start in ["2012/01/01", None]:
for end in ["2013/01/01", None]:
if not start and not end:
# This is live trading on one day
continue
dates = utils.build_trading_timeline(start, end)
self._validate_dates(dates)
eq_(pd.tseries.offsets.Day(1), dates.freq)
def test__build_hybrid_trading_timeline(self):
now = dt.datetime.now(pytz.utc)
start = '2014/01/01'
end = '2014/06/01'
dates = utils.build_trading_timeline(start, end)
self._validate_dates(dates)
eq_(dt.timedelta(days=1), dates[-1] - dates[-2])
self.assertGreater(now, dates[0])
self.assertGreater(dates[-1], now)
def test__build_backtest_trading_timeline(self):
for start in ['2012/01/01', None]:
for end in ['2013/01/01', None]:
if not start and not end:
# This is live trading on one day
continue
dates = utils.build_trading_timeline(start, end)
self._validate_dates(dates)
eq_(pd.tseries.offsets.Day(1), dates.freq)