def get_nyse_dates_event(self): # Test: Returns a pd.Series dates = DateUtils.get_nyse_dates_event(datetime(2009, 1, 5), 100, 100) self.assertNotEquals(type(dates), list) self.assertEquals(len(dates), 201) self.assertEquals(dates[0], datetime(2008, 8, 12)) self.assertEquals(dates[-1], datetime(2009, 5, 29)) # Test: Returns a list dates = DateUtils.get_nyse_dates_event(datetime(2009, 1, 5), 50, 50, list=True) self.assertEquals(type(dates), list) self.assertEquals(len(dates), 101)
def run(self): dates = DateUtils.get_nyse_dates_event( self.date, self.lookback_days + self.estimation_period, self.lookforward_days, list=True ) start_date = dates[0] end_date = dates[-1] # Data to the general event self.data = self.da.get_data(self.symbol, start_date, end_date, self.field) self.market = self.da.get_data(self.market, start_date, end_date, self.field) # Parameters of the General Event self.start_period = dates[0] self.end_period = dates[self.estimation_period] self.start_window = dates[self.estimation_period] self.end_window = dates[-1] # Run the Market Return method super().market_return()