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)