def test_2016_holidays(): # good friday: 2016-03-25 # christmas (observed): 2016-12-26 # new years (observed): 2016-01-02 cme = CMEExchangeCalendar() good_dates = cme.valid_days('2016-01-01', '2016-12-31') for date in ["2016-03-25", "2016-12-26", "2016-01-02"]: assert pd.Timestamp(date, tz='UTC') not in good_dates
def test_dec_jan(): cme = CMEExchangeCalendar() schedule = cme.schedule('2016-12-30', '2017-01-10') assert schedule['market_open'].iloc[0] == pd.Timestamp( '2016-12-29 23:01:00', tz='UTC') assert schedule['market_close'].iloc[6] == pd.Timestamp( '2017-01-10 23:00:00', tz='UTC')
def test_2016_early_closes(): # mlk day: 2016-01-18 # presidents: 2016-02-15 # mem day: 2016-05-30 # july 4: 2016-07-04 # labor day: 2016-09-05 # thanksgiving: 2016-11-24 cme = CMEExchangeCalendar() schedule = cme.schedule('2016-01-01', '2016-12-31') early_closes = cme.early_closes(schedule).index 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 market_close = schedule.loc[dt].market_close assert market_close.tz_convert(cme.tz).hour == 12
def test_time_zone(): assert CMEExchangeCalendar().tz == pytz.timezone('America/Chicago') assert CMEExchangeCalendar().name == 'CME'