def test_days_at_time_open():
cal = NYSEExchangeCalendar()
# check if market_open before/after 1985 is correct
valid = cal.valid_days("1984-12-30", "1985-01-03")
at_open = cal.days_at_time(valid, "market_open")
assert_index_equal(
at_open,
pd.DatetimeIndex([
'1984-12-31 10:00:00', '1985-01-02 09:30:00', '1985-01-03 09:30:00'
],
dtype='datetime64[ns]',
freq=None).tz_localize(cal.tz).tz_convert("UTC"))
# check if it is rounded
valid = cal.valid_days("1901-12-13", "1901-12-16")
at_open = cal.days_at_time(valid, "market_open")
assert_index_equal(
at_open,
pd.DatetimeIndex([
'1901-12-13 10:00:00', '1901-12-14 10:00:00', '1901-12-16 10:00:00'
],
dtype='datetime64[ns]',
freq=None).tz_localize(cal.tz).tz_convert("UTC"))
# check if chosen time is kept
cal = NYSEExchangeCalendar(open_time=dt.time(9))
at_open = cal.days_at_time(valid, "market_open")
assert_index_equal(
at_open,
pd.DatetimeIndex([
'1901-12-13 09:00:00', '1901-12-14 09:00:00', '1901-12-16 09:00:00'
],
dtype='datetime64[ns]',
freq=None).tz_localize(cal.tz).tz_convert("UTC"))
def test_days_at_time_close():
cal = NYSEExchangeCalendar()
# test market_close before/after 1952-09-29
valid = cal.valid_days("1952-09-26", "1952-09-30")
at_close = cal.days_at_time(valid, "market_close")
assert_index_equal(
at_close,
pd.DatetimeIndex([
'1952-09-26 15:00:00', '1952-09-29 15:30:00', '1952-09-30 15:30:00'
],
dtype='datetime64[ns]',
freq=None).tz_localize(cal.tz).tz_convert("UTC"))
# market_close before/after 1974-01-01
valid = cal.valid_days("1973-12-28", "1974-01-02")
at_close = cal.days_at_time(valid, "market_close")
assert_index_equal(
at_close,
pd.DatetimeIndex([
'1973-12-28 15:30:00', '1973-12-31 15:30:00', '1974-01-02 16:00:00'
],
dtype='datetime64[ns]',
freq=None).tz_localize(cal.tz).tz_convert("UTC"))
# test all three market_closes
valid = cal.valid_days("1952-09-26", "1974-01-02")
at_close = cal.days_at_time(valid, "market_close").tz_convert(cal.tz)
assert at_close[0] == pd.Timestamp('1952-09-26 15:00:00').tz_localize(
cal.tz)
assert at_close[1] == pd.Timestamp('1952-09-29 15:30:00').tz_localize(
cal.tz)
assert at_close[-2] == pd.Timestamp('1973-12-31 15:30:00').tz_localize(
cal.tz)
assert at_close[-1] == pd.Timestamp('1974-01-02 16:00:00').tz_localize(
cal.tz)
# test Saturday closes
valid = cal.valid_days("1952-05-23", "1952-05-26")
at_close = cal.days_at_time(valid, "market_close")
assert_index_equal(
at_close,
pd.DatetimeIndex([
'1952-05-23 15:00:00', '1952-05-24 12:00:00', '1952-05-26 15:00:00'
],
dtype='datetime64[ns]',
freq=None).tz_localize(cal.tz).tz_convert("UTC"))
# check if it is rounded
valid = cal.valid_days("1901-12-13", "1901-12-16")
at_close = cal.days_at_time(valid, "market_close")
assert_index_equal(
at_close,
pd.DatetimeIndex([
'1901-12-13 15:00:00', '1901-12-14 12:00:00', '1901-12-16 15:00:00'
],
dtype='datetime64[ns]',
freq=None).tz_localize(cal.tz).tz_convert("UTC"))
# check if chosen time is kept
cal = NYSEExchangeCalendar(close_time=dt.time(10))
at_close = cal.days_at_time(valid, "market_close")
assert_index_equal(
at_close,
pd.DatetimeIndex([
'1901-12-13 10:00:00', '1901-12-14 10:00:00', '1901-12-16 10:00:00'
],
dtype='datetime64[ns]',
freq=None).tz_localize(cal.tz).tz_convert("UTC"))