def test_week_and_time_composed_rule(self, rule_type):
week_rule = NthTradingDayOfWeek(0) if rule_type == 'week_start' else \
NDaysBeforeLastTradingDayOfWeek(4)
time_rule = AfterOpen(minutes=60)
week_rule.cal = self.cal
time_rule.cal = self.cal
composed_rule = week_rule & time_rule
should_trigger = composed_rule.should_trigger
week_minutes = self.cal.minutes_for_sessions_in_range(
pd.Timestamp("2014-01-06", tz='UTC'),
pd.Timestamp("2014-01-10", tz='UTC'))
dt = pd.Timestamp('2014-01-06 14:30:00', tz='UTC')
trigger_day_offset = 0
trigger_minute_offset = 60
n_triggered = 0
for m in week_minutes:
if should_trigger(m):
self.assertEqual(
m, dt + timedelta(days=trigger_day_offset) +
timedelta(minutes=trigger_minute_offset))
n_triggered += 1
self.assertEqual(n_triggered, 1)
def test_week_and_time_composed_rule(self, type):
week_rule = NthTradingDayOfWeek(0) if type == 'week_start' else \
NDaysBeforeLastTradingDayOfWeek(4)
time_rule = AfterOpen(minutes=60)
week_rule.cal = self.cal
time_rule.cal = self.cal
composed_rule = week_rule & time_rule
should_trigger = composed_rule.should_trigger
week_minutes = self.cal.minutes_for_sessions_in_range(
pd.Timestamp("2014-01-06", tz='UTC'),
pd.Timestamp("2014-01-10", tz='UTC')
)
dt = pd.Timestamp('2014-01-06 14:30:00', tz='UTC')
trigger_day_offset = 0
trigger_minute_offset = 60
n_triggered = 0
for m in week_minutes:
if should_trigger(m):
self.assertEqual(m, dt + timedelta(days=trigger_day_offset) +
timedelta(minutes=trigger_minute_offset))
n_triggered += 1
self.assertEqual(n_triggered, 1)
def test_week_and_time_composed_rule(self, type):
week_rule = NthTradingDayOfWeek(0) if type == 'week_start' else \
NDaysBeforeLastTradingDayOfWeek(4)
time_rule = AfterOpen(minutes=60)
week_rule.cal = self.nyse_cal
time_rule.cal = self.nyse_cal
composed_rule = week_rule & time_rule
should_trigger = composed_rule.should_trigger
week_minutes = self.nyse_cal.trading_minutes_for_days_in_range(
datetime.date(year=2014, month=1, day=6),
datetime.date(year=2014, month=1, day=10))
dt = pd.Timestamp('2014-01-06 14:30:00', tz='UTC')
trigger_day_offset = 0
trigger_minute_offset = 60
n_triggered = 0
for m in week_minutes:
if should_trigger(m):
self.assertEqual(
m, dt + timedelta(days=trigger_day_offset) +
timedelta(minutes=trigger_minute_offset))
n_triggered += 1
self.assertEqual(n_triggered, 1)
def test_far_after_open(self):
minute_groups = minutes_for_days(self.cal, ordered_days=True)
after_open = AfterOpen(hours=9, minutes=25)
after_open.cal = self.cal
for session_minutes in minute_groups:
for i, minute in enumerate(session_minutes):
if i != 564:
self.assertFalse(after_open.should_trigger(minute))
else:
self.assertTrue(after_open.should_trigger(minute))
def test_far_after_open(self):
minute_groups = minutes_for_days(self.cal, ordered_days=True)
after_open = AfterOpen(hours=9, minutes=25)
after_open.cal = self.cal
for session_minutes in minute_groups:
for i, minute in enumerate(session_minutes):
if i != 564:
self.assertFalse(after_open.should_trigger(minute))
else:
self.assertTrue(after_open.should_trigger(minute))
def test_offset_too_far(self):
minute_groups = minutes_for_days(self.cal, ordered_days=True)
# Neither rule should ever fire, since they are configured to fire
# 11+ hours after the open or before the close. a NYSE session is
# never longer than 6.5 hours.
after_open_rule = AfterOpen(hours=11, minutes=11)
after_open_rule.cal = self.cal
before_close_rule = BeforeClose(hours=11, minutes=5)
before_close_rule.cal = self.cal
for session_minutes in minute_groups:
for minute in session_minutes:
self.assertFalse(after_open_rule.should_trigger(minute))
self.assertFalse(before_close_rule.should_trigger(minute))
def test_offset_too_far(self):
minute_groups = minutes_for_days(self.cal, ordered_days=True)
# Neither rule should ever fire, since they are configured to fire
# 11+ hours after the open or before the close. a NYSE session is
# never longer than 6.5 hours.
after_open_rule = AfterOpen(hours=11, minutes=11)
after_open_rule.cal = self.cal
before_close_rule = BeforeClose(hours=11, minutes=5)
before_close_rule.cal = self.cal
for session_minutes in minute_groups:
for minute in session_minutes:
self.assertFalse(after_open_rule.should_trigger(minute))
self.assertFalse(before_close_rule.should_trigger(minute))
