def test_invalid_offset(self):
with self.assertRaises(ValueError):
AfterOpen(hours=12, minutes=1)
with self.assertRaises(ValueError):
AfterOpen(hours=0, minutes=0)
with self.assertRaises(ValueError):
BeforeClose(hours=12, minutes=1)
with self.assertRaises(ValueError):
BeforeClose(hours=0, minutes=0)
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))
def test_BeforeClose(self, ms):
ms = list(ms)
should_trigger = BeforeClose(hours=1, minutes=5).should_trigger
for m in ms[0:-66]:
self.assertFalse(should_trigger(m))
for m in ms[-66:]:
self.assertTrue(should_trigger(m))
def test_BeforeClose(self):
should_trigger = BeforeClose(hours=1, minutes=5).should_trigger
for d in self.trading_days:
for m in d[0:-65]:
self.assertFalse(should_trigger(m))
for m in d[-65:]:
self.assertTrue(should_trigger(m))
def setUpClass(cls):
cls.env = TradingEnvironment()
# On the AfterOpen and BeforeClose tests, we want ensure that the
# functions are pure, and that running them with the same input will
# provide the same output, regardless of whether the function is run 1
# or N times. (For performance reasons, we cache some internal state
# in AfterOpen and BeforeClose, but we don't want it to affect
# purity). Hence, we use the same before_close and after_open across
# subtests.
cls.before_close = BeforeClose(hours=1, minutes=5)
cls.after_open = AfterOpen(hours=1, minutes=5)
cls.class_ = None # Mark that this is the base class.
def market_close(offset=None, hours=None, minutes=None):
return BeforeClose(offset=offset, hours=hours, minutes=minutes)