test_utils.py 文件源码

def test_date_range_lower_freq():
    cal = mcal.get_calendar("NYSE")
    schedule = cal.schedule(pd.Timestamp('2017-09-05 20:00', tz='UTC'), pd.Timestamp('2017-10-23 20:00', tz='UTC'))

    # cannot get date range of frequency lower than 1D
    with pytest.raises(ValueError):
        mcal.date_range(schedule, frequency='3D')

    # instead get for 1D and convert to lower frequency
    short = mcal.date_range(schedule, frequency='1D')
    actual = mcal.convert_freq(short, '3D')
    expected = pd.date_range('2017-09-05 20:00', '2017-10-23 20:00', freq='3D', tz='UTC')
    assert_index_equal(actual, expected)

    actual = mcal.convert_freq(short, '1W')
    expected = pd.date_range('2017-09-05 20:00', '2017-10-23 20:00', freq='1W', tz='UTC')
    assert_index_equal(actual, expected)