test_cfe_calendar.py 文件源码

def test_2016_holidays():
    # new years: jan 1
    # mlk: jan 18
    # presidents: feb 15
    # good friday: mar 25
    # mem day: may 30
    # independence day: july 4
    # labor day: sep 5
    # thanksgiving day: nov 24
    # christmas (observed): dec 26
    # new years (observed): jan 2 2017
    cfe = CFEExchangeCalendar()
    good_dates = cfe.valid_days('2016-01-01', '2016-12-31')
    for day in ["2016-01-01", "2016-01-18", "2016-02-15", "2016-03-25",
                "2016-05-30", "2016-07-04", "2016-09-05", "2016-11-24",
                "2016-12-26", "2017-01-02"]:
        assert pd.Timestamp(day, tz='UTC') not in good_dates