test_cme_calendar.py 文件源码

def test_2016_early_closes():
    # mlk day: 2016-01-18
    # presidents: 2016-02-15
    # mem day: 2016-05-30
    # july 4: 2016-07-04
    # labor day: 2016-09-05
    # thanksgiving: 2016-11-24

    cme = CMEExchangeCalendar()
    schedule = cme.schedule('2016-01-01', '2016-12-31')
    early_closes = cme.early_closes(schedule).index

    for date in ["2016-01-18", "2016-02-15", "2016-05-30", "2016-07-04",
                 "2016-09-05", "2016-11-24"]:
        dt = pd.Timestamp(date, tz='UTC')
        assert dt in early_closes

        market_close = schedule.loc[dt].market_close
        assert market_close.tz_convert(cme.tz).hour == 12