test_market_calendar.py 文件源码

def test_schedule_w_times():
    cal = FakeCalendar(time(12, 12), time(13, 13))

    assert cal.open_time == time(12, 12)
    assert cal.close_time == time(13, 13)

    results = cal.schedule('2016-12-01', '2016-12-31')
    assert len(results) == 21

    expected = pd.Series({'market_open': pd.Timestamp('2016-12-01 04:12:00+0000', tz='UTC', freq='B'),
                          'market_close': pd.Timestamp('2016-12-01 05:13:00+0000', tz='UTC', freq='B')},
                         name=pd.Timestamp('2016-12-01'), index=['market_open', 'market_close'], dtype=object)
    assert_series_equal(results.iloc[0], expected)

    expected = pd.Series({'market_open': pd.Timestamp('2016-12-30 04:12:00+0000', tz='UTC', freq='B'),
                          'market_close': pd.Timestamp('2016-12-30 05:13:00+0000', tz='UTC', freq='B')},
                         name=pd.Timestamp('2016-12-30'), index=['market_open', 'market_close'], dtype=object)
    assert_series_equal(results.iloc[-1], expected)