test_market_calendar.py 文件源码

def test_special_closes():
    cal = FakeCalendar()

    results = cal.schedule('2012-07-01', '2012-07-06')
    closes = results['market_close'].tolist()

    # confirm that the day before July 4th is an 11:30 close not 11:49
    assert pd.Timestamp('2012-07-02 11:49', tz='Asia/Ulaanbaatar').tz_convert('UTC') in closes
    assert pd.Timestamp('2012-07-03 11:30', tz='Asia/Ulaanbaatar').tz_convert('UTC') in closes
    assert pd.Timestamp('2012-07-04 11:49', tz='Asia/Ulaanbaatar').tz_convert('UTC') in closes

    # early close first date
    results = cal.schedule('2012-07-03', '2012-07-04')
    actual = results['market_close'].tolist()
    expected = [pd.Timestamp('2012-07-03 11:30', tz='Asia/Ulaanbaatar').tz_convert('UTC'),
                pd.Timestamp('2012-07-04 11:49', tz='Asia/Ulaanbaatar').tz_convert('UTC')]
    assert actual == expected

    # early close last date
    results = cal.schedule('2012-07-02', '2012-07-03')
    actual = results['market_close'].tolist()
    expected = [pd.Timestamp('2012-07-02 11:49', tz='Asia/Ulaanbaatar').tz_convert('UTC'),
                pd.Timestamp('2012-07-03 11:30', tz='Asia/Ulaanbaatar').tz_convert('UTC')]
    assert actual == expected