test_market_calendar.py 文件源码

def test_special_closes_adhoc():
    cal = FakeCalendar()

    results = cal.schedule('2016-12-10', '2016-12-20')
    closes = results['market_close'].tolist()

    # confirm that 2016-12-14 is an 11:40 close not 11:49
    assert pd.Timestamp('2016-12-13 11:49', tz='Asia/Ulaanbaatar').tz_convert('UTC') in closes
    assert pd.Timestamp('2016-12-14 11:40', tz='Asia/Ulaanbaatar').tz_convert('UTC') in closes
    assert pd.Timestamp('2016-12-15 11:49', tz='Asia/Ulaanbaatar').tz_convert('UTC') in closes

    # now with the early close as end date
    results = cal.schedule('2016-12-13', '2016-12-14')
    closes = results['market_close'].tolist()
    assert pd.Timestamp('2016-12-13 11:49', tz='Asia/Ulaanbaatar').tz_convert('UTC') in closes
    assert pd.Timestamp('2016-12-14 11:40', tz='Asia/Ulaanbaatar').tz_convert('UTC') in closes