test_market_calendar.py 文件源码

def test_open_at_time():
    cal = FakeCalendar()

    schedule = cal.schedule('2014-01-01', '2016-12-31')
    # regular trading day
    assert cal.open_at_time(schedule, pd.Timestamp('2014-07-02 03:40', tz='UTC')) is True
    # early close
    assert cal.open_at_time(schedule, pd.Timestamp('2014-07-03 03:40', tz='UTC')) is False
    # holiday
    assert cal.open_at_time(schedule, pd.Timestamp('2014-12-25 03:30', tz='UTC')) is False

    # last bar of the day defaults to False
    assert cal.open_at_time(schedule, pd.Timestamp('2016-09-07 11:49', tz='Asia/Ulaanbaatar')) is False

    # last bar of the day is True if include_close is True
    assert cal.open_at_time(schedule, pd.Timestamp('2016-09-07 11:49', tz='Asia/Ulaanbaatar'),
                            include_close=True) is True