test_ice_calendar.py 文件源码

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

    ice = ICEExchangeCalendar()
    schedule = ice.schedule('2016-01-01', '2016-12-31')
    early_closes = ice.early_closes(schedule)
    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.index

        market_close = schedule.loc[dt].market_close
        # all ICE early closes are 1 pm local
        assert market_close.tz_convert(ice.tz).hour == 13