sequence tweaks, removing market hours anything
This commit is contained in:
Will Charczuk
parent
1a09989055
commit
0e849b11bb
17 changed files with 413 additions and 877 deletions
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@ -33,10 +33,10 @@ func TestDateDate(t *testing.T) {
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assert.Equal(time.UTC, ts.Location())
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}
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func TestDateOn(t *testing.T) {
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func TestDateOnDate(t *testing.T) {
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assert := assert.New(t)
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ts := Date.On(Date.Time(5, 4, 3, 2, time.UTC), Date.Date(2016, 6, 7, Date.Eastern()))
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ts := Date.OnDate(Date.Time(5, 4, 3, 2, time.UTC), Date.Date(2016, 6, 7, Date.MustEastern()))
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assert.Equal(2016, ts.Year())
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assert.Equal(6, ts.Month())
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assert.Equal(7, ts.Day())
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@ -47,9 +47,9 @@ func TestDateOn(t *testing.T) {
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assert.Equal(time.UTC, ts.Location())
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}
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func TestDateNoonOn(t *testing.T) {
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func TestDateNoonOnDate(t *testing.T) {
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assert := assert.New(t)
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noon := Date.NoonOn(time.Date(2016, 04, 03, 02, 01, 0, 0, time.UTC))
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noon := Date.NoonOnDate(time.Date(2016, 04, 03, 02, 01, 0, 0, time.UTC))
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assert.Equal(2016, noon.Year())
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assert.Equal(4, noon.Month())
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@ -77,101 +77,16 @@ func TestDateBeforeHandlesTimezones(t *testing.T) {
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tuesdayUTC := time.Date(2016, 8, 02, 22, 00, 0, 0, time.UTC)
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mondayUTC := time.Date(2016, 8, 01, 1, 00, 0, 0, time.UTC)
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sundayEST := time.Date(2016, 7, 31, 22, 00, 0, 0, Date.Eastern())
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sundayEST := time.Date(2016, 7, 31, 22, 00, 0, 0, Date.MustEastern())
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assert.True(Date.Before(sundayEST, tuesdayUTC))
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assert.False(Date.Before(sundayEST, mondayUTC))
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}
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func TestNextMarketOpen(t *testing.T) {
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assert := assert.New(t)
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beforeOpen := time.Date(2016, 07, 18, 9, 0, 0, 0, Date.Eastern())
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todayOpen := time.Date(2016, 07, 18, 9, 30, 0, 0, Date.Eastern())
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afterOpen := time.Date(2016, 07, 18, 9, 31, 0, 0, Date.Eastern())
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tomorrowOpen := time.Date(2016, 07, 19, 9, 30, 0, 0, Date.Eastern())
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afterFriday := time.Date(2016, 07, 22, 9, 31, 0, 0, Date.Eastern())
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mondayOpen := time.Date(2016, 07, 25, 9, 30, 0, 0, Date.Eastern())
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weekend := time.Date(2016, 07, 23, 9, 31, 0, 0, Date.Eastern())
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assert.True(todayOpen.Equal(Date.NextMarketOpen(beforeOpen, NYSEOpen(), Date.IsNYSEHoliday)))
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assert.True(tomorrowOpen.Equal(Date.NextMarketOpen(afterOpen, NYSEOpen(), Date.IsNYSEHoliday)))
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assert.True(mondayOpen.Equal(Date.NextMarketOpen(afterFriday, NYSEOpen(), Date.IsNYSEHoliday)))
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assert.True(mondayOpen.Equal(Date.NextMarketOpen(weekend, NYSEOpen(), Date.IsNYSEHoliday)))
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assert.Equal(Date.Eastern(), todayOpen.Location())
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assert.Equal(Date.Eastern(), tomorrowOpen.Location())
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assert.Equal(Date.Eastern(), mondayOpen.Location())
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testRegression := time.Date(2016, 07, 18, 16, 0, 0, 0, Date.Eastern())
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shouldbe := time.Date(2016, 07, 19, 9, 30, 0, 0, Date.Eastern())
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assert.True(shouldbe.Equal(Date.NextMarketOpen(testRegression, NYSEOpen(), Date.IsNYSEHoliday)))
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}
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func TestNextMarketClose(t *testing.T) {
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assert := assert.New(t)
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beforeClose := time.Date(2016, 07, 18, 15, 0, 0, 0, Date.Eastern())
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todayClose := time.Date(2016, 07, 18, 16, 00, 0, 0, Date.Eastern())
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afterClose := time.Date(2016, 07, 18, 16, 1, 0, 0, Date.Eastern())
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tomorrowClose := time.Date(2016, 07, 19, 16, 00, 0, 0, Date.Eastern())
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afterFriday := time.Date(2016, 07, 22, 16, 1, 0, 0, Date.Eastern())
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mondayClose := time.Date(2016, 07, 25, 16, 0, 0, 0, Date.Eastern())
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weekend := time.Date(2016, 07, 23, 9, 31, 0, 0, Date.Eastern())
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assert.True(todayClose.Equal(Date.NextMarketClose(beforeClose, NYSEClose(), Date.IsNYSEHoliday)))
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assert.True(tomorrowClose.Equal(Date.NextMarketClose(afterClose, NYSEClose(), Date.IsNYSEHoliday)))
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assert.True(mondayClose.Equal(Date.NextMarketClose(afterFriday, NYSEClose(), Date.IsNYSEHoliday)))
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assert.True(mondayClose.Equal(Date.NextMarketClose(weekend, NYSEClose(), Date.IsNYSEHoliday)))
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assert.Equal(Date.Eastern(), todayClose.Location())
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assert.Equal(Date.Eastern(), tomorrowClose.Location())
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assert.Equal(Date.Eastern(), mondayClose.Location())
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}
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func TestCalculateMarketSecondsBetween(t *testing.T) {
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assert := assert.New(t)
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start := time.Date(2016, 07, 18, 9, 30, 0, 0, Date.Eastern())
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end := time.Date(2016, 07, 22, 16, 00, 0, 0, Date.Eastern())
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shouldbe := 5 * 6.5 * 60 * 60
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assert.Equal(shouldbe, Date.CalculateMarketSecondsBetween(start, end, NYSEOpen(), NYSEClose(), Date.IsNYSEHoliday))
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}
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func TestCalculateMarketSecondsBetween1D(t *testing.T) {
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assert := assert.New(t)
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start := time.Date(2016, 07, 22, 9, 45, 0, 0, Date.Eastern())
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end := time.Date(2016, 07, 22, 15, 45, 0, 0, Date.Eastern())
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shouldbe := 6 * 60 * 60
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assert.Equal(shouldbe, Date.CalculateMarketSecondsBetween(start, end, NYSEOpen(), NYSEClose(), Date.IsNYSEHoliday))
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}
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func TestCalculateMarketSecondsBetweenLTM(t *testing.T) {
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assert := assert.New(t)
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start := time.Date(2015, 07, 01, 9, 30, 0, 0, Date.Eastern())
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end := time.Date(2016, 07, 01, 9, 30, 0, 0, Date.Eastern())
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shouldbe := 253 * 6.5 * 60 * 60 //253 full market days since this date last year.
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assert.Equal(shouldbe, Date.CalculateMarketSecondsBetween(start, end, NYSEOpen(), NYSEClose(), Date.IsNYSEHoliday))
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}
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func TestDateNextHour(t *testing.T) {
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assert := assert.New(t)
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start := time.Date(2015, 07, 01, 9, 30, 0, 0, Date.Eastern())
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start := time.Date(2015, 07, 01, 9, 30, 0, 0, Date.MustEastern())
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next := Date.NextHour(start)
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assert.Equal(2015, next.Year())
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assert.Equal(07, next.Month())
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@ -221,40 +136,3 @@ func TestDateNextDayOfWeek(t *testing.T) {
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assert.Equal(time.UTC, nextSunday.Location())
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assert.Equal(time.UTC, nextMonday.Location())
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}
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func TestDateIsNYSEHoliday(t *testing.T) {
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assert := assert.New(t)
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cursor := time.Date(2013, 01, 01, 0, 0, 0, 0, time.UTC)
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end := time.Date(2020, 1, 1, 0, 0, 0, 0, time.UTC)
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var holidays int
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for Date.Before(cursor, end) {
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if Date.IsNYSEHoliday(cursor) {
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holidays++
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}
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cursor = cursor.AddDate(0, 0, 1)
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}
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assert.Equal(holidays, 55)
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}
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func TestDateDiffDays(t *testing.T) {
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assert := assert.New(t)
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t1 := time.Date(2017, 02, 27, 12, 0, 0, 0, time.UTC)
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t2 := time.Date(2017, 01, 10, 3, 0, 0, 0, time.UTC)
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t3 := time.Date(2017, 02, 24, 16, 0, 0, 0, time.UTC)
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assert.Equal(48, Date.DiffDays(t2, t1))
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assert.Equal(2, Date.DiffDays(t3, t1)) // technically we should round down.
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}
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func TestDateDiffHours(t *testing.T) {
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assert := assert.New(t)
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t1 := time.Date(2017, 02, 27, 12, 0, 0, 0, time.UTC)
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t2 := time.Date(2017, 02, 24, 16, 0, 0, 0, time.UTC)
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t3 := time.Date(2017, 02, 28, 12, 0, 0, 0, time.UTC)
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assert.Equal(68, Date.DiffHours(t2, t1))
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assert.Equal(24, Date.DiffHours(t1, t3))
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}
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