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test_holiday_base.py
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# -*- coding: utf-8 -*-
# marketanalysis
# ----------------
# A fast, efficient Python library for generating country, province and state
# specific sets of marketholidays on the fly. It aims to make determining whether a
# specific date is a holiday as fast and flexible as possible.
#
# Author: MichealOmojola <[email protected]>
# Website: https://github.com/OmoMicheal/trading_days
# License: MIT (see LICENSE file)
# Version: 0.1 (April 7, 2021)
from datetime import date, datetime, timedelta
from dateutil.relativedelta import relativedelta, MO
import marketholidays
import pickle
import unittest
# class TestBasics(unittest.TestCase):
# def setUp(self):
# self.marketholidays = marketholidays.US()
# def test_contains(self):
# self.assertIn(date(2014, 1, 1), self.marketholidays)
# self.assertNotIn(date(2014, 1, 2), self.marketholidays)
# def test_getitem(self):
# self.assertEqual(self.marketholidays[date(2014, 1, 1)], "New Year's Day")
# self.assertEqual(self.marketholidays.get(date(2014, 1, 1)), "New Year's Day")
# self.assertRaises(KeyError, lambda: self.marketholidays[date(2014, 1, 2)])
# self.assertIsNone(self.marketholidays.get(date(2014, 1, 2)))
# self.assertListEqual(
# self.marketholidays[date(2013, 12, 31) : date(2014, 1, 2)],
# [date(2014, 1, 1)],
# )
# self.assertListEqual(
# self.marketholidays[date(2013, 12, 24) : date(2014, 1, 2)],
# [date(2013, 12, 25), date(2014, 1, 1)],
# )
# self.assertListEqual(
# self.marketholidays[date(2013, 12, 25) : date(2014, 1, 2) : 3],
# [date(2013, 12, 25)],
# )
# self.assertListEqual(
# self.marketholidays[date(2013, 12, 25) : date(2014, 1, 2) : 7],
# [date(2013, 12, 25), date(2014, 1, 1)],
# )
# self.assertListEqual(
# self.marketholidays[date(2014, 1, 2) : date(2013, 12, 30)],
# [date(2014, 1, 1)],
# )
# self.assertListEqual(
# self.marketholidays[date(2014, 1, 2) : date(2013, 12, 25)],
# [date(2014, 1, 1)],
# )
# self.assertListEqual(
# self.marketholidays[date(2014, 1, 2) : date(2013, 12, 24)],
# [date(2014, 1, 1), date(2013, 12, 25)],
# )
# self.assertListEqual(
# self.marketholidays[date(2014, 1, 1) : date(2013, 12, 24) : 3],
# [date(2014, 1, 1)],
# )
# self.assertListEqual(
# self.marketholidays[date(2014, 1, 1) : date(2013, 12, 24) : 7],
# [date(2014, 1, 1), date(2013, 12, 25)],
# )
# self.assertListEqual(
# self.marketholidays[date(2013, 12, 31) : date(2014, 1, 2) : -3], []
# )
# self.assertListEqual(
# self.marketholidays[
# date(2014, 1, 1) : date(2013, 12, 24) : timedelta(days=3)
# ],
# [date(2014, 1, 1)],
# )
# self.assertListEqual(
# self.marketholidays[
# date(2014, 1, 1) : date(2013, 12, 24) : timedelta(days=7)
# ],
# [date(2014, 1, 1), date(2013, 12, 25)],
# )
# self.assertListEqual(
# self.marketholidays[
# date(2013, 12, 31) : date(2014, 1, 2) : timedelta(days=3)
# ],
# [],
# )
# self.assertRaises(
# ValueError, lambda: self.marketholidays[date(2014, 1, 1) :]
# )
# self.assertRaises(
# ValueError, lambda: self.marketholidays[: date(2014, 1, 1)]
# )
# self.assertRaises(
# TypeError,
# lambda: self.marketholidays[date(2014, 1, 1) : date(2014, 1, 2) : ""],
# )
# self.assertRaises(
# ValueError,
# lambda: self.marketholidays[date(2014, 1, 1) : date(2014, 1, 2) : 0],
# )
# def test_get(self):
# self.assertEqual(self.marketholidays.get("2014-01-01"), "New Year's Day")
# self.assertIsNone(self.marketholidays.get("2014-01-02"))
# self.assertFalse(self.marketholidays.get("2014-01-02", False))
# self.assertTrue(self.marketholidays.get("2014-01-02", True))
# def test_pop(self):
# self.assertRaises(KeyError, lambda: self.marketholidays.pop("2014-01-02"))
# self.assertFalse(self.marketholidays.pop("2014-01-02", False))
# self.assertTrue(self.marketholidays.pop("2014-01-02", True))
# self.assertIn(date(2014, 1, 1), self.marketholidays)
# self.assertEqual(self.marketholidays.pop("2014-01-01"), "New Year's Day")
# self.assertNotIn(date(2014, 1, 1), self.marketholidays)
# self.assertIn(date(2014, 7, 4), self.marketholidays)
# def test_pop_named(self):
# self.assertIn(date(2014, 1, 1), self.marketholidays)
# self.marketholidays.pop_named("New Year's Day")
# self.assertNotIn(date(2014, 1, 1), self.marketholidays)
# self.assertRaises(
# KeyError, lambda: self.marketholidays.pop_named("New Year's Dayz")
# )
# def test_setitem(self):
# self.marketholidays = marketholidays.US(years=[2014])
# self.assertEqual(len(self.marketholidays), 10)
# self.marketholidays[date(2014, 1, 3)] = "Fake Holiday"
# self.assertEqual(len(self.marketholidays), 11)
# self.assertIn(date(2014, 1, 3), self.marketholidays)
# self.assertEqual(self.marketholidays.get(date(2014, 1, 3)), "Fake Holiday")
# def test_update(self):
# h = marketholidays.HolidayBase()
# h.update(
# {
# date(2015, 1, 1): "New Year's Day",
# "2015-12-25": "Christmas Day",
# }
# )
# self.assertIn("2015-01-01", h)
# self.assertIn(date(2015, 12, 25), h)
# def test_append(self):
# h = marketholidays.HolidayBase()
# h.update(
# {
# date(2015, 1, 1): "New Year's Day",
# "2015-12-25": "Christmas Day",
# }
# )
# h.append([date(2015, 4, 1), "2015-04-03"])
# h.append(date(2015, 4, 6))
# h.append("2015-04-07")
# self.assertIn("2015-01-01", h)
# self.assertIn(date(2015, 12, 25), h)
# self.assertIn("2015-04-01", h)
# self.assertNotIn("2015-04-02", h)
# self.assertIn("2015-04-03", h)
# self.assertNotIn("2015-04-04", h)
# self.assertNotIn("2015-04-05", h)
# self.assertIn("2015-04-06", h)
# self.assertIn("2015-04-07", h)
# def test_eq_ne(self):
# us1 = marketholidays.UnitedStates()
# us2 = marketholidays.US()
# us3 = marketholidays.UnitedStates(years=[2014])
# us4 = marketholidays.US(years=[2014])
# ca1 = marketholidays.Canada()
# ca2 = marketholidays.CA()
# ca3 = marketholidays.Canada(years=[2014])
# ca4 = marketholidays.CA(years=[2014])
# self.assertEqual(us1, us2)
# self.assertEqual(us3, us4)
# self.assertEqual(ca1, ca2)
# self.assertEqual(ca3, ca4)
# self.assertNotEqual(us1, us3)
# self.assertNotEqual(us1, ca1)
# self.assertNotEqual(us3, ca3)
# self.assertNotEqual(us1, us3)
# def test_add(self):
# ca = marketholidays.CA()
# us = marketholidays.US()
# mx = marketholidays.MX()
# na = ca + (us + mx)
# self.assertNotIn("2014-07-01", us)
# self.assertIn("2014-07-01", ca)
# self.assertNotIn("2014-07-04", ca)
# self.assertIn("2014-07-04", us)
# self.assertIn("2014-07-04", ca + us)
# self.assertIn("2014-07-04", us + ca)
# self.assertIn("2015-07-04", ca + us)
# self.assertIn("2015-07-04", us + ca)
# self.assertIn("2015-07-01", ca + us)
# self.assertIn("2015-07-01", us + ca)
# self.assertIn("2014-07-04", na)
# self.assertIn("2015-07-04", na)
# self.assertIn("2015-07-01", na)
# self.assertIn("2000-02-05", na)
# self.assertEqual((ca + us).prov, "ON")
# self.assertEqual((us + ca).prov, "ON")
# ca = marketholidays.CA(years=[2014], expand=False)
# us = marketholidays.US(years=[2014, 2015], expand=True)
# self.assertTrue((ca + us).expand)
# self.assertEqual((ca + us).years, {2014, 2015})
# self.assertEqual((us + ca).years, {2014, 2015})
# na = marketholidays.CA()
# na += marketholidays.US()
# na += marketholidays.MX()
# self.assertEqual(na.country, ["CA", "US", "MX"])
# self.assertIn("2014-07-04", na)
# self.assertIn("2014-07-04", na)
# self.assertIn("2015-07-04", na)
# self.assertIn("2015-07-04", na)
# self.assertIn("2015-07-01", na)
# self.assertIn("2015-07-01", na)
# self.assertIn("2000-02-05", na)
# self.assertEqual(na.prov, "ON")
# na = marketholidays.CA() + marketholidays.US()
# na += marketholidays.MX()
# self.assertIn("2014-07-04", na)
# self.assertIn("2014-07-04", na)
# self.assertIn("2015-07-04", na)
# self.assertIn("2015-07-04", na)
# self.assertIn("2015-07-01", na)
# self.assertIn("2015-07-01", na)
# self.assertIn("2000-02-05", na)
# self.assertEqual(na.prov, "ON")
# self.assertRaises(TypeError, lambda: marketholidays.US() + {})
# na = ca + (us + mx) + ca + (mx + us + marketholidays.CA(prov="BC"))
# self.assertIn("2000-02-05", na)
# self.assertIn("2014-02-10", na)
# self.assertIn("2014-02-17", na)
# self.assertIn("2014-07-04", na)
# provs = marketholidays.CA(prov="ON", years=[2014]) + marketholidays.CA(
# prov="BC", years=[2015]
# )
# self.assertIn("2015-02-09", provs)
# self.assertIn("2015-02-16", provs)
# self.assertEqual(provs.prov, ["ON", "BC"])
# a = sum(marketholidays.CA(prov=x) for x in marketholidays.CA.PROVINCES)
# self.assertEqual(a.country, "CA")
# self.assertEqual(a.prov, marketholidays.CA.PROVINCES)
# self.assertIn("2015-02-09", a)
# self.assertIn("2015-02-16", a)
# na = marketholidays.CA() + marketholidays.US() + marketholidays.MX()
# self.assertIn(date(1969, 12, 25), na)
# self.assertEqual(na.get(date(1969, 7, 1)), "Dominion Day")
# self.assertEqual(na.get(date(1983, 7, 1)), "Canada Day")
# self.assertEqual(
# na.get(date(1969, 12, 25)), "Christmas Day, Navidad [Christmas]"
# )
# na = marketholidays.MX() + marketholidays.CA() + marketholidays.US()
# self.assertEqual(
# na.get(date(1969, 12, 25)), "Navidad [Christmas], Christmas Day"
# )
# def test_get_list(self):
# westland = marketholidays.NZ(prov="WTL")
# chathams = marketholidays.NZ(prov="CIT")
# wild = westland + chathams
# self.assertEqual(
# wild[date(1969, 12, 1)],
# ("Westland Anniversary Day, " + "Chatham Islands Anniversary Day"),
# )
# self.assertEqual(
# wild.get_list(date(1969, 12, 1)),
# ["Westland Anniversary Day", "Chatham Islands Anniversary Day"],
# )
# self.assertEqual(wild.get_list(date(1969, 1, 1)), ["New Year's Day"])
# self.assertEqual(
# westland.get_list(date(1969, 12, 1)), ["Westland Anniversary Day"]
# )
# self.assertEqual(
# westland.get_list(date(1969, 1, 1)), ["New Year's Day"]
# )
# self.assertEqual(
# chathams.get_list(date(1969, 12, 1)),
# ["Chatham Islands Anniversary Day"],
# )
# self.assertEqual(
# chathams.get_list(date(1969, 1, 1)), ["New Year's Day"]
# )
# ca = marketholidays.CA()
# us = marketholidays.US()
# mx = marketholidays.MX()
# na = ca + us + mx
# self.assertIn(date(1969, 12, 25), na)
# self.assertEqual(
# na.get_list(date(1969, 12, 25)),
# ["Christmas Day", "Navidad [Christmas]"],
# )
# self.assertEqual(na.get_list(date(1969, 7, 1)), ["Dominion Day"])
# self.assertEqual(na.get_list(date(1969, 1, 3)), [])
# def test_list_supported_countries(self):
# self.assertIn("NG", marketholidays.list_supported_countries())
# self.assertIn("ZA", marketholidays.list_supported_countries())
# def test_radd(self):
# self.assertRaises(TypeError, lambda: 1 + marketholidays.US())
# def test_inheritance(self):
# class NoColumbusmarketholidays(marketholidays.US):
# def _populate(self, year):
# marketholidays.US._populate(self, year)
# self.pop(date(year, 10, 1) + relativedelta(weekday=MO(+2)))
# hdays = NoColumbusmarketholidays()
# self.assertIn(date(2014, 10, 13), self.marketholidays)
# self.assertNotIn(date(2014, 10, 13), hdays)
# self.assertIn(date(2014, 1, 1), hdays)
# self.assertIn(date(2020, 10, 12), self.marketholidays)
# self.assertNotIn(date(2020, 10, 12), hdays)
# self.assertIn(date(2020, 1, 1), hdays)
# class NinjaTurtlesmarketholidays(marketholidays.US):
# def _populate(self, year):
# marketholidays.US._populate(self, year)
# self[date(year, 7, 13)] = "Ninja Turtle's Day"
# hdays = NinjaTurtlesmarketholidays()
# self.assertNotIn(date(2014, 7, 13), self.marketholidays)
# self.assertIn(date(2014, 7, 13), hdays)
# self.assertIn(date(2014, 1, 1), hdays)
# self.assertNotIn(date(2020, 7, 13), self.marketholidays)
# self.assertIn(date(2020, 7, 13), hdays)
# self.assertIn(date(2020, 1, 1), hdays)
# class NewCountry(marketholidays.HolidayBase):
# def _populate(self, year):
# self[date(year, 1, 2)] = "New New Year's"
# hdays = NewCountry()
# self.assertNotIn(date(2014, 1, 1), hdays)
# self.assertIn(date(2014, 1, 2), hdays)
# class Dec31Holiday(marketholidays.HolidayBase):
# def _populate(self, year):
# self[date(year, 12, 31)] = "New Year's Eve"
# self.assertIn(date(2014, 12, 31), Dec31Holiday())
# def test_get_named(self):
# us = marketholidays.UnitedStates(years=[2020])
# # check for "New Year's Day" presence in get_named("new")
# self.assertIn(date(2020, 1, 1), us.get_named("new"))
# # check for searching holiday in US when the observed holiday is on
# # a different year than input one
# us = marketholidays.US(years=[2022])
# us.get_named("Thanksgiving")
# self.assertEqual([2022], list(us.years))
# class TestArgs(unittest.TestCase):
# def setUp(self):
# self.marketholidays = marketholidays.US()
# def test_country(self):
# self.assertEqual(self.marketholidays.country, "US")
# self.assertIn(date(2014, 7, 4), self.marketholidays)
# self.assertNotIn(date(2014, 7, 1), self.marketholidays)
# self.marketholidays = marketholidays.UnitedStates()
# self.assertEqual(self.marketholidays.country, "US")
# self.assertIn(date(2014, 7, 4), self.marketholidays)
# self.assertNotIn(date(2014, 7, 1), self.marketholidays)
# self.assertEqual(self.marketholidays.country, "US")
# self.marketholidays = marketholidays.CA()
# self.assertEqual(self.marketholidays.country, "CA")
# self.assertEqual(self.marketholidays.prov, "ON")
# self.assertIn(date(2014, 7, 1), self.marketholidays)
# self.assertNotIn(date(2014, 7, 4), self.marketholidays)
# self.marketholidays = marketholidays.CA(prov="BC")
# self.assertEqual(self.marketholidays.country, "CA")
# self.assertEqual(self.marketholidays.prov, "BC")
# self.assertIn(date(2014, 7, 1), self.marketholidays)
# self.assertNotIn(date(2014, 7, 4), self.marketholidays)
# def test_years(self):
# self.assertEqual(len(self.marketholidays.years), 0)
# self.assertNotIn(date(2014, 1, 2), self.marketholidays)
# self.assertEqual(len(self.marketholidays.years), 1)
# self.assertIn(2014, self.marketholidays.years)
# self.assertNotIn(date(2013, 1, 2), self.marketholidays)
# self.assertNotIn(date(2014, 1, 2), self.marketholidays)
# self.assertNotIn(date(2015, 1, 2), self.marketholidays)
# self.assertEqual(len(self.marketholidays.years), 3)
# self.assertIn(2013, self.marketholidays.years)
# self.assertIn(2015, self.marketholidays.years)
# self.marketholidays = marketholidays.US(years=range(2010, 2015 + 1))
# self.assertEqual(len(self.marketholidays.years), 6)
# self.assertNotIn(2009, self.marketholidays.years)
# self.assertIn(2010, self.marketholidays.years)
# self.assertIn(2015, self.marketholidays.years)
# self.assertNotIn(2016, self.marketholidays.years)
# self.marketholidays = marketholidays.US(years=(2013, 2015, 2015))
# self.assertEqual(len(self.marketholidays.years), 2)
# self.assertIn(2013, self.marketholidays.years)
# self.assertNotIn(2014, self.marketholidays.years)
# self.assertIn(2015, self.marketholidays.years)
# self.assertIn(date(2021, 12, 31), marketholidays.US(years=[2022]).keys())
# self.marketholidays = marketholidays.US(years=2015)
# self.assertNotIn(2014, self.marketholidays.years)
# self.assertIn(2015, self.marketholidays.years)
# def test_expand(self):
# self.marketholidays = marketholidays.US(years=(2013, 2015), expand=False)
# self.assertEqual(len(self.marketholidays.years), 2)
# self.assertIn(2013, self.marketholidays.years)
# self.assertNotIn(2014, self.marketholidays.years)
# self.assertIn(2015, self.marketholidays.years)
# self.assertNotIn(date(2014, 1, 1), self.marketholidays)
# self.assertEqual(len(self.marketholidays.years), 2)
# self.assertNotIn(2014, self.marketholidays.years)
# def test_observed(self):
# self.marketholidays = marketholidays.US(observed=False)
# self.assertIn(date(2000, 1, 1), self.marketholidays)
# self.assertNotIn(date(1999, 12, 31), self.marketholidays)
# self.assertIn(date(2012, 1, 1), self.marketholidays)
# self.assertNotIn(date(2012, 1, 2), self.marketholidays)
# self.marketholidays.observed = True
# self.assertIn(date(2000, 1, 1), self.marketholidays)
# self.assertIn(date(1999, 12, 31), self.marketholidays)
# self.assertIn(date(2012, 1, 1), self.marketholidays)
# self.assertIn(date(2012, 1, 2), self.marketholidays)
# self.marketholidays.observed = False
# self.assertIn(date(2000, 1, 1), self.marketholidays)
# self.assertNotIn(date(1999, 12, 31), self.marketholidays)
# self.assertIn(date(2012, 1, 1), self.marketholidays)
# self.assertNotIn(date(2012, 1, 2), self.marketholidays)
# self.marketholidays = marketholidays.US(years=[2022], observed=False)
# self.assertNotIn(date(2021, 12, 31), self.marketholidays.keys())
# self.marketholidays = marketholidays.CA(observed=False)
# self.assertNotIn(date(1878, 7, 3), self.marketholidays)
# self.marketholidays.observed = True
# self.assertIn(date(2018, 7, 2), self.marketholidays)
# def test_serialization(self):
# loaded_marketholidays = pickle.loads(pickle.dumps(self.marketholidays))
# assert loaded_marketholidays == self.marketholidays
# dt = datetime(2020, 1, 1)
# res = dt in self.marketholidays
# loaded_marketholidays = pickle.loads(pickle.dumps(self.marketholidays))
# assert loaded_marketholidays == self.marketholidays
# assert (dt in loaded_marketholidays) == res
class TestKeyTransforms(unittest.TestCase):
def setUp(self):
self.marketholidays = marketholidays.US()
def test_dates(self):
self.assertIn(date(2014, 1, 1), self.marketholidays)
self.assertEqual(self.marketholidays[date(2014, 1, 1)], "New Year's Day")
self.marketholidays[date(2014, 1, 3)] = "Fake Holiday"
self.assertIn(date(2014, 1, 3), self.marketholidays)
self.assertEqual(self.marketholidays.pop(date(2014, 1, 3)), "Fake Holiday")
self.assertNotIn(date(2014, 1, 3), self.marketholidays)
def test_datetimes(self):
self.assertIn(datetime(2014, 1, 1, 13, 45), self.marketholidays)
self.assertEqual(
self.marketholidays[datetime(2014, 1, 1, 13, 45)], "New Year's Day"
)
self.marketholidays[datetime(2014, 1, 3, 1, 1)] = "Fake Holiday"
self.assertIn(datetime(2014, 1, 3, 2, 2), self.marketholidays)
self.assertEqual(
self.marketholidays.pop(datetime(2014, 1, 3, 4, 4)), "Fake Holiday"
)
self.assertNotIn(datetime(2014, 1, 3, 2, 2), self.marketholidays)
def test_timestamp(self):
self.assertIn(1388552400, self.marketholidays)
self.assertEqual(self.marketholidays[1388552400], "New Year's Day")
self.assertIn(1388552400.01, self.marketholidays)
self.assertEqual(self.marketholidays[1388552400.01], "New Year's Day")
self.marketholidays[1388725200] = "Fake Holiday"
self.assertIn(1388725201, self.marketholidays)
self.assertEqual(self.marketholidays.pop(1388725202), "Fake Holiday")
self.assertNotIn(1388725201, self.holidays)
def test_strings(self):
self.assertIn("2014-01-01", self.holidays)
self.assertEqual(self.holidays["2014-01-01"], "New Year's Day")
self.assertIn("01/01/2014", self.holidays)
self.assertEqual(self.holidays["01/01/2014"], "New Year's Day")
self.holidays["01/03/2014"] = "Fake Holiday"
self.assertIn("01/03/2014", self.holidays)
self.assertEqual(self.holidays.pop("01/03/2014"), "Fake Holiday")
self.assertNotIn("01/03/2014", self.holidays)
def test_exceptions(self):
self.assertRaises(
(TypeError, ValueError), lambda: "abc" in self.holidays
)
self.assertRaises(
(TypeError, ValueError), lambda: self.holidays.get("abc123")
)
self.assertRaises(
(TypeError, ValueError), self.holidays.__setitem__, "abc", "Test"
)
self.assertRaises((TypeError, ValueError), lambda: {} in self.holidays)
# class TestCountryHoliday(unittest.TestCase):
# def setUp(self):
# self.marketholidays = marketholidays.CountryHoliday("US")
# def test_country(self):
# self.assertEqual(self.marketholidays.country, "US")
# def test_country_years(self):
# h = marketholidays.CountryHoliday("US", years=[2015, 2016])
# self.assertEqual(h.years, {2015, 2016})
# def test_country_state(self):
# h = marketholidays.CountryHoliday("US", state="NY")
# self.assertEqual(h.state, "NY")
# def test_country_province(self):
# h = marketholidays.CountryHoliday("AU", prov="NT")
# self.assertEqual(h.prov, "NT")
# def test_exceptions(self):
# self.assertRaises((KeyError), lambda: marketholidays.CountryHoliday("XXXX"))