go-chart/date/util_test.go

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package date
import (
"testing"
"time"
assert "github.com/blendlabs/go-assert"
)
func TestBeforeDate(t *testing.T) {
assert := assert.New(t)
assert.True(BeforeDate(parse("2015-07-02"), parse("2016-07-01")))
assert.True(BeforeDate(parse("2016-06-01"), parse("2016-07-01")))
assert.True(BeforeDate(parse("2016-07-01"), parse("2016-07-02")))
assert.False(BeforeDate(parse("2016-07-01"), parse("2016-07-01")))
assert.False(BeforeDate(parse("2016-07-03"), parse("2016-07-01")))
assert.False(BeforeDate(parse("2016-08-03"), parse("2016-07-01")))
assert.False(BeforeDate(parse("2017-08-03"), parse("2016-07-01")))
}
func TestNextMarketOpen(t *testing.T) {
assert := assert.New(t)
beforeOpen := time.Date(2016, 07, 18, 9, 0, 0, 0, Eastern())
todayOpen := time.Date(2016, 07, 18, 9, 30, 0, 0, Eastern())
afterOpen := time.Date(2016, 07, 18, 9, 31, 0, 0, Eastern())
tomorrowOpen := time.Date(2016, 07, 19, 9, 30, 0, 0, Eastern())
afterFriday := time.Date(2016, 07, 22, 9, 31, 0, 0, Eastern())
mondayOpen := time.Date(2016, 07, 25, 9, 30, 0, 0, Eastern())
weekend := time.Date(2016, 07, 23, 9, 31, 0, 0, Eastern())
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assert.True(todayOpen.Equal(NextMarketOpen(beforeOpen, NYSEOpen, IsNYSEHoliday)))
assert.True(tomorrowOpen.Equal(NextMarketOpen(afterOpen, NYSEOpen, IsNYSEHoliday)))
assert.True(mondayOpen.Equal(NextMarketOpen(afterFriday, NYSEOpen, IsNYSEHoliday)))
assert.True(mondayOpen.Equal(NextMarketOpen(weekend, NYSEOpen, IsNYSEHoliday)))
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testRegression := time.Date(2016, 07, 18, 16, 0, 0, 0, Eastern())
shouldbe := time.Date(2016, 07, 19, 9, 30, 0, 0, Eastern())
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assert.True(shouldbe.Equal(NextMarketOpen(testRegression, NYSEOpen, IsNYSEHoliday)))
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}
func TestNextMarketClose(t *testing.T) {
assert := assert.New(t)
beforeClose := time.Date(2016, 07, 18, 15, 0, 0, 0, Eastern())
todayClose := time.Date(2016, 07, 18, 16, 00, 0, 0, Eastern())
afterClose := time.Date(2016, 07, 18, 16, 1, 0, 0, Eastern())
tomorrowClose := time.Date(2016, 07, 19, 16, 00, 0, 0, Eastern())
afterFriday := time.Date(2016, 07, 22, 16, 1, 0, 0, Eastern())
mondayClose := time.Date(2016, 07, 25, 16, 0, 0, 0, Eastern())
weekend := time.Date(2016, 07, 23, 9, 31, 0, 0, Eastern())
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assert.True(todayClose.Equal(NextMarketClose(beforeClose, NYSEClose, IsNYSEHoliday)))
assert.True(tomorrowClose.Equal(NextMarketClose(afterClose, NYSEClose, IsNYSEHoliday)))
assert.True(mondayClose.Equal(NextMarketClose(afterFriday, NYSEClose, IsNYSEHoliday)))
assert.True(mondayClose.Equal(NextMarketClose(weekend, NYSEClose, IsNYSEHoliday)))
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}
func TestCalculateMarketSecondsBetween(t *testing.T) {
assert := assert.New(t)
start := time.Date(2016, 07, 18, 9, 30, 0, 0, Eastern())
end := time.Date(2016, 07, 22, 16, 00, 0, 0, Eastern())
shouldbe := 5 * 6.5 * 60 * 60
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assert.Equal(shouldbe, CalculateMarketSecondsBetween(start, end, NYSEOpen, NYSEClose, IsNYSEHoliday))
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}
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func TestCalculateMarketSecondsBetween1D(t *testing.T) {
assert := assert.New(t)
start := time.Date(2016, 07, 22, 9, 45, 0, 0, Eastern())
end := time.Date(2016, 07, 22, 15, 45, 0, 0, Eastern())
shouldbe := 6 * 60 * 60
assert.Equal(shouldbe, CalculateMarketSecondsBetween(start, end, NYSEOpen, NYSEClose, IsNYSEHoliday))
}
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func TestCalculateMarketSecondsBetweenLTM(t *testing.T) {
assert := assert.New(t)
start := time.Date(2015, 07, 01, 9, 30, 0, 0, Eastern())
end := time.Date(2016, 07, 01, 9, 30, 0, 0, Eastern())
shouldbe := 253 * 6.5 * 60 * 60 //253 full market days since this date last year.
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assert.Equal(shouldbe, CalculateMarketSecondsBetween(start, end, NYSEOpen, NYSEClose, IsNYSEHoliday))
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}