package chart import ( "testing" "time" assert "github.com/blendlabs/go-assert" ) func parse(v string) time.Time { ts, _ := time.Parse("2006-01-02", v) return ts } func TestDateTime(t *testing.T) { assert := assert.New(t) ts := Date.Time(5, 6, 7, 8, time.UTC) assert.Equal(05, ts.Hour()) assert.Equal(06, ts.Minute()) assert.Equal(07, ts.Second()) assert.Equal(8, ts.Nanosecond()) assert.Equal(time.UTC, ts.Location()) } func TestDateDate(t *testing.T) { assert := assert.New(t) ts := Date.Date(2015, 5, 6, time.UTC) assert.Equal(2015, ts.Year()) assert.Equal(5, ts.Month()) assert.Equal(6, ts.Day()) assert.Equal(time.UTC, ts.Location()) } func TestDateOn(t *testing.T) { assert := assert.New(t) ts := Date.On(Date.Time(5, 4, 3, 2, time.UTC), Date.Date(2016, 6, 7, Date.Eastern())) assert.Equal(2016, ts.Year()) assert.Equal(6, ts.Month()) assert.Equal(7, ts.Day()) assert.Equal(5, ts.Hour()) assert.Equal(4, ts.Minute()) assert.Equal(3, ts.Second()) assert.Equal(2, ts.Nanosecond()) assert.Equal(time.UTC, ts.Location()) } func TestDateNoonOn(t *testing.T) { assert := assert.New(t) noon := Date.NoonOn(time.Date(2016, 04, 03, 02, 01, 0, 0, time.UTC)) assert.Equal(2016, noon.Year()) assert.Equal(4, noon.Month()) assert.Equal(3, noon.Day()) assert.Equal(12, noon.Hour()) assert.Equal(0, noon.Minute()) assert.Equal(time.UTC, noon.Location()) } func TestDateBefore(t *testing.T) { assert := assert.New(t) assert.True(Date.Before(parse("2015-07-02"), parse("2016-07-01"))) assert.True(Date.Before(parse("2016-06-01"), parse("2016-07-01"))) assert.True(Date.Before(parse("2016-07-01"), parse("2016-07-02"))) assert.False(Date.Before(parse("2016-07-01"), parse("2016-07-01"))) assert.False(Date.Before(parse("2016-07-03"), parse("2016-07-01"))) assert.False(Date.Before(parse("2016-08-03"), parse("2016-07-01"))) assert.False(Date.Before(parse("2017-08-03"), parse("2016-07-01"))) } func TestDateBeforeHandlesTimezones(t *testing.T) { assert := assert.New(t) tuesdayUTC := time.Date(2016, 8, 02, 22, 00, 0, 0, time.UTC) mondayUTC := time.Date(2016, 8, 01, 1, 00, 0, 0, time.UTC) sundayEST := time.Date(2016, 7, 31, 22, 00, 0, 0, Date.Eastern()) assert.True(Date.Before(sundayEST, tuesdayUTC)) assert.False(Date.Before(sundayEST, mondayUTC)) } func TestNextMarketOpen(t *testing.T) { assert := assert.New(t) beforeOpen := time.Date(2016, 07, 18, 9, 0, 0, 0, Date.Eastern()) todayOpen := time.Date(2016, 07, 18, 9, 30, 0, 0, Date.Eastern()) afterOpen := time.Date(2016, 07, 18, 9, 31, 0, 0, Date.Eastern()) tomorrowOpen := time.Date(2016, 07, 19, 9, 30, 0, 0, Date.Eastern()) afterFriday := time.Date(2016, 07, 22, 9, 31, 0, 0, Date.Eastern()) mondayOpen := time.Date(2016, 07, 25, 9, 30, 0, 0, Date.Eastern()) weekend := time.Date(2016, 07, 23, 9, 31, 0, 0, Date.Eastern()) assert.True(todayOpen.Equal(Date.NextMarketOpen(beforeOpen, NYSEOpen, Date.IsNYSEHoliday))) assert.True(tomorrowOpen.Equal(Date.NextMarketOpen(afterOpen, NYSEOpen, Date.IsNYSEHoliday))) assert.True(mondayOpen.Equal(Date.NextMarketOpen(afterFriday, NYSEOpen, Date.IsNYSEHoliday))) assert.True(mondayOpen.Equal(Date.NextMarketOpen(weekend, NYSEOpen, Date.IsNYSEHoliday))) assert.Equal(Date.Eastern(), todayOpen.Location()) assert.Equal(Date.Eastern(), tomorrowOpen.Location()) assert.Equal(Date.Eastern(), mondayOpen.Location()) testRegression := time.Date(2016, 07, 18, 16, 0, 0, 0, Date.Eastern()) shouldbe := time.Date(2016, 07, 19, 9, 30, 0, 0, Date.Eastern()) assert.True(shouldbe.Equal(Date.NextMarketOpen(testRegression, NYSEOpen, Date.IsNYSEHoliday))) } func TestNextMarketClose(t *testing.T) { assert := assert.New(t) beforeClose := time.Date(2016, 07, 18, 15, 0, 0, 0, Date.Eastern()) todayClose := time.Date(2016, 07, 18, 16, 00, 0, 0, Date.Eastern()) afterClose := time.Date(2016, 07, 18, 16, 1, 0, 0, Date.Eastern()) tomorrowClose := time.Date(2016, 07, 19, 16, 00, 0, 0, Date.Eastern()) afterFriday := time.Date(2016, 07, 22, 16, 1, 0, 0, Date.Eastern()) mondayClose := time.Date(2016, 07, 25, 16, 0, 0, 0, Date.Eastern()) weekend := time.Date(2016, 07, 23, 9, 31, 0, 0, Date.Eastern()) assert.True(todayClose.Equal(Date.NextMarketClose(beforeClose, NYSEClose, Date.IsNYSEHoliday))) assert.True(tomorrowClose.Equal(Date.NextMarketClose(afterClose, NYSEClose, Date.IsNYSEHoliday))) assert.True(mondayClose.Equal(Date.NextMarketClose(afterFriday, NYSEClose, Date.IsNYSEHoliday))) assert.True(mondayClose.Equal(Date.NextMarketClose(weekend, NYSEClose, Date.IsNYSEHoliday))) assert.Equal(Date.Eastern(), todayClose.Location()) assert.Equal(Date.Eastern(), tomorrowClose.Location()) assert.Equal(Date.Eastern(), mondayClose.Location()) } func TestCalculateMarketSecondsBetween(t *testing.T) { assert := assert.New(t) start := time.Date(2016, 07, 18, 9, 30, 0, 0, Date.Eastern()) end := time.Date(2016, 07, 22, 16, 00, 0, 0, Date.Eastern()) shouldbe := 5 * 6.5 * 60 * 60 assert.Equal(shouldbe, Date.CalculateMarketSecondsBetween(start, end, NYSEOpen, NYSEClose, Date.IsNYSEHoliday)) } func TestCalculateMarketSecondsBetween1D(t *testing.T) { assert := assert.New(t) start := time.Date(2016, 07, 22, 9, 45, 0, 0, Date.Eastern()) end := time.Date(2016, 07, 22, 15, 45, 0, 0, Date.Eastern()) shouldbe := 6 * 60 * 60 assert.Equal(shouldbe, Date.CalculateMarketSecondsBetween(start, end, NYSEOpen, NYSEClose, Date.IsNYSEHoliday)) } func TestCalculateMarketSecondsBetweenLTM(t *testing.T) { assert := assert.New(t) start := time.Date(2015, 07, 01, 9, 30, 0, 0, Date.Eastern()) end := time.Date(2016, 07, 01, 9, 30, 0, 0, Date.Eastern()) shouldbe := 253 * 6.5 * 60 * 60 //253 full market days since this date last year. assert.Equal(shouldbe, Date.CalculateMarketSecondsBetween(start, end, NYSEOpen, NYSEClose, Date.IsNYSEHoliday)) } func TestDateNextHour(t *testing.T) { assert := assert.New(t) start := time.Date(2015, 07, 01, 9, 30, 0, 0, Date.Eastern()) next := Date.NextHour(start) assert.Equal(2015, next.Year()) assert.Equal(07, next.Month()) assert.Equal(01, next.Day()) assert.Equal(10, next.Hour()) assert.Equal(00, next.Minute()) next = Date.NextHour(next) assert.Equal(11, next.Hour()) next = Date.NextHour(next) assert.Equal(12, next.Hour()) } func TestDateNextDayOfWeek(t *testing.T) { assert := assert.New(t) weds := Date.Date(2016, 8, 10, time.UTC) fri := Date.Date(2016, 8, 12, time.UTC) sun := Date.Date(2016, 8, 14, time.UTC) mon := Date.Date(2016, 8, 15, time.UTC) weds2 := Date.Date(2016, 8, 17, time.UTC) nextFri := Date.NextDayOfWeek(weds, time.Friday) nextSunday := Date.NextDayOfWeek(weds, time.Sunday) nextMonday := Date.NextDayOfWeek(weds, time.Monday) nextWeds := Date.NextDayOfWeek(weds, time.Wednesday) assert.Equal(fri.Year(), nextFri.Year()) assert.Equal(fri.Month(), nextFri.Month()) assert.Equal(fri.Day(), nextFri.Day()) assert.Equal(sun.Year(), nextSunday.Year()) assert.Equal(sun.Month(), nextSunday.Month()) assert.Equal(sun.Day(), nextSunday.Day()) assert.Equal(mon.Year(), nextMonday.Year()) assert.Equal(mon.Month(), nextMonday.Month()) assert.Equal(mon.Day(), nextMonday.Day()) assert.Equal(weds2.Year(), nextWeds.Year()) assert.Equal(weds2.Month(), nextWeds.Month()) assert.Equal(weds2.Day(), nextWeds.Day()) assert.Equal(time.UTC, nextFri.Location()) assert.Equal(time.UTC, nextSunday.Location()) assert.Equal(time.UTC, nextMonday.Location()) }