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()) 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))) testRegression := time.Date(2016, 07, 18, 16, 0, 0, 0, Eastern()) shouldbe := time.Date(2016, 07, 19, 9, 30, 0, 0, Eastern()) assert.True(shouldbe.Equal(NextMarketOpen(testRegression, NYSEOpen, IsNYSEHoliday))) } 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()) 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))) } 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 assert.Equal(shouldbe, CalculateMarketSecondsBetween(start, end, NYSEOpen, NYSEClose, IsNYSEHoliday)) } 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)) } 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. assert.Equal(shouldbe, CalculateMarketSecondsBetween(start, end, NYSEOpen, NYSEClose, IsNYSEHoliday)) }