123 lines
4.3 KiB
Go
123 lines
4.3 KiB
Go
package chart
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import (
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"testing"
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"time"
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assert "github.com/blendlabs/go-assert"
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)
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func parse(v string) time.Time {
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ts, _ := time.Parse("2006-01-02", v)
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return ts
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}
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func TestDateBefore(t *testing.T) {
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assert := assert.New(t)
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assert.True(Date.Before(parse("2015-07-02"), parse("2016-07-01")))
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assert.True(Date.Before(parse("2016-06-01"), parse("2016-07-01")))
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assert.True(Date.Before(parse("2016-07-01"), parse("2016-07-02")))
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assert.False(Date.Before(parse("2016-07-01"), parse("2016-07-01")))
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assert.False(Date.Before(parse("2016-07-03"), parse("2016-07-01")))
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assert.False(Date.Before(parse("2016-08-03"), parse("2016-07-01")))
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assert.False(Date.Before(parse("2017-08-03"), parse("2016-07-01")))
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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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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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}
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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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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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assert.Equal(01, next.Day())
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assert.Equal(10, next.Hour())
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assert.Equal(00, next.Minute())
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next = Date.NextHour(next)
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assert.Equal(11, next.Hour())
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next = Date.NextHour(next)
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assert.Equal(12, next.Hour())
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}
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