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test_calendar.py
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import datetime
from zoneinfo import ZoneInfo
from pythclient.calendar import (get_next_market_close, get_next_market_open,
is_market_open)
NY_TZ = ZoneInfo("America/New_York")
UTC_TZ = ZoneInfo("UTC")
# Define constants for equity market
EQUITY_OPEN_WED_2023_6_21_12 = datetime.datetime(2023, 6, 21, 12, 0, 0, tzinfo=NY_TZ)
EQUITY_CLOSE_WED_2023_6_21_17 = datetime.datetime(2023, 6, 21, 17, 0, 0, tzinfo=NY_TZ)
EQUITY_CLOSE_SAT_2023_6_10_17 = datetime.datetime(2023, 6, 10, 17, 0, 0, tzinfo=NY_TZ)
EQUITY_HOLIDAY_MON_2023_6_19 = datetime.datetime(2023, 6, 19, tzinfo=NY_TZ)
EQUITY_HOLIDAY_NEXT_DAY_EARLY_CLOSE_OPEN_THU_2023_11_23_9_30 = datetime.datetime(2023, 11, 23, 9, 30, 0, tzinfo=NY_TZ)
EQUITY_HOLIDAY_NEXT_DAY_EARLY_CLOSE_CLOSE_THU_2023_11_23_13 = datetime.datetime(2023, 11, 23, 13, 0, 0, tzinfo=NY_TZ)
EQUITY_EARLY_CLOSE_OPEN_FRI_2023_11_24_11 = datetime.datetime(2023, 11, 24, 11, 0, 0, tzinfo=NY_TZ)
EQUITY_EARLY_CLOSE_CLOSE_FRI_2023_11_24_14 = datetime.datetime(2023, 11, 24, 14, 0, 0, tzinfo=NY_TZ)
# Define constants for fx & metal market
FX_METAL_OPEN_WED_2023_6_21_21 = datetime.datetime(2023, 6, 21, 21, 0, 0, tzinfo=NY_TZ)
FX_METAL_OPEN_WED_2023_6_21_23 = datetime.datetime(2023, 6, 21, 23, 0, 0, tzinfo=NY_TZ)
FX_METAL_CLOSE_SUN_2023_6_18_16 = datetime.datetime(2023, 6, 18, 16, 0, 0, tzinfo=NY_TZ)
FX_METAL_HOLIDAY_SUN_2023_1_1 = datetime.datetime(2023, 1, 1, tzinfo=NY_TZ)
FX_METAL_HOLIDAY_SUN_2023_12_24_17 = datetime.datetime(2023, 12, 24, 17, 0, 0, tzinfo=NY_TZ)
FX_METAL_HOLIDAY_SUN_2023_12_31_17 = datetime.datetime(2023, 12, 31, 17, 0, 0, tzinfo=NY_TZ)
# Define constants for rates market
RATES_OPEN_WED_2023_6_21_12 = datetime.datetime(2023, 6, 21, 8, 0, 0, tzinfo=NY_TZ)
RATES_CLOSE_WED_2023_6_21_17 = datetime.datetime(2023, 6, 21, 17, 0, 0, tzinfo=NY_TZ)
RATES_CLOSE_SAT_2023_6_10_17 = datetime.datetime(2023, 6, 10, 17, 0, 0, tzinfo=NY_TZ)
RATES_HOLIDAY_MON_2023_6_19 = datetime.datetime(2023, 6, 19, tzinfo=NY_TZ)
RATES_HOLIDAY_NEXT_DAY_EARLY_CLOSE_OPEN_THU_2023_11_23_8 = datetime.datetime(2023, 11, 23, 8, 0, 0, tzinfo=NY_TZ)
RATES_HOLIDAY_NEXT_DAY_EARLY_CLOSE_CLOSE_THU_2023_11_23_13 = datetime.datetime(2023, 11, 23, 13, 0, 0, tzinfo=NY_TZ)
RATES_EARLY_CLOSE_OPEN_FRI_2023_11_24_11 = datetime.datetime(2023, 11, 24, 11, 0, 0, tzinfo=NY_TZ)
RATES_EARLY_CLOSE_CLOSE_FRI_2023_11_24_14 = datetime.datetime(2023, 11, 24, 14, 0, 0, tzinfo=NY_TZ)
# Define constants for cryptocurrency market
CRYPTO_OPEN_WED_2023_6_21_12 = datetime.datetime(2023, 6, 21, 12, 0, 0, tzinfo=NY_TZ)
CRYPTO_OPEN_SUN_2023_6_18_12 = datetime.datetime(2023, 6, 18, 12, 0, 0, tzinfo=NY_TZ)
def format_datetime_to_unix_timestamp(dt: datetime.datetime):
# Convert the datetime object to a Unix timestamp in UTC
timestamp = dt.astimezone(UTC_TZ).timestamp()
unix_timestamp_utc = int(timestamp)
return unix_timestamp_utc
def test_is_market_open():
# equity
# weekday, within equity market hours
assert is_market_open("equity", EQUITY_OPEN_WED_2023_6_21_12) == True
# weekday, out of equity market hours
assert is_market_open("equity", EQUITY_CLOSE_WED_2023_6_21_17) == False
# weekend, out of equity market hours
assert is_market_open("equity", EQUITY_CLOSE_SAT_2023_6_10_17) == False
# weekday, NYSE holiday
assert is_market_open("equity", EQUITY_HOLIDAY_MON_2023_6_19) == False
# weekday, NYSE early close holiday
assert is_market_open("equity", EQUITY_EARLY_CLOSE_OPEN_FRI_2023_11_24_11) == True
assert is_market_open("equity", EQUITY_EARLY_CLOSE_CLOSE_FRI_2023_11_24_14) == False
# fx & metal
# weekday, within fx & metal market hours
assert is_market_open("fx", FX_METAL_OPEN_WED_2023_6_21_21) == True
assert is_market_open("metal", FX_METAL_OPEN_WED_2023_6_21_21) == True
# weekday, out of fx & metal market hours
assert is_market_open("fx", FX_METAL_CLOSE_SUN_2023_6_18_16) == False
assert is_market_open("metal", FX_METAL_CLOSE_SUN_2023_6_18_16) == False
# fx & metal holiday
assert is_market_open("fx", FX_METAL_HOLIDAY_SUN_2023_1_1) == False
assert is_market_open("metal", FX_METAL_HOLIDAY_SUN_2023_1_1) == False
# fx & metal out of market hours on Sunday Dec 24 2023 after 10pm UTC
assert is_market_open("fx", FX_METAL_HOLIDAY_SUN_2023_12_24_17) == False
# fx & metal out of market hours on Sunday Dec 31 2023 after 10pm UTC
assert is_market_open("fx", FX_METAL_HOLIDAY_SUN_2023_12_31_17) == False
# rates
# weekday, within rates market hours
assert is_market_open("rates", RATES_OPEN_WED_2023_6_21_12) == True
# weekday, out of rates market hours
assert is_market_open("rates", RATES_CLOSE_WED_2023_6_21_17) == False
# weekend, out of rates market hours
assert is_market_open("rates", RATES_CLOSE_SAT_2023_6_10_17) == False
# weekday, NYSE holiday
assert is_market_open("rates", RATES_HOLIDAY_MON_2023_6_19) == False
# weekday, NYSE early close holiday
assert is_market_open("rates", RATES_EARLY_CLOSE_OPEN_FRI_2023_11_24_11) == True
assert is_market_open("rates", RATES_EARLY_CLOSE_CLOSE_FRI_2023_11_24_14) == False
# crypto
assert is_market_open("crypto", CRYPTO_OPEN_WED_2023_6_21_12) == True
assert is_market_open("crypto", CRYPTO_OPEN_SUN_2023_6_18_12) == True
def test_get_next_market_open():
# equity within market hours
assert (
get_next_market_open("equity", EQUITY_OPEN_WED_2023_6_21_12)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 22, 9, 30, 0, tzinfo=NY_TZ))
)
# equity out of market hours
assert (
get_next_market_open("equity", EQUITY_CLOSE_WED_2023_6_21_17)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 22, 9, 30, 0, tzinfo=NY_TZ))
)
# equity weekend
assert (
get_next_market_open("equity", EQUITY_CLOSE_SAT_2023_6_10_17)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 12, 9, 30, 0, tzinfo=NY_TZ))
)
# equity holiday
assert (
get_next_market_open("equity", EQUITY_HOLIDAY_MON_2023_6_19)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 20, 9, 30, 0, tzinfo=NY_TZ))
)
# equity holiday next day early close holiday
assert (
get_next_market_open("equity", EQUITY_HOLIDAY_NEXT_DAY_EARLY_CLOSE_OPEN_THU_2023_11_23_9_30)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 24, 9, 30, 0, tzinfo=NY_TZ))
)
# equity early close holiday
assert (
get_next_market_open("equity", EQUITY_EARLY_CLOSE_OPEN_FRI_2023_11_24_11)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 27, 9, 30, 0, tzinfo=NY_TZ))
)
assert (
get_next_market_open("equity", EQUITY_EARLY_CLOSE_CLOSE_FRI_2023_11_24_14)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 27, 9, 30, 0, tzinfo=NY_TZ))
)
# fx & metal within market hours (before 10pm UTC)
assert (
get_next_market_open("fx", FX_METAL_OPEN_WED_2023_6_21_21)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 25, 17, 0, 0, tzinfo=NY_TZ))
)
assert (
get_next_market_open("metal", FX_METAL_OPEN_WED_2023_6_21_21)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 25, 17, 0, 0, tzinfo=NY_TZ))
)
# fx & metal within market hours (after 10pm UTC)
assert (
get_next_market_open("fx", FX_METAL_OPEN_WED_2023_6_21_23)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 25, 17, 0, 0, tzinfo=NY_TZ))
)
assert (
get_next_market_open("metal", FX_METAL_OPEN_WED_2023_6_21_23)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 25, 17, 0, 0, tzinfo=NY_TZ))
)
# fx & metal out of market hours
assert (
get_next_market_open("fx", FX_METAL_CLOSE_SUN_2023_6_18_16)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 18, 17, 0, 0, tzinfo=NY_TZ))
)
assert (
get_next_market_open("metal", FX_METAL_CLOSE_SUN_2023_6_18_16)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 18, 17, 0, 0, tzinfo=NY_TZ))
)
# fx & metal out of market hours on Sunday Dec 24 2024 after 10pm UTC
assert (
get_next_market_open("fx", FX_METAL_HOLIDAY_SUN_2023_12_24_17)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 12, 25, 17, 0, 0, tzinfo=NY_TZ))
)
assert (
get_next_market_open("metal", FX_METAL_HOLIDAY_SUN_2023_12_24_17)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 12, 25, 17, 0, 0, tzinfo=NY_TZ))
)
# fx & metal holiday
assert (
get_next_market_open("fx", FX_METAL_HOLIDAY_SUN_2023_1_1)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 1, 1, 17, 0, 0, tzinfo=NY_TZ))
)
assert (
get_next_market_open("metal", FX_METAL_HOLIDAY_SUN_2023_1_1)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 1, 1, 17, 0, 0, tzinfo=NY_TZ))
)
# rates within market hours
assert (
get_next_market_open("rates", RATES_OPEN_WED_2023_6_21_12)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 22, 8, 0, 0, tzinfo=NY_TZ))
)
# rates out of market hours
assert (
get_next_market_open("rates", RATES_CLOSE_WED_2023_6_21_17)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 22, 8, 0, 0, tzinfo=NY_TZ))
)
# rates weekend
assert (
get_next_market_open("rates", RATES_CLOSE_SAT_2023_6_10_17)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 12, 8, 0, 0, tzinfo=NY_TZ))
)
# rates holiday
assert (
get_next_market_open("rates", RATES_HOLIDAY_MON_2023_6_19)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 20, 8, 0, 0, tzinfo=NY_TZ))
)
# rates holiday next day early close holiday
assert (
get_next_market_open("rates", RATES_HOLIDAY_NEXT_DAY_EARLY_CLOSE_OPEN_THU_2023_11_23_8)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 24, 8, 0, 0, tzinfo=NY_TZ))
)
# rates early close holiday
assert (
get_next_market_open("rates", RATES_EARLY_CLOSE_OPEN_FRI_2023_11_24_11)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 27, 8, 0, 0, tzinfo=NY_TZ))
)
assert (
get_next_market_open("rates", RATES_EARLY_CLOSE_CLOSE_FRI_2023_11_24_14)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 27, 8, 0, 0, tzinfo=NY_TZ))
)
# crypto
assert get_next_market_open("crypto", CRYPTO_OPEN_WED_2023_6_21_12) == None
assert get_next_market_open("crypto", CRYPTO_OPEN_SUN_2023_6_18_12) == None
def test_get_next_market_close():
# equity within market hours
assert (
get_next_market_close("equity", EQUITY_OPEN_WED_2023_6_21_12)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 21, 16, 0, 0, tzinfo=NY_TZ))
)
# equity out of market hours
assert (
get_next_market_close("equity", EQUITY_CLOSE_WED_2023_6_21_17)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 22, 16, 0, 0, tzinfo=NY_TZ))
)
# equity weekend
assert (
get_next_market_close("equity", EQUITY_CLOSE_SAT_2023_6_10_17)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 12, 16, 0, 0, tzinfo=NY_TZ))
)
# equity holiday
assert (
get_next_market_close("equity", EQUITY_HOLIDAY_MON_2023_6_19)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 20, 16, 0, 0, tzinfo=NY_TZ))
)
# equity holiday next day early close holiday
assert (
get_next_market_close("equity", EQUITY_HOLIDAY_NEXT_DAY_EARLY_CLOSE_CLOSE_THU_2023_11_23_13)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 24, 13, 0, 0, tzinfo=NY_TZ))
)
# equity early close holiday
assert (
get_next_market_close("equity", EQUITY_EARLY_CLOSE_OPEN_FRI_2023_11_24_11)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 24, 13, 0, 0, tzinfo=NY_TZ))
)
assert (
get_next_market_close("equity", EQUITY_EARLY_CLOSE_CLOSE_FRI_2023_11_24_14)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 27, 16, 0, 0, tzinfo=NY_TZ))
)
# fx & metal within market hours (before 10pm UTC)
assert (
get_next_market_close("fx", FX_METAL_OPEN_WED_2023_6_21_21)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
)
assert (
get_next_market_close("metal", FX_METAL_OPEN_WED_2023_6_21_21)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
)
# fx & metal within market hours (after 10pm UTC)
assert (
get_next_market_close("fx", FX_METAL_OPEN_WED_2023_6_21_23)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
)
assert (
get_next_market_close("metal", FX_METAL_OPEN_WED_2023_6_21_23)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
)
# fx & metal within market hours on a friday (before 10pm UTC)
assert (
get_next_market_close("fx", datetime.datetime(2023, 11, 10, 7, 0, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 10, 17, 0, 0, tzinfo=NY_TZ))
)
# fx & metal out of market hours
assert (
get_next_market_close("fx", FX_METAL_CLOSE_SUN_2023_6_18_16)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
)
assert (
get_next_market_close("metal", FX_METAL_CLOSE_SUN_2023_6_18_16)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
)
# fx & metal holiday
assert (
get_next_market_close("fx", FX_METAL_HOLIDAY_SUN_2023_1_1)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 1, 6, 17, 0, 0, tzinfo=NY_TZ))
)
assert (
get_next_market_close("metal", FX_METAL_HOLIDAY_SUN_2023_1_1)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 1, 6, 17, 0, 0, tzinfo=NY_TZ))
)
# rates within market hours
assert (
get_next_market_close("rates", RATES_OPEN_WED_2023_6_21_12)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 21, 17, 0, 0, tzinfo=NY_TZ))
)
# rates out of market hours
assert (
get_next_market_close("rates", RATES_CLOSE_WED_2023_6_21_17)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 22, 17, 0, 0, tzinfo=NY_TZ))
)
# rates weekend
assert (
get_next_market_close("rates", RATES_CLOSE_SAT_2023_6_10_17)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 12, 17, 0, 0, tzinfo=NY_TZ))
)
# rates holiday
assert (
get_next_market_close("rates", RATES_HOLIDAY_MON_2023_6_19)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 20, 17, 0, 0, tzinfo=NY_TZ))
)
# rates holiday next day early close holiday
assert (
get_next_market_close("rates", RATES_HOLIDAY_NEXT_DAY_EARLY_CLOSE_CLOSE_THU_2023_11_23_13)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 24, 13, 0, 0, tzinfo=NY_TZ))
)
# rates early close holiday
assert (
get_next_market_close("rates", RATES_EARLY_CLOSE_OPEN_FRI_2023_11_24_11)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 24, 13, 0, 0, tzinfo=NY_TZ))
)
assert (
get_next_market_close("rates", RATES_EARLY_CLOSE_CLOSE_FRI_2023_11_24_14)
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 27, 17, 0, 0, tzinfo=NY_TZ))
)
# crypto
assert get_next_market_close("crypto", CRYPTO_OPEN_WED_2023_6_21_12) == None
assert get_next_market_close("crypto", CRYPTO_OPEN_SUN_2023_6_18_12) == None