Fixed the all_full_days_since_2918 test for first date.

rsheftel · Feb 24, 2018 · a39f2fd · a39f2fd
1 parent b44bd9d
commit a39f2fd
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Showing 4 changed files with 19 additions and 11 deletions.
diff --git a/docs/change_log.rst b/docs/change_log.rst
@@ -60,6 +60,7 @@ Updates
 ~~~~~~~~~~~~~
 - Made default open and close times time-zone aware
 
-0.15 (2/20/18)
+0.15 (2/23/18)
 ~~~~~~~~~~~~~~
 - Removed toolz as a required package and removed from the one test that required it
+- Added daily closes on NYSE back to 1928 from PR #30 thanks to @pldrouin
diff --git a/setup.py b/setup.py
@@ -18,7 +18,7 @@
 
 setup(
     name='pandas_market_calendars',
-    version='0.14',
+    version='0.15',
 
     description='Market and exchange trading calendars for pandas',
     long_description=long_description,

diff --git a/...nyse_all_full_day_holidays_since_1928.csv → ...nyse_all_full_day_holidays_since_1928.csv b/...nyse_all_full_day_holidays_since_1928.csv → ...nyse_all_full_day_holidays_since_1928.csv
diff --git a/tests/test_nyse_calendar.py b/tests/test_nyse_calendar.py
@@ -2,6 +2,7 @@
 import pandas as pd
 import pytz
 import os
+from pandas.testing import assert_index_equal
 from pandas_market_calendars.exchange_calendar_nyse import NYSEExchangeCalendar
 
 
@@ -14,6 +15,7 @@ def test_open_time_tz():
     nyse = NYSEExchangeCalendar()
     assert nyse.open_time.tzinfo == nyse.tz
 
+
 def test_close_time_tz():
     nyse = NYSEExchangeCalendar()
     assert nyse.close_time.tzinfo == nyse.tz
@@ -238,18 +240,23 @@ def test_early_close_independence_day_thursday():
     assert nyse.open_at_time(schedule, friday_after_open) is True
     assert nyse.open_at_time(schedule, friday_after) is True
 
+
 def test_all_full_day_holidays_since_1928(request):
     """
     Perform a full comparison of all known full day NYSE holidays since 1928/01/01 and
     make sure that it matches.
     """
+    # get the expected dates from the csv file
+    expected = pd.read_csv(os.path.join(request.fspath.dirname, 'data', 'nyse_all_full_day_holidays_since_1928.csv'),
+                           index_col=0, parse_dates=True, header=None).index
+    del expected.name
+
+    # calculated expected
     nyse = NYSEExchangeCalendar()
-    dticsv=pd.read_csv(os.path.join(request.fspath.dirname,
-                                    'nyse_all_full_day_holidays_since_1928.csv'),
-                                    index_col=0, parse_dates=True).index
-    dti=pd.DatetimeIndex(nyse.adhoc_holidays).tz_convert(None).sort_values()
-    slice_locs=dti.slice_locs(dticsv[0], dticsv[-1])
-    dti=dti[slice_locs[0]:slice_locs[1]]
-    dti=dti.append(nyse.regular_holidays.holidays(dticsv[0], dticsv[-1]))
-    dti=dti.sort_values().unique()
-    assert dticsv.equals(dti)
+    actual = pd.DatetimeIndex(nyse.adhoc_holidays).tz_convert(None).sort_values()
+    slice_locs = actual.slice_locs(expected[0], expected[-1])
+    actual = actual[slice_locs[0]:slice_locs[1]]
+    actual = actual.append(nyse.regular_holidays.holidays(expected[0], expected[-1]))
+    actual = actual.sort_values().unique()
+
+    assert_index_equal(expected, actual)