diff --git a/etc/make_exchange_calendar_test_csv.py b/etc/make_exchange_calendar_test_csv.py index 53ed7314..bcc5430d 100644 --- a/etc/make_exchange_calendar_test_csv.py +++ b/etc/make_exchange_calendar_test_csv.py @@ -70,7 +70,7 @@ df = pd.DataFrame( list(zip(cal.opens, cal.closes, cal.break_starts, cal.break_ends)), - columns=["market_open", "market_close", "break_start", "break_end"], + columns=["open", "close", "break_start", "break_end"], index=cal.closes.index, ) diff --git a/exchange_calendars/exchange_calendar.py b/exchange_calendars/exchange_calendar.py index 1f54a89b..71a2c244 100644 --- a/exchange_calendars/exchange_calendar.py +++ b/exchange_calendars/exchange_calendar.py @@ -370,19 +370,19 @@ def __init__( index=_all_days, data=collections.OrderedDict( [ - ("market_open", self._opens), + ("open", self._opens), ("break_start", break_starts), ("break_end", break_ends), - ("market_close", self._closes), + ("close", self._closes), ] ), dtype="datetime64[ns, UTC]", ) - self.opens_nanos = self.schedule.market_open.values.astype(np.int64) + self.opens_nanos = self.schedule.open.values.astype(np.int64) self.break_starts_nanos = self.schedule.break_start.values.astype(np.int64) self.break_ends_nanos = self.schedule.break_end.values.astype(np.int64) - self.closes_nanos = self.schedule.market_close.values.astype(np.int64) + self.closes_nanos = self.schedule.close.values.astype(np.int64) _check_breaks_match(self.break_starts_nanos, self.break_ends_nanos) @@ -749,7 +749,7 @@ def opens(self) -> pd.Series: dtype : datetime64[ns, UTC] UTC open time of corresponding session. """ - return self.schedule.market_open + return self.schedule.open @property def closes(self) -> pd.Series: @@ -763,7 +763,7 @@ def closes(self) -> pd.Series: dtype : datetime64[ns, UTC] UTC close time of corresponding session. """ - return self.schedule.market_close + return self.schedule.close @property def break_starts(self) -> pd.Series: @@ -955,42 +955,40 @@ def _get_session_idx(self, session: Date, _parse=True) -> int: assert isinstance(session_, pd.Timestamp) return self.sessions_nanos.searchsorted(session_.value, side="left") - def session_open(self, session_label: Session, _parse: bool = True) -> pd.Timestamp: + def session_open(self, session: Session, _parse: bool = True) -> pd.Timestamp: """Return open time for a given session.""" if _parse: - session_label = parse_session(self, session_label, "session_label") - return self.schedule.at[session_label, "market_open"] + session = parse_session(self, session, "session") + return self.schedule.at[session, "open"] - def session_close( - self, session_label: Session, _parse: bool = True - ) -> pd.Timestamp: + def session_close(self, session: Session, _parse: bool = True) -> pd.Timestamp: """Return close time for a given session.""" if _parse: - session_label = parse_session(self, session_label, "session_label") - return self.schedule.at[session_label, "market_close"] + session = parse_session(self, session, "session") + return self.schedule.at[session, "close"] def session_break_start( - self, session_label: Session, _parse: bool = True + self, session: Session, _parse: bool = True ) -> pd.Timestamp | NaTType: """Return break-start time for a given session. Returns pd.NaT if no break. """ if _parse: - session_label = parse_session(self, session_label, "session_label") - break_start = self.schedule.at[session_label, "break_start"] + session = parse_session(self, session, "session") + break_start = self.schedule.at[session, "break_start"] return break_start def session_break_end( - self, session_label: Session, _parse: bool = True + self, session: Session, _parse: bool = True ) -> pd.Timestamp | NaTType: """Return break-end time for a given session. Returns pd.NaT if no break. """ if _parse: - session_label = parse_session(self, session_label, "session_label") - break_end = self.schedule.at[session_label, "break_end"] + session = parse_session(self, session, "session") + break_end = self.schedule.at[session, "break_end"] return break_end def session_open_close( @@ -1215,23 +1213,23 @@ def _date_oob(self, date: pd.Timestamp) -> bool: date.value < self.sessions_nanos[0] or date.value > self.sessions_nanos[-1] ) - def is_session(self, dt: Date, _parse: bool = True) -> bool: + def is_session(self, date: Date, _parse: bool = True) -> bool: """Query if a date is a valid session. Parameters ---------- - dt + date Date to be queried. Return ------ bool - True if `dt` is a session, False otherwise. + True if `date` is a session, False otherwise. """ if _parse: - dt = parse_date(dt, "dt", self) - idx = self._get_date_idx(dt, _parse=False) - return bool(self.sessions_nanos[idx] == dt.value) # convert from np.bool_ + date = parse_date(date, "date", self) + idx = self._get_date_idx(date, _parse=False) + return bool(self.sessions_nanos[idx] == date.value) # convert from np.bool_ def date_to_session( self, @@ -1355,7 +1353,7 @@ def is_break_minute(self, minute: Minute, _parse: bool = True) -> bool: return bool(numpy_bool) def is_open_on_minute( - self, dt: Minute, ignore_breaks: bool = False, _parse: bool = True + self, minute: Minute, ignore_breaks: bool = False, _parse: bool = True ) -> bool: """Query if exchange is open on a given minute. @@ -1365,7 +1363,7 @@ def is_open_on_minute( Parameters ---------- - dt + minute Minute being queried. ignore_breaks @@ -1376,31 +1374,31 @@ def is_open_on_minute( Returns ------- bool - Boolean indicting if exchange is open on `dt`. + Boolean indicting if exchange is open on `minute`. See Also -------- is_trading_minute """ if _parse: - dt = parse_timestamp(dt, "dt", self) + minute = parse_timestamp(minute, "minute", self) - is_trading_minute = self.is_trading_minute(dt, _parse=False) + is_trading_minute = self.is_trading_minute(minute, _parse=False) if is_trading_minute or not ignore_breaks: return is_trading_minute else: # not a trading minute although should return True if in break - return self.is_break_minute(dt, _parse=False) + return self.is_break_minute(minute, _parse=False) - def next_open(self, dt: Minute, _parse: bool = True) -> pd.Timestamp: + def next_open(self, minute: Minute, _parse: bool = True) -> pd.Timestamp: """Return next open that follows a given minute. - If `dt` is a session open, the next session's open will be + If `minute` is a session open, the next session's open will be returned. Parameters ---------- - dt + minute Minute for which to get the next open. Returns @@ -1409,29 +1407,29 @@ def next_open(self, dt: Minute, _parse: bool = True) -> pd.Timestamp: UTC timestamp of the next open. """ if _parse: - dt = parse_timestamp(dt, "dt", self) + minute = parse_timestamp(minute, "minute", self) try: - idx = next_divider_idx(self.opens_nanos, dt.value) + idx = next_divider_idx(self.opens_nanos, minute.value) except IndexError: - if dt >= self.opens[-1]: + if minute >= self.opens[-1]: raise ValueError( - "Minute cannot be the last open or later (received `dt`" - f" parsed as '{dt}'.)" + "Minute cannot be the last open or later (received `minute`" + f" parsed as '{minute}'.)" ) from None else: raise return pd.Timestamp(self.opens_nanos[idx], tz=UTC) - def next_close(self, dt: Minute, _parse: bool = True) -> pd.Timestamp: + def next_close(self, minute: Minute, _parse: bool = True) -> pd.Timestamp: """Return next close that follows a given minute. - If `dt` is a session close, the next session's close will be + If `minute` is a session close, the next session's close will be returned. Parameters ---------- - dt + minute Minute for which to get the next close. Returns @@ -1440,28 +1438,28 @@ def next_close(self, dt: Minute, _parse: bool = True) -> pd.Timestamp: UTC timestamp of the next close. """ if _parse: - dt = parse_timestamp(dt, "dt", self) + minute = parse_timestamp(minute, "minute", self) try: - idx = next_divider_idx(self.closes_nanos, dt.value) + idx = next_divider_idx(self.closes_nanos, minute.value) except IndexError: - if dt == self.closes[-1]: + if minute == self.closes[-1]: raise ValueError( - "Minute cannot be the last close (received `dt` parsed as" - f" '{dt}'.)" + "Minute cannot be the last close (received `minute` parsed as" + f" '{minute}'.)" ) from None else: raise return pd.Timestamp(self.closes_nanos[idx], tz=UTC) - def previous_open(self, dt: Minute, _parse: bool = True) -> pd.Timestamp: + def previous_open(self, minute: Minute, _parse: bool = True) -> pd.Timestamp: """Return previous open that preceeds a given minute. - If `dt` is a session open, the previous session's open will be + If `minute` is a session open, the previous session's open will be returned. Parameters ---------- - dt + minute Minute for which to get the previous open. Returns @@ -1470,29 +1468,29 @@ def previous_open(self, dt: Minute, _parse: bool = True) -> pd.Timestamp: UTC timestamp of the previous open. """ if _parse: - dt = parse_timestamp(dt, "dt", self) + minute = parse_timestamp(minute, "minute", self) try: - idx = previous_divider_idx(self.opens_nanos, dt.value) + idx = previous_divider_idx(self.opens_nanos, minute.value) except ValueError: - if dt == self.opens[0]: + if minute == self.opens[0]: raise ValueError( - "Minute cannot be the first open (received `dt` parsed as" - f" '{dt}'.)" + "Minute cannot be the first open (received `minute` parsed as" + f" '{minute}'.)" ) from None else: raise return pd.Timestamp(self.opens_nanos[idx], tz=UTC) - def previous_close(self, dt: Minute, _parse: bool = True) -> pd.Timestamp: + def previous_close(self, minute: Minute, _parse: bool = True) -> pd.Timestamp: """Return previous close that preceeds a given minute. - If `dt` is a session close, the previous session's close will be + If `minute` is a session close, the previous session's close will be returned. Parameters ---------- - dt + minute Minute for which to get the previous close. Returns @@ -1501,26 +1499,26 @@ def previous_close(self, dt: Minute, _parse: bool = True) -> pd.Timestamp: UTC timestamp of the previous close. """ if _parse: - dt = parse_timestamp(dt, "dt", self) + minute = parse_timestamp(minute, "minute", self) try: - idx = previous_divider_idx(self.closes_nanos, dt.value) + idx = previous_divider_idx(self.closes_nanos, minute.value) except ValueError: - if dt <= self.closes[0]: + if minute <= self.closes[0]: raise ValueError( "Minute cannot be the first close or earlier (received" - f" `dt` parsed as '{dt}'.)" + f" `minute` parsed as '{minute}'.)" ) from None else: raise return pd.Timestamp(self.closes_nanos[idx], tz=UTC) - def next_minute(self, dt: Minute, _parse: bool = True) -> pd.Timestamp: + def next_minute(self, minute: Minute, _parse: bool = True) -> pd.Timestamp: """Return trading minute that immediately follows a given minute. Parameters ---------- - dt + minute Minute for which to get next trading minute. Minute can be a trading or a non-trading minute. @@ -1535,21 +1533,21 @@ def next_minute(self, dt: Minute, _parse: bool = True) -> pd.Timestamp: If `minute` is the last calendar minute. """ if _parse: - dt = parse_timestamp(dt, "dt", self) + minute = parse_timestamp(minute, "minute", self) try: - idx = next_divider_idx(self.minutes_nanos, dt.value) + idx = next_divider_idx(self.minutes_nanos, minute.value) except IndexError: # dt > last_minute handled via parsing - if dt == self.last_minute: + if minute == self.last_minute: raise errors.RequestedMinuteOutOfBounds(self, False) from None return self.minutes[idx] - def previous_minute(self, dt: Minute, _parse: bool = True) -> pd.Timestamp: + def previous_minute(self, minute: Minute, _parse: bool = True) -> pd.Timestamp: """Return trading minute that immediately preceeds a given minute. Parameters ---------- - dt + minute Minute for which to get previous trading minute. Minute can be a trading or a non-trading minute. @@ -1564,12 +1562,12 @@ def previous_minute(self, dt: Minute, _parse: bool = True) -> pd.Timestamp: If `minute` is the first calendar minute. """ if _parse: - dt = parse_timestamp(dt, "dt", self) + minute = parse_timestamp(minute, "minute", self) try: - idx = previous_divider_idx(self.minutes_nanos, dt.value) + idx = previous_divider_idx(self.minutes_nanos, minute.value) except ValueError: # dt < first_minute handled via parsing - if dt == self.first_minute: + if minute == self.first_minute: raise errors.RequestedMinuteOutOfBounds(self, True) from None return self.minutes[idx] @@ -2073,24 +2071,24 @@ def _get_sessions_slice(self, start: Date, end: Date, _parse=True) -> slice: return slice(slice_start, slice_end) def sessions_in_range( - self, start_session_label: Date, end_session_label: Date, _parse: bool = True + self, start: Date, end: Date, _parse: bool = True ) -> pd.DatetimeIndex: """Return sessions within a given range. Parameters ---------- - start_session_label + start Start of session range (range inclusive of `start`). - end_session_label + end End of session range (range inclusive of `end`). Returns ------- pd.DatetimeIndex - Sessions from `start_session_label` through `end_session_label`. + Sessions from `start` through `end`. """ - slc = self._get_sessions_slice(start_session_label, end_session_label, _parse) + slc = self._get_sessions_slice(start, end, _parse) return self.sessions[slc] def sessions_has_break(self, start: Date, end: Date, _parse: bool = True) -> bool: @@ -2218,7 +2216,7 @@ def sessions_opens(self, start: Date, end: Date, _parse: bool = True) -> pd.Seri UTC open times for corresponding sessions. """ start, end = self._parse_start_end_dates(start, end, _parse) - return self.schedule.loc[start:end, "market_open"] + return self.schedule.loc[start:end, "open"] def sessions_closes(self, start: Date, end: Date, _parse: bool = True) -> pd.Series: """Return UTC close time by session for sessions in given range. @@ -2240,7 +2238,7 @@ def sessions_closes(self, start: Date, end: Date, _parse: bool = True) -> pd.Ser UTC close times for corresponding sessions. """ start, end = self._parse_start_end_dates(start, end, _parse) - return self.schedule.loc[start:end, "market_close"] + return self.schedule.loc[start:end, "close"] def sessions_minutes_count( self, start: Date, end: Date, _parse: bool = True diff --git a/tests/resources/24-5.csv b/tests/resources/24-5.csv index c0ca124a..1668f61f 100644 --- a/tests/resources/24-5.csv +++ b/tests/resources/24-5.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 2018-01-01T00:00:00Z,2018-01-01T00:00:00Z,2018-01-02T00:00:00Z,, 2018-01-02T00:00:00Z,2018-01-02T00:00:00Z,2018-01-03T00:00:00Z,, 2018-01-03T00:00:00Z,2018-01-03T00:00:00Z,2018-01-04T00:00:00Z,, diff --git a/tests/resources/24-7.csv b/tests/resources/24-7.csv index a6ad42ff..38da8c55 100644 --- a/tests/resources/24-7.csv +++ b/tests/resources/24-7.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 2016-01-01T00:00:00Z,2016-01-01T00:00:00Z,2016-01-02T00:00:00Z,, 2016-01-02T00:00:00Z,2016-01-02T00:00:00Z,2016-01-03T00:00:00Z,, 2016-01-03T00:00:00Z,2016-01-03T00:00:00Z,2016-01-04T00:00:00Z,, diff --git a/tests/resources/aixk.csv b/tests/resources/aixk.csv index 35afa5f7..e2c203c5 100644 --- a/tests/resources/aixk.csv +++ b/tests/resources/aixk.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 2017-01-03T00:00:00Z,2017-01-03T05:00:00Z,2017-01-03T11:00:00Z,, 2017-01-04T00:00:00Z,2017-01-04T05:00:00Z,2017-01-04T11:00:00Z,, 2017-01-05T00:00:00Z,2017-01-05T05:00:00Z,2017-01-05T11:00:00Z,, diff --git a/tests/resources/asex.csv b/tests/resources/asex.csv index 88eb2cc8..b1c41996 100644 --- a/tests/resources/asex.csv +++ b/tests/resources/asex.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T08:00:00Z,1990-01-02T15:00:00Z,, 1990-01-03T00:00:00Z,1990-01-03T08:00:00Z,1990-01-03T15:00:00Z,, 1990-01-04T00:00:00Z,1990-01-04T08:00:00Z,1990-01-04T15:00:00Z,, diff --git a/tests/resources/bvmf.csv b/tests/resources/bvmf.csv index 7dcd1a9b..fea286ef 100644 --- a/tests/resources/bvmf.csv +++ b/tests/resources/bvmf.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T12:00:00Z,1990-01-02T19:00:00Z,, 1990-01-03T00:00:00Z,1990-01-03T12:00:00Z,1990-01-03T19:00:00Z,, 1990-01-04T00:00:00Z,1990-01-04T12:00:00Z,1990-01-04T19:00:00Z,, diff --git a/tests/resources/cmes.csv b/tests/resources/cmes.csv index 58682744..6c4e06a1 100644 --- a/tests/resources/cmes.csv +++ b/tests/resources/cmes.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-01T23:00:00Z,1990-01-02T23:00:00Z,, 1990-01-03T00:00:00Z,1990-01-02T23:00:00Z,1990-01-03T23:00:00Z,, 1990-01-04T00:00:00Z,1990-01-03T23:00:00Z,1990-01-04T23:00:00Z,, diff --git a/tests/resources/iepa.csv b/tests/resources/iepa.csv index 84d89a2c..ca511791 100644 --- a/tests/resources/iepa.csv +++ b/tests/resources/iepa.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T01:00:00Z,1990-01-02T23:00:00Z,, 1990-01-03T00:00:00Z,1990-01-03T01:00:00Z,1990-01-03T23:00:00Z,, 1990-01-04T00:00:00Z,1990-01-04T01:00:00Z,1990-01-04T23:00:00Z,, diff --git a/tests/resources/xams.csv b/tests/resources/xams.csv index c2c8ee21..7ee254d3 100644 --- a/tests/resources/xams.csv +++ b/tests/resources/xams.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T08:00:00Z,1990-01-02T16:30:00Z,, 1990-01-03T00:00:00Z,1990-01-03T08:00:00Z,1990-01-03T16:30:00Z,, 1990-01-04T00:00:00Z,1990-01-04T08:00:00Z,1990-01-04T16:30:00Z,, diff --git a/tests/resources/xasx.csv b/tests/resources/xasx.csv index d49fb699..049c2f71 100644 --- a/tests/resources/xasx.csv +++ b/tests/resources/xasx.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-01T23:00:00Z,1990-01-02T05:00:00Z,, 1990-01-03T00:00:00Z,1990-01-02T23:00:00Z,1990-01-03T05:00:00Z,, 1990-01-04T00:00:00Z,1990-01-03T23:00:00Z,1990-01-04T05:00:00Z,, diff --git a/tests/resources/xbkk.csv b/tests/resources/xbkk.csv index 0bf71019..94cf3919 100644 --- a/tests/resources/xbkk.csv +++ b/tests/resources/xbkk.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-03T00:00:00Z,1990-01-03T03:00:00Z,1990-01-03T09:30:00Z,, 1990-01-04T00:00:00Z,1990-01-04T03:00:00Z,1990-01-04T09:30:00Z,, 1990-01-05T00:00:00Z,1990-01-05T03:00:00Z,1990-01-05T09:30:00Z,, diff --git a/tests/resources/xbog.csv b/tests/resources/xbog.csv index 86842fc7..e58e3f74 100644 --- a/tests/resources/xbog.csv +++ b/tests/resources/xbog.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T14:30:00Z,1990-01-02T21:00:00Z,, 1990-01-03T00:00:00Z,1990-01-03T14:30:00Z,1990-01-03T21:00:00Z,, 1990-01-04T00:00:00Z,1990-01-04T14:30:00Z,1990-01-04T21:00:00Z,, diff --git a/tests/resources/xbom.csv b/tests/resources/xbom.csv index b05f4c81..b9cbb550 100644 --- a/tests/resources/xbom.csv +++ b/tests/resources/xbom.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1997-01-01T00:00:00Z,1997-01-01T03:45:00Z,1997-01-01T10:00:00Z,, 1997-01-02T00:00:00Z,1997-01-02T03:45:00Z,1997-01-02T10:00:00Z,, 1997-01-03T00:00:00Z,1997-01-03T03:45:00Z,1997-01-03T10:00:00Z,, diff --git a/tests/resources/xbru.csv b/tests/resources/xbru.csv index 62266e10..53cd698b 100644 --- a/tests/resources/xbru.csv +++ b/tests/resources/xbru.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T08:00:00Z,1990-01-02T16:30:00Z,, 1990-01-03T00:00:00Z,1990-01-03T08:00:00Z,1990-01-03T16:30:00Z,, 1990-01-04T00:00:00Z,1990-01-04T08:00:00Z,1990-01-04T16:30:00Z,, diff --git a/tests/resources/xbse.csv b/tests/resources/xbse.csv index 7ac154c1..d40aed6a 100644 --- a/tests/resources/xbse.csv +++ b/tests/resources/xbse.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-03T00:00:00Z,1990-01-03T08:00:00Z,1990-01-03T15:45:00Z,, 1990-01-04T00:00:00Z,1990-01-04T08:00:00Z,1990-01-04T15:45:00Z,, 1990-01-05T00:00:00Z,1990-01-05T08:00:00Z,1990-01-05T15:45:00Z,, diff --git a/tests/resources/xbud.csv b/tests/resources/xbud.csv index 1e3dcfc6..2e081ce1 100644 --- a/tests/resources/xbud.csv +++ b/tests/resources/xbud.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T08:00:00Z,1990-01-02T16:00:00Z,, 1990-01-03T00:00:00Z,1990-01-03T08:00:00Z,1990-01-03T16:00:00Z,, 1990-01-04T00:00:00Z,1990-01-04T08:00:00Z,1990-01-04T16:00:00Z,, diff --git a/tests/resources/xbue.csv b/tests/resources/xbue.csv index d4aee642..162efee5 100644 --- a/tests/resources/xbue.csv +++ b/tests/resources/xbue.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T13:00:00Z,1990-01-02T19:00:00Z,, 1990-01-03T00:00:00Z,1990-01-03T13:00:00Z,1990-01-03T19:00:00Z,, 1990-01-04T00:00:00Z,1990-01-04T13:00:00Z,1990-01-04T19:00:00Z,, diff --git a/tests/resources/xcbf.csv b/tests/resources/xcbf.csv index c9df8f00..7c187a8c 100644 --- a/tests/resources/xcbf.csv +++ b/tests/resources/xcbf.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T14:30:00Z,1990-01-02T21:15:00Z,, 1990-01-03T00:00:00Z,1990-01-03T14:30:00Z,1990-01-03T21:15:00Z,, 1990-01-04T00:00:00Z,1990-01-04T14:30:00Z,1990-01-04T21:15:00Z,, diff --git a/tests/resources/xcse.csv b/tests/resources/xcse.csv index c9594839..c09fb1df 100644 --- a/tests/resources/xcse.csv +++ b/tests/resources/xcse.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T08:00:00Z,1990-01-02T16:00:00Z,, 1990-01-03T00:00:00Z,1990-01-03T08:00:00Z,1990-01-03T16:00:00Z,, 1990-01-04T00:00:00Z,1990-01-04T08:00:00Z,1990-01-04T16:00:00Z,, diff --git a/tests/resources/xdub.csv b/tests/resources/xdub.csv index 3e2952f5..4c9b31d8 100644 --- a/tests/resources/xdub.csv +++ b/tests/resources/xdub.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T08:00:00Z,1990-01-02T16:28:00Z,, 1990-01-03T00:00:00Z,1990-01-03T08:00:00Z,1990-01-03T16:28:00Z,, 1990-01-04T00:00:00Z,1990-01-04T08:00:00Z,1990-01-04T16:28:00Z,, diff --git a/tests/resources/xetr.csv b/tests/resources/xetr.csv index cb5c22ac..5c21a2af 100644 --- a/tests/resources/xetr.csv +++ b/tests/resources/xetr.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T08:00:00Z,1990-01-02T16:30:00Z,, 1990-01-03T00:00:00Z,1990-01-03T08:00:00Z,1990-01-03T16:30:00Z,, 1990-01-04T00:00:00Z,1990-01-04T08:00:00Z,1990-01-04T16:30:00Z,, diff --git a/tests/resources/xfra.csv b/tests/resources/xfra.csv index 59702fea..826b07ae 100644 --- a/tests/resources/xfra.csv +++ b/tests/resources/xfra.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T08:00:00Z,1990-01-02T16:30:00Z,, 1990-01-03T00:00:00Z,1990-01-03T08:00:00Z,1990-01-03T16:30:00Z,, 1990-01-04T00:00:00Z,1990-01-04T08:00:00Z,1990-01-04T16:30:00Z,, diff --git a/tests/resources/xhel.csv b/tests/resources/xhel.csv index 3ef929b8..5255a2d8 100644 --- a/tests/resources/xhel.csv +++ b/tests/resources/xhel.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T08:00:00Z,1990-01-02T16:30:00Z,, 1990-01-03T00:00:00Z,1990-01-03T08:00:00Z,1990-01-03T16:30:00Z,, 1990-01-04T00:00:00Z,1990-01-04T08:00:00Z,1990-01-04T16:30:00Z,, diff --git a/tests/resources/xhkg.csv b/tests/resources/xhkg.csv index ec3dff1f..1c6dfc81 100644 --- a/tests/resources/xhkg.csv +++ b/tests/resources/xhkg.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T02:00:00Z,1990-01-02T08:00:00Z,1990-01-02T04:00:00Z,1990-01-02T05:00:00Z 1990-01-03T00:00:00Z,1990-01-03T02:00:00Z,1990-01-03T08:00:00Z,1990-01-03T04:00:00Z,1990-01-03T05:00:00Z 1990-01-04T00:00:00Z,1990-01-04T02:00:00Z,1990-01-04T08:00:00Z,1990-01-04T04:00:00Z,1990-01-04T05:00:00Z diff --git a/tests/resources/xice.csv b/tests/resources/xice.csv index 2ac2a0ed..defadc80 100644 --- a/tests/resources/xice.csv +++ b/tests/resources/xice.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 2010-01-04T00:00:00Z,2010-01-04T09:30:00Z,2010-01-04T15:30:00Z,, 2010-01-05T00:00:00Z,2010-01-05T09:30:00Z,2010-01-05T15:30:00Z,, 2010-01-06T00:00:00Z,2010-01-06T09:30:00Z,2010-01-06T15:30:00Z,, diff --git a/tests/resources/xidx.csv b/tests/resources/xidx.csv index ca8ddcb1..0f1d8205 100644 --- a/tests/resources/xidx.csv +++ b/tests/resources/xidx.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T02:00:00Z,1990-01-02T08:50:00Z,, 1990-01-03T00:00:00Z,1990-01-03T02:00:00Z,1990-01-03T08:50:00Z,, 1990-01-04T00:00:00Z,1990-01-04T02:00:00Z,1990-01-04T08:50:00Z,, diff --git a/tests/resources/xist.csv b/tests/resources/xist.csv index 90cd7e3b..3086eea6 100644 --- a/tests/resources/xist.csv +++ b/tests/resources/xist.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T08:00:00Z,1990-01-02T16:00:00Z,, 1990-01-03T00:00:00Z,1990-01-03T08:00:00Z,1990-01-03T16:00:00Z,, 1990-01-04T00:00:00Z,1990-01-04T08:00:00Z,1990-01-04T16:00:00Z,, diff --git a/tests/resources/xjse.csv b/tests/resources/xjse.csv index 669d17aa..180c8669 100644 --- a/tests/resources/xjse.csv +++ b/tests/resources/xjse.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T07:00:00Z,1990-01-02T15:00:00Z,, 1990-01-03T00:00:00Z,1990-01-03T07:00:00Z,1990-01-03T15:00:00Z,, 1990-01-04T00:00:00Z,1990-01-04T07:00:00Z,1990-01-04T15:00:00Z,, diff --git a/tests/resources/xkar.csv b/tests/resources/xkar.csv index 81fb9bc2..724653d5 100644 --- a/tests/resources/xkar.csv +++ b/tests/resources/xkar.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-01T00:00:00Z,1990-01-01T04:32:00Z,1990-01-01T10:30:00Z,, 1990-01-02T00:00:00Z,1990-01-02T04:32:00Z,1990-01-02T10:30:00Z,, 1990-01-03T00:00:00Z,1990-01-03T04:32:00Z,1990-01-03T10:30:00Z,, diff --git a/tests/resources/xkls.csv b/tests/resources/xkls.csv index c8583c1a..92514335 100644 --- a/tests/resources/xkls.csv +++ b/tests/resources/xkls.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T01:00:00Z,1990-01-02T09:00:00Z,, 1990-01-03T00:00:00Z,1990-01-03T01:00:00Z,1990-01-03T09:00:00Z,, 1990-01-04T00:00:00Z,1990-01-04T01:00:00Z,1990-01-04T09:00:00Z,, diff --git a/tests/resources/xkrx.csv b/tests/resources/xkrx.csv index c3e3d4a0..69a373b6 100644 --- a/tests/resources/xkrx.csv +++ b/tests/resources/xkrx.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1986-01-04T00:00:00Z,1986-01-04T02:00:00Z,1986-01-04T06:30:00Z,1986-01-04T03:00:00Z,1986-01-04T04:30:00Z 1986-01-06T00:00:00Z,1986-01-06T01:00:00Z,1986-01-06T06:30:00Z,1986-01-06T03:00:00Z,1986-01-06T04:30:00Z 1986-01-07T00:00:00Z,1986-01-07T01:00:00Z,1986-01-07T06:30:00Z,1986-01-07T03:00:00Z,1986-01-07T04:30:00Z diff --git a/tests/resources/xlim.csv b/tests/resources/xlim.csv index dcd7960e..3a7c7558 100644 --- a/tests/resources/xlim.csv +++ b/tests/resources/xlim.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T13:00:00Z,1990-01-02T20:00:00Z,, 1990-01-03T00:00:00Z,1990-01-03T13:00:00Z,1990-01-03T20:00:00Z,, 1990-01-04T00:00:00Z,1990-01-04T13:00:00Z,1990-01-04T20:00:00Z,, diff --git a/tests/resources/xlis.csv b/tests/resources/xlis.csv index d50b9ac7..1d752076 100644 --- a/tests/resources/xlis.csv +++ b/tests/resources/xlis.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T08:00:00Z,1990-01-02T16:30:00Z,, 1990-01-03T00:00:00Z,1990-01-03T08:00:00Z,1990-01-03T16:30:00Z,, 1990-01-04T00:00:00Z,1990-01-04T08:00:00Z,1990-01-04T16:30:00Z,, diff --git a/tests/resources/xlon.csv b/tests/resources/xlon.csv index b74ed490..008ecbf0 100644 --- a/tests/resources/xlon.csv +++ b/tests/resources/xlon.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T08:00:00Z,1990-01-02T16:30:00Z,, 1990-01-03T00:00:00Z,1990-01-03T08:00:00Z,1990-01-03T16:30:00Z,, 1990-01-04T00:00:00Z,1990-01-04T08:00:00Z,1990-01-04T16:30:00Z,, diff --git a/tests/resources/xmad.csv b/tests/resources/xmad.csv index fd578d94..802dc2e0 100644 --- a/tests/resources/xmad.csv +++ b/tests/resources/xmad.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T08:00:00Z,1990-01-02T16:30:00Z,, 1990-01-03T00:00:00Z,1990-01-03T08:00:00Z,1990-01-03T16:30:00Z,, 1990-01-04T00:00:00Z,1990-01-04T08:00:00Z,1990-01-04T16:30:00Z,, diff --git a/tests/resources/xmex.csv b/tests/resources/xmex.csv index 506afccf..7984010c 100644 --- a/tests/resources/xmex.csv +++ b/tests/resources/xmex.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T14:30:00Z,1990-01-02T21:00:00Z,, 1990-01-03T00:00:00Z,1990-01-03T14:30:00Z,1990-01-03T21:00:00Z,, 1990-01-04T00:00:00Z,1990-01-04T14:30:00Z,1990-01-04T21:00:00Z,, diff --git a/tests/resources/xmil.csv b/tests/resources/xmil.csv index 7fd26a47..24247484 100644 --- a/tests/resources/xmil.csv +++ b/tests/resources/xmil.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T08:00:00Z,1990-01-02T16:30:00Z,, 1990-01-03T00:00:00Z,1990-01-03T08:00:00Z,1990-01-03T16:30:00Z,, 1990-01-04T00:00:00Z,1990-01-04T08:00:00Z,1990-01-04T16:30:00Z,, diff --git a/tests/resources/xmos.csv b/tests/resources/xmos.csv index d171705e..9eeac5b3 100644 --- a/tests/resources/xmos.csv +++ b/tests/resources/xmos.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-03T00:00:00Z,1990-01-03T07:00:00Z,1990-01-03T15:45:00Z,, 1990-01-04T00:00:00Z,1990-01-04T07:00:00Z,1990-01-04T15:45:00Z,, 1990-01-05T00:00:00Z,1990-01-05T07:00:00Z,1990-01-05T15:45:00Z,, diff --git a/tests/resources/xnys.csv b/tests/resources/xnys.csv index 9d030bd5..bcebc113 100644 --- a/tests/resources/xnys.csv +++ b/tests/resources/xnys.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T14:30:00Z,1990-01-02T21:00:00Z,, 1990-01-03T00:00:00Z,1990-01-03T14:30:00Z,1990-01-03T21:00:00Z,, 1990-01-04T00:00:00Z,1990-01-04T14:30:00Z,1990-01-04T21:00:00Z,, diff --git a/tests/resources/xnze.csv b/tests/resources/xnze.csv index d2216bff..27e271cb 100644 --- a/tests/resources/xnze.csv +++ b/tests/resources/xnze.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-03T00:00:00Z,1990-01-02T21:00:00Z,1990-01-03T03:45:00Z,, 1990-01-04T00:00:00Z,1990-01-03T21:00:00Z,1990-01-04T03:45:00Z,, 1990-01-05T00:00:00Z,1990-01-04T21:00:00Z,1990-01-05T03:45:00Z,, diff --git a/tests/resources/xosl.csv b/tests/resources/xosl.csv index ba0d448c..8794c151 100644 --- a/tests/resources/xosl.csv +++ b/tests/resources/xosl.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T08:00:00Z,1990-01-02T15:20:00Z,, 1990-01-03T00:00:00Z,1990-01-03T08:00:00Z,1990-01-03T15:20:00Z,, 1990-01-04T00:00:00Z,1990-01-04T08:00:00Z,1990-01-04T15:20:00Z,, diff --git a/tests/resources/xpar.csv b/tests/resources/xpar.csv index ae00d44e..a4c87ff9 100644 --- a/tests/resources/xpar.csv +++ b/tests/resources/xpar.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T08:00:00Z,1990-01-02T16:30:00Z,, 1990-01-03T00:00:00Z,1990-01-03T08:00:00Z,1990-01-03T16:30:00Z,, 1990-01-04T00:00:00Z,1990-01-04T08:00:00Z,1990-01-04T16:30:00Z,, diff --git a/tests/resources/xphs.csv b/tests/resources/xphs.csv index 01e06f5e..a6b0f66f 100644 --- a/tests/resources/xphs.csv +++ b/tests/resources/xphs.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-01T00:00:00Z,1990-01-01T01:30:00Z,1990-01-01T07:30:00Z,, 1990-01-02T00:00:00Z,1990-01-02T01:30:00Z,1990-01-02T07:30:00Z,, 1990-01-03T00:00:00Z,1990-01-03T01:30:00Z,1990-01-03T07:30:00Z,, diff --git a/tests/resources/xpra.csv b/tests/resources/xpra.csv index 60348a5c..6d343b9b 100644 --- a/tests/resources/xpra.csv +++ b/tests/resources/xpra.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T08:00:00Z,1990-01-02T15:20:00Z,, 1990-01-03T00:00:00Z,1990-01-03T08:00:00Z,1990-01-03T15:20:00Z,, 1990-01-04T00:00:00Z,1990-01-04T08:00:00Z,1990-01-04T15:20:00Z,, diff --git a/tests/resources/xses.csv b/tests/resources/xses.csv index 9557b3a7..536afa02 100644 --- a/tests/resources/xses.csv +++ b/tests/resources/xses.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1986-01-02T00:00:00Z,1986-01-02T01:00:00Z,1986-01-02T09:00:00Z,, 1986-01-03T00:00:00Z,1986-01-03T01:00:00Z,1986-01-03T09:00:00Z,, 1986-01-06T00:00:00Z,1986-01-06T01:00:00Z,1986-01-06T09:00:00Z,, diff --git a/tests/resources/xsgo.csv b/tests/resources/xsgo.csv index 99bce4b4..05edfb25 100644 --- a/tests/resources/xsgo.csv +++ b/tests/resources/xsgo.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T12:30:00Z,1990-01-02T20:00:00Z,, 1990-01-03T00:00:00Z,1990-01-03T12:30:00Z,1990-01-03T20:00:00Z,, 1990-01-04T00:00:00Z,1990-01-04T12:30:00Z,1990-01-04T20:00:00Z,, diff --git a/tests/resources/xshg.csv b/tests/resources/xshg.csv index 02671306..7d89fb45 100644 --- a/tests/resources/xshg.csv +++ b/tests/resources/xshg.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-12-03T00:00:00Z,1990-12-03T01:30:00Z,1990-12-03T07:00:00Z,1990-12-03T03:30:00Z,1990-12-03T05:00:00Z 1990-12-04T00:00:00Z,1990-12-04T01:30:00Z,1990-12-04T07:00:00Z,1990-12-04T03:30:00Z,1990-12-04T05:00:00Z 1990-12-05T00:00:00Z,1990-12-05T01:30:00Z,1990-12-05T07:00:00Z,1990-12-05T03:30:00Z,1990-12-05T05:00:00Z diff --git a/tests/resources/xsto.csv b/tests/resources/xsto.csv index 2a379dd6..4b4bc7a2 100644 --- a/tests/resources/xsto.csv +++ b/tests/resources/xsto.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T08:00:00Z,1990-01-02T16:30:00Z,, 1990-01-03T00:00:00Z,1990-01-03T08:00:00Z,1990-01-03T16:30:00Z,, 1990-01-04T00:00:00Z,1990-01-04T08:00:00Z,1990-01-04T16:30:00Z,, diff --git a/tests/resources/xswx.csv b/tests/resources/xswx.csv index 84b1bc57..827bdeb1 100644 --- a/tests/resources/xswx.csv +++ b/tests/resources/xswx.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-03T00:00:00Z,1990-01-03T08:00:00Z,1990-01-03T16:30:00Z,, 1990-01-04T00:00:00Z,1990-01-04T08:00:00Z,1990-01-04T16:30:00Z,, 1990-01-05T00:00:00Z,1990-01-05T08:00:00Z,1990-01-05T16:30:00Z,, diff --git a/tests/resources/xtae.csv b/tests/resources/xtae.csv index 986cc596..bb3a272a 100644 --- a/tests/resources/xtae.csv +++ b/tests/resources/xtae.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 2019-01-01T00:00:00Z,2019-01-01T08:00:00Z,2019-01-01T15:15:00Z,, 2019-01-02T00:00:00Z,2019-01-02T08:00:00Z,2019-01-02T15:15:00Z,, 2019-01-03T00:00:00Z,2019-01-03T08:00:00Z,2019-01-03T15:15:00Z,, diff --git a/tests/resources/xtai.csv b/tests/resources/xtai.csv index d80b997b..91094793 100644 --- a/tests/resources/xtai.csv +++ b/tests/resources/xtai.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T01:00:00Z,1990-01-02T05:30:00Z,, 1990-01-03T00:00:00Z,1990-01-03T01:00:00Z,1990-01-03T05:30:00Z,, 1990-01-04T00:00:00Z,1990-01-04T01:00:00Z,1990-01-04T05:30:00Z,, diff --git a/tests/resources/xtks.csv b/tests/resources/xtks.csv index 932a6f97..60fc3a9e 100644 --- a/tests/resources/xtks.csv +++ b/tests/resources/xtks.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 2000-01-04T00:00:00Z,2000-01-04T00:00:00Z,2000-01-04T06:00:00Z,2000-01-04T02:30:00Z,2000-01-04T03:30:00Z 2000-01-05T00:00:00Z,2000-01-05T00:00:00Z,2000-01-05T06:00:00Z,2000-01-05T02:30:00Z,2000-01-05T03:30:00Z 2000-01-06T00:00:00Z,2000-01-06T00:00:00Z,2000-01-06T06:00:00Z,2000-01-06T02:30:00Z,2000-01-06T03:30:00Z diff --git a/tests/resources/xtse.csv b/tests/resources/xtse.csv index 9d048ab8..a3af4a21 100644 --- a/tests/resources/xtse.csv +++ b/tests/resources/xtse.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T14:30:00Z,1990-01-02T21:00:00Z,, 1990-01-03T00:00:00Z,1990-01-03T14:30:00Z,1990-01-03T21:00:00Z,, 1990-01-04T00:00:00Z,1990-01-04T14:30:00Z,1990-01-04T21:00:00Z,, diff --git a/tests/resources/xwar.csv b/tests/resources/xwar.csv index 96626d20..cc0e3d24 100644 --- a/tests/resources/xwar.csv +++ b/tests/resources/xwar.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T08:00:00Z,1990-01-02T16:00:00Z,, 1990-01-03T00:00:00Z,1990-01-03T08:00:00Z,1990-01-03T16:00:00Z,, 1990-01-04T00:00:00Z,1990-01-04T08:00:00Z,1990-01-04T16:00:00Z,, diff --git a/tests/resources/xwbo.csv b/tests/resources/xwbo.csv index b8c40c06..1e843357 100644 --- a/tests/resources/xwbo.csv +++ b/tests/resources/xwbo.csv @@ -1,4 +1,4 @@ -,market_open,market_close,break_start,break_end +,open,close,break_start,break_end 1990-01-02T00:00:00Z,1990-01-02T08:00:00Z,1990-01-02T16:30:00Z,, 1990-01-03T00:00:00Z,1990-01-03T08:00:00Z,1990-01-03T16:30:00Z,, 1990-01-04T00:00:00Z,1990-01-04T08:00:00Z,1990-01-04T16:30:00Z,, diff --git a/tests/test_exchange_calendar.py b/tests/test_exchange_calendar.py index 9315c716..dcefe3f3 100644 --- a/tests/test_exchange_calendar.py +++ b/tests/test_exchange_calendar.py @@ -251,12 +251,12 @@ def sessions(self) -> pd.DatetimeIndex: @property def opens(self) -> pd.Series: """Market open time for each session.""" - return self.answers.market_open + return self.answers.open @property def closes(self) -> pd.Series: """Market close time for each session.""" - return self.answers.market_close + return self.answers.close @property def break_starts(self) -> pd.Series: @@ -1977,7 +1977,7 @@ def name(self, calendar_cls) -> abc.Iterator[str]: @pytest.fixture(scope="class") def has_24h_session(self, name) -> abc.Iterator[bool]: df = get_csv(name) - yield (df.market_close == df.market_open.shift(-1)).any() + yield (df.close == df.open.shift(-1)).any() @pytest.fixture(scope="class") def default_side(self, has_24h_session) -> abc.Iterator[str]: @@ -2323,7 +2323,7 @@ def test_daylight_savings(self, default_calendar, daylight_savings_dates): next_day = cal.date_to_session(T(date), "next") open_date = next_day + pd.Timedelta(days=cal.open_offset) - the_open = cal.schedule.loc[next_day].market_open + the_open = cal.schedule.loc[next_day].open localized_open = the_open.tz_convert(cal.tz)