'The volume roll finder can look for data up to a week before the given
date. This test asserts that we not only return the correct active
contract during that previous week (grace period), but also that we do
not go into exception if one of the contracts does not exist.'

def test_roll_in_grace_period(self):

    rolls = self.volume_roll_finder.get_rolls(root_symbol='CL', start=self.second_end_date, end=self.third_end_date, offset=0)
    self.assertEqual(rolls, [(1002, pd.Timestamp('2017-03-16', tz='UTC')), (1003, None)])
