def test_vol_forecast():
replace = Replacer()
mock = Cross('MAA0NE9QX2ABETG6', 'USD/EUR')
xrefs = replace('gs_quant.timeseries.measures.GsAssetApi.get_asset_xrefs', Mock())
xrefs.return_value = [GsTemporalXRef(dt.date(2019, 1, 1), dt.date(2952, 12, 31), XRef(bbid='EURUSD', ))]
replace('gs_quant.markets.securities.SecurityMaster.get_asset', mock)
replace('gs_quant.timeseries.measures.GsDataApi.get_market_data', mock_fx)
actual = tm.forecast(mock, '1y')
assert_series_equal(pd.Series([1.1, 1.1, 1.1], index=_index * 3, name='forecast'), actual)
actual = tm.forecast(mock, '3m')
assert_series_equal(pd.Series([1.1, 1.1, 1.1], index=_index * 3, name='forecast'), actual)
with pytest.raises(NotImplementedError):
tm.forecast(mock, '1y', real_time=True)
replace.restore()
def test_vol_forecast_inverse():
replace = Replacer()
get_cross = replace('gs_quant.timeseries.measures.cross_to_usd_based_cross', Mock())
get_cross.return_value = "MATGYV0J9MPX534Z"
replace('gs_quant.timeseries.measures.GsDataApi.get_market_data', mock_fx)
mock = Cross("MAYJPCVVF2RWXCES", 'USD/JPY')
actual = tm.forecast(mock, '3m')
assert_series_equal(pd.Series([1 / 1.1, 1 / 1.1, 1 / 1.1], index=_index * 3, name='forecast'), actual)
replace.restore()