def test_currency_to_tdapi_swaption_rate_asset_retuns_throws(): replace = Replacer() replace('gs_quant.timeseries.measures.Asset.get_identifier', Mock()).return_value = "ZAR" asset = Currency("MA1", "ZAR") assert _currency_to_tdapi_swaption_rate_asset(asset) == "MA1"
def test_currency_to_tdapi_swaption_rate_asset_retuns_asset_id(mocker): replace = Replacer() mocker.patch.object(GsSession.__class__, 'current', return_value=GsSession.get(Environment.QA, 'client_id', 'secret')) mocker.patch.object(GsSession.current, '_get', side_effect=mock_request) mocker.patch.object(SecurityMaster, 'get_asset', side_effect=mock_request) bbid_mock = replace('gs_quant.timeseries.measures.Asset.get_identifier', Mock()) with tm.PricingContext(dt.date.today()): cur = [{ "currency_assetId": "MAK1FHKH5P5GJSHH", "currency": "JPY", "swaption_id": "MATT7CA7PRA4B8YB" }, { "currency_assetId": "MA66CZBQJST05XKG", "currency": "GBP", "swaption_id": "MAX2SBXZRPYR3NTY" }, { "currency_assetId": "MAPSDDS072PHYMVQ", "currency": "AUD", "swaption_id": "MAQHSC1PAF4X5H4B" }, { "currency_assetId": "MAJNQPFGN1EBDHAE", "currency": "EUR", "swaption_id": "MAZB3PAH8JFVVT80" }, { "currency_assetId": "MAZ7RWC904JYHYPS", "currency": "USD", "swaption_id": "MAY0X3KRD4AN77E2" }] for c in cur: print(c) asset = Currency(c.get("currency_assetId"), c.get("currency")) bbid_mock.return_value = c.get("currency") mqid = _currency_to_tdapi_swaption_rate_asset(asset) assert mqid == c.get("swaption_id") bbid_mock.return_value = None assert _currency_to_tdapi_swaption_rate_asset(asset) == c.get( "currency_assetId") replace.restore()