def setUp(self):
self.settlement_days = 3
self.face_amount = 100.0
self.redemption = 100.0
self.issue_date = CAL.Date(2,1,2008)
self.maturity_date = CAL.Date(2,1,2018)
self.calendar = CAL.UnitedStates(CAL.UnitedStates.GovernmentBond)
self.day_counter = CAL.ActualActual(CAL.ActualActual.Bond)
self.sched = CAL.Schedule(self.issue_date, self.maturity_date,
CAL.Period(CAL.Semiannual), self.calendar,
CAL.Unadjusted, CAL.Unadjusted,
CAL.DateGeneration.Backward, False)
self.coupons = [0.05]
self.bond = CAL.FixedRateBond(self.settlement_days, self.face_amount,
self.sched, self.coupons, self.day_counter,
CAL.Following, self.redemption,
self.issue_date)
self.flat_forward = CAL.FlatForward(self.issue_date,
self.coupons[0], self.day_counter,
CAL.Compounded, CAL.Semiannual)
self.term_structure_handle = CAL.RelinkableYieldTermStructureHandle(self.flat_forward)
bondEngine = CAL.DiscountingBondEngine(self.term_structure_handle)
self.bond.setPricingEngine(bondEngine)
def runTest(self):
"Testing date arithmetics"
date = CAL.Date_minDate()
dold = date.dayOfMonth()
mold = date.month()
yold = date.year()
while date < CAL.Date_maxDate():
date += 1
d = date.dayOfMonth()
m = date.month()
y = date.year()
# check if skipping any date
if not ((d == dold + 1 and m == mold and y == yold) or
(d == 1 and m == mold + 1 and y == yold) or
(d == 1 and m == 1 and y == yold + 1)):
self.fail("""
wrong day, month, year increment
date: %(t)s
day, month, year: %(d)d, %(m)d, %(y)d
previous: %(dold)d, %(mold)d, %(yold)d
""" % locals())
dold = d
mold = m
yold = y
def testObservable(self):
"Testing observability of stocks"
global flag
flag = None
me1 = CAL.SimpleQuote(0.0)
h = CAL.RelinkableQuoteHandle(me1)
s = CAL.Stock(h)
s.NPV()
obs = CAL.Observer(raiseFlag)
obs.registerWith(s)
me1.setValue(3.14)
if not flag:
self.fail("Observer was not notified of instrument change")
s.NPV()
flag = None
me2 = CAL.SimpleQuote(0.0)
h.linkTo(me2)
if not flag:
self.fail("Observer was not notified of instrument change")
s.NPV()
flag = None
s.freeze()
me2.setValue(2.71)
if flag:
self.fail("Observer was notified of frozen instrument change")
s.unfreeze()
if not flag:
self.fail("Observer was not notified of instrument change")
def calcuatingBondAnalytics(settlementDate,
startDate,
maturity,
period,
coupons,
benchmarkYield=0.03,
repeat=1):
yieldDayCounter = CAL.Actual365NoLeap()
compoundingMethod = CAL.Compounded
frequency = CAL.Annual
# Do the unnecessary repeating to test on performance
for i in xrange(repeat):
myBond = CAL.CTBFixedBond(issueDate=startDate,
settlementDays=1,
faceAmount=100.0,
startDate=startDate,
maturity=maturity,
tenor=period,
coupons=coupons)
# Bond analytics
cleanPrice = myBond.cleanPrice(benchmarkYield, yieldDayCounter,
compoundingMethod, frequency,
settlementDate)
accruedAmount = myBond.accruedAmount(settlementDate)
conversionFactor1403 = myBond.conversionFactor(2014, CAL.March)
conversionFactor1406 = myBond.conversionFactor(2014, CAL.June)
conversionFactor1409 = myBond.conversionFactor(2014, CAL.September)
macaulayDuration = CAL.BondFunctions.duration(
myBond, benchmarkYield, yieldDayCounter, compoundingMethod,
frequency, CAL.Duration.Macaulay, settlementDate)
modifiedDuration = CAL.BondFunctions.duration(
myBond, benchmarkYield, yieldDayCounter, compoundingMethod,
frequency, CAL.Duration.Modified, settlementDate)
convexity = CAL.BondFunctions.convexity(myBond, benchmarkYield,
yieldDayCounter,
compoundingMethod, frequency,
settlementDate)
PV01 = -CAL.BondFunctions.basisPointValue(
myBond, benchmarkYield, yieldDayCounter, compoundingMethod,
frequency, settlementDate)
return {
"Benchmark Yield": round(benchmarkYield, 4),
"Clean Price": round(cleanPrice, 4),
"Accrued Interest": round(accruedAmount, 4),
"CF (TF1403)": round(conversionFactor1403, 4),
"CF (TF1406)": round(conversionFactor1406, 4),
"CF (TF1409)": round(conversionFactor1409, 4),
"Macaulay Duration": round(macaulayDuration, 4),
"Modified Duration": round(modifiedDuration, 4),
"Convexity": round(convexity, 4),
"PV01": round(PV01, 4)
}
def testObservable(self):
"Testing observability of market elements"
global flag
flag = None
me = CAL.SimpleQuote(0.0)
obs = CAL.Observer(raiseFlag)
obs.registerWith(me)
me.setValue(3.14)
if not flag:
self.fail("Observer was not notified of market element change")
def testDirtyPrice(self):
""" Testing FixedRateBond dirty price. """
self.assertEqual(round(self.bond.dirtyPrice(0.05, self.day_counter, CAL.Compounded,
CAL.Semiannual, self.issue_date), 4),
99.9964)
self.assertEqual(round(self.bond.dirtyPrice(0.05, self.day_counter, CAL.Compounded,
CAL.Semiannual, self.issue_date +
CAL.Period(1,CAL.Months)), 4),
100.4179)
self.assertEqual(round(self.bond.dirtyPrice(0.06, self.day_counter, CAL.Compounded,
CAL.Semiannual, self.issue_date +
CAL.Period(1,CAL.Months)), 4),
93.0244)
def testCleanPrice(self):
""" Testing FixedRateBond clean price. """
self.assertEqual(round(self.bond.cleanPrice(0.05, self.day_counter, CAL.Compounded,
CAL.Semiannual, self.issue_date), 4),
99.9964)
self.assertEqual(round(self.bond.cleanPrice(0.05, self.day_counter, CAL.Compounded,
CAL.Semiannual, self.issue_date +
CAL.Period(1, CAL.Months)), 4),
99.9921)
self.assertEqual(round(self.bond.cleanPrice(0.06, self.day_counter, CAL.Compounded,
CAL.Semiannual, self.issue_date +
CAL.Period(1,CAL.Months)), 4),
92.5985)
def testObservableHandle(self):
"Testing observability of market element handles"
global flag
flag = None
me1 = CAL.SimpleQuote(0.0)
h = CAL.RelinkableQuoteHandle(me1)
obs = CAL.Observer(raiseFlag)
obs.registerWith(h)
me1.setValue(3.14)
if not flag:
self.fail("Observer was not notified of market element change")
flag = None
me2 = CAL.SimpleQuote(0.0)
h.linkTo(me2)
if not flag:
self.fail("Observer was not notified of market element change")
def setUp(self):
self.settlement_days = 3
self.face_amount = 100.0
self.redemption = 100.0
self.quote_handle = CAL.QuoteHandle(CAL.SimpleQuote(100.0))
self.issue_date = CAL.Date(2, 1, 2008)
self.maturity_date = CAL.Date(2, 1, 2018)
self.calendar = CAL.UnitedStates(CAL.UnitedStates.GovernmentBond)
self.day_counter = CAL.ActualActual(CAL.ActualActual.Bond)
self.sched = CAL.Schedule(self.issue_date, self.maturity_date,
CAL.Period(CAL.Semiannual), self.calendar,
CAL.Unadjusted, CAL.Unadjusted,
CAL.DateGeneration.Backward, False)
self.coupons = [0.05]
self.bond_helper = CAL.FixedRateBondHelper(
self.quote_handle, self.settlement_days, self.face_amount,
self.sched, self.coupons, self.day_counter, CAL.Following,
self.redemption, self.issue_date)
def key_dvice_by_two_and_shift_in_ks_and_shift_in_ks(key):
c = key[:len(key) // 2]
d = key[len(key) // 2:]
print("1c :", c)
print("1d :", d)
print()
shift_len = 7
ks_cal = CAL.CAL()
c = ks_cal.shift_cal(c, shift_len)
print("2c :", c)
d = ks_cal.shift_cal(d, shift_len)
print("2d :", d)
res = []
res.append(c)
res.append(d)
res = "".join(res)
return res
def testTrapezoid(self):
"Testing trapezoid integration"
self.singleTest(CAL.TrapezoidIntegralDefault(1.0e-4, 1000))
def testSegment(self):
"Testing segment integration"
self.singleTest(CAL.SegmentIntegral(10000))
def convo():
os.system("say -v " + voice + " How can I be of service?")
# obtain audio from the microphone
counter = 0
r = sr.Recognizer()
userIn = ""
with sr.Microphone() as source:
print("Say something!")
audio = r.listen(source)
# recognize speech using Google Speech Recognition
try:
# for testing purposes, we're just using the default API key
# to use another API key, use `r.recognize_google(audio, key="GOOGLE_SPEECH_RECOGNITION_API_KEY")`
# instead of `r.recognize_google(audio)`
userIn = str(r.recognize_google(audio))
except sr.UnknownValueError:
counter = counter + 1
userIn = "noR"
if (counter == 2):
counter = 0
say("Good Bye")
userIn = "shutdown"
except sr.RequestError as e:
counter = counter + 1
userIn = "noR"
if (counter == 2):
counter = 0
say("Good Bye")
userIn = "shutdown"
print(userIn)
userIn = userIn.lower()
if ("hello" in userIn):
say("Hi " + name + ", I am Jacbism how can I help you")
elif (userIn == "shutdown"):
say("Good Bye")
elif ("info on" in userIn or "information on" in userIn
or "information about" in userIn or "look up" in userIn):
begin = userIn.find("info")
index = userIn.find(" ", userIn.find(" ", begin + 1) + 1)
say("Pulling up information on " + userIn[index:])
Web.infoOn(userIn[index:])
elif ("video" in userIn):
begin = userIn.find("video")
index = userIn.find(" ", userIn.find(" ", begin + 1) + 1)
say("Pulling up videos on " + userIn[index:])
Web.openInWeb(Web.getYoutubeLink(userIn[index:]))
elif ("play" in userIn):
if "on youtube" in userIn:
s = userIn[userIn.find(" ", userIn.find("play")):]
s = s.replace("on youtube", "")
say("Playing " + s)
Web.music(s)
return
s = Web.getSubject(userIn)
print s
say("Playing " + s)
Web.music(s)
elif (len(userIn) == 0):
counter = counter + 1
if (counter == 2):
counter = 0
say("Good Bye")
userIn = "shutdown"
elif ("definition" in userIn or "mean" in userIn):
s = Web.definition(userIn)
say(s)
elif ("nor" == userIn):
pass
elif ("remind me to" in userIn):
index = userIn.find("remind me to")
begin = userIn.find(" ", index + len("remind me to"))
re = userIn[begin:]
if "comes out" in userIn:
re = re.replace("watch", "")
re = re.replace("go to", "")
re = re.replace("when it comes out", "") + "film "
re = "Watch " + re + Web.getMovieDate(re)
re = re.replace("film", "")
CAL.createEvent(re)
print re
say("ok i will remind you to " + re)
elif ("give me searches" in userIn):
userIn.strip()
userIn = userIn[len("give me searches for"):]
if ("youtube" in userIn):
userIn = userIn.replace("on youtube", "")
userIn = userIn.replace("youtube", "")
say("Getting searches for " + userIn + "on youtube")
Web.youtubeSearchs(userIn)
return
say("Getting searches for " + userIn + "on google")
Web.openInWeb(Web.googLink(userIn))
elif ("open" in userIn and "chrome" in userIn):
say("Opening new Window in chrome")
Web.openWindow()
else:
s = Web.getAnswer(userIn)
if Config.firebaseR:
if len(s) > 0:
say(s)
return
s = fire.getMyRespPyth(userIn)
if len(s) > 0:
say(s)
return
s = fire.getMyResp(userIn)
if len(s) > 0:
say(s)
return
if Config.randomR:
say(fire.getRandomResponse())
return
say("I did not understand that, If you can add that to my database, that would be great."
)
frequency, settlementDate)
return {
"Benchmark Yield": round(benchmarkYield, 4),
"Clean Price": round(cleanPrice, 4),
"Accrued Interest": round(accruedAmount, 4),
"CF (TF1403)": round(conversionFactor1403, 4),
"CF (TF1406)": round(conversionFactor1406, 4),
"CF (TF1409)": round(conversionFactor1409, 4),
"Macaulay Duration": round(macaulayDuration, 4),
"Modified Duration": round(modifiedDuration, 4),
"Convexity": round(convexity, 4),
"PV01": round(PV01, 4)
}
if __name__ == '__main__':
# Benchmark bond 130020. Quote on Dec 25th, 2013. Settle on Dec 26, 2013
settlementDate = CAL.Date(26, CAL.December, 2013)
startDate = CAL.Date(17, CAL.October, 2013)
maturity = CAL.Date(17, CAL.October, 2020)
period = CAL.Period(1, CAL.Years)
coupons = [0.0407]
benchmarkYield = 0.047154
repeat = 1000
result = calcuatingBondAnalytics(settlementDate, startDate, maturity,
period, coupons, benchmarkYield, repeat)
pprint.pprint(result)
main_ks = KS.KS()
main_ks.main_ks() #PC_key 하위 폴더에 있는 키들 세팅함.
string1 = "ghdwpakss"
main_ip = IP.IP()
cryptogram = main_ip.IP_main(string1) #크립토그램, IP단계 암호문
print("cryptogram :", cryptogram)
def device_two_for_cry(cryptogram):
L = cryptogram[:(len(cryptogram) // 2)]
R = cryptogram[(len(cryptogram) // 2):]
res = []
res.append(L)
res.append(R)
return res
cry_list = device_two_for_cry(cryptogram)
R = cry_list[(len(cry_list) - 1)]
#여기서 분할하고 함수로 넘기기
main_e = E.E()
expanded_R = main_e.E_main(R)
this_round = 1
KS_key = main_ks.handover_key(this_round)
main_cal = CAL.CAL()
main_cal.XOR(expanded_R, KS_key)
def testSimpson(self):
"Testing Simpson integration"
self.singleTest(CAL.SimpsonIntegral(1.0e-4, 1000))
def getAndExecCommand():
# obtain audio from the microphone
counter = 0
r = sr.Recognizer()
userIn = ""
with sr.Microphone() as source:
print("print Command!")
audio = r.listen(source)
# recognize speech using Google Speech Recognition
try:
# for testing purposes, we're just using the default API key
# to use another API key, use `r.recognize_google(audio, key="GOOGLE_SPEECH_RECOGNITION_API_KEY")`
# instead of `r.recognize_google(audio)`
userIn = str(r.recognize_google(audio))
except sr.UnknownValueError:
counter = counter + 1
userIn = "noR"
if (counter == 2):
counter = 0
print("Good Bye")
userIn = "shutdown"
except sr.RequestError as e:
counter = counter + 1
userIn = "noR"
if (counter == 2):
counter = 0
print("Good Bye")
userIn = "shutdown"
print "You Said: " + userIn
userIn = userIn.lower()
if ("hello" == userIn or "hey" == userIn or "hi" == userIn):
print("Hi " + name + ", I am Ava, a beers personal assistant")
elif (userIn == "shutdown"):
print("Good Bye")
elif ("info on" in userIn or "information on" in userIn
or "information about" in userIn or "look up" in userIn):
begin = userIn.find("info")
index = userIn.find(" ", userIn.find(" ", begin + 1) + 1)
print("Pulling up information on " + userIn[index:])
Web.infoOn(userIn[index:])
elif ("video" in userIn):
begin = userIn.find("video")
index = userIn.find(" ", userIn.find(" ", begin + 1) + 1)
print("Pulling up videos on " + userIn[index:])
Web.openInWeb(Web.getYoutubeLink(userIn[index:]))
elif ("play" in userIn):
if "on youtube" in userIn:
s = userIn[userIn.find(" ", userIn.find("play")):]
s = s.replace("on youtube", "")
print("Playing " + s)
Web.music(s)
return
s = Web.getSubject(userIn)
print s
print("Playing " + s)
Web.music(s)
elif (len(userIn) == 0):
counter = counter + 1
if (counter == 2):
counter = 0
print("Good Bye")
userIn = "shutdown"
elif ("definition" in userIn or "mean" in userIn):
s = Web.definition(userIn)
print(s)
elif ("nor" == userIn):
pass
elif ("remind me to" in userIn):
index = userIn.find("remind me to")
begin = userIn.find(" ", index + len("remind me to"))
re = userIn[begin:]
if "comes out" in userIn:
re = re.replace("watch", "")
re = re.replace("go to", "")
re = re.replace("when it comes out", "") + "film "
re = "Watch " + re + Web.getMovieDate(re)
re = re.replace("film", "")
CAL.createEvent(re)
print re
print("ok i will remind you to " + re)
elif ("give me searches" in userIn):
userIn.strip()
userIn = userIn[len("give me searches for"):]
if ("youtube" in userIn):
userIn = userIn.replace("on youtube", "")
userIn = userIn.replace("youtube", "")
print("Getting searches for " + userIn + "on youtube")
Web.youtubeSearchs(userIn)
return
print("Getting searches for " + userIn + "on google")
Web.openInWeb(Web.googLink(userIn))
elif ("open" in userIn and "chrome" in userIn):
print("Opening new Window in chrome")
Web.openWindow()
else:
print("I did not understand that.")
print(s)
elif ("nor" == userIn):
pass
elif ("remind me to" in userIn):
index = userIn.find("remind me to")
begin = userIn.find(" ", index + len("remind me to"))
re = userIn[begin:]
if "comes out" in userIn:
re = re.replace("watch", "")
re = re.replace("go to", "")
re = re.replace("when it comes out", "") + "film "
re = "Watch " + re + Web.getMovieDate(re)
re = re.replace("film", "")
CAL.createEvent(re)
print re
print("ok i will remind you to " + re)
elif ("give me searches" in userIn):
userIn.strip()
userIn = userIn[len("give me searches for"):]
if ("youtube" in userIn):
userIn = userIn.replace("on youtube", "")
userIn = userIn.replace("youtube", "")
print("Getting searches for " + userIn + "on youtube")
Web.youtubeSearchs(userIn)
print("Getting searches for " + userIn + "on google")
Web.openInWeb(Web.googLink(userIn))
elif ("open" in userIn and "chrome" in userIn):
print("Opening new Window in chrome")
Web.openWindow()
def testKronrod(self):
"Testing Gauss-Kronrod integration"
self.singleTest(CAL.GaussKronrodAdaptive(1.0e-4))
def testCleanPriceFromZSpread(self):
""" Testing FixedRateBond clean price derived from Z-spread. """
self.assertEqual(round(CAL.cleanPriceFromZSpread(
self.bond, self.flat_forward, 0.01,
self.day_counter, CAL.Compounded, CAL.Semiannual,
self.issue_date + CAL.Period(1,CAL.Months)), 4), 92.5926)