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()
