def test_rate_dataframe_returns_correct_dataframe(self):
# Arrange
calculator = RolloverInterestCalculator(data=self.data)
# Act
rate_data = calculator.get_rate_data()
# Assert
self.assertEqual(dict, type(rate_data))
def test_calc_overnight_fx_rate_with_audusd_on_later_date_returns_correct_rate(self):
# Arrange
calculator = RolloverInterestCalculator(data=self.data)
# Act
rate = calculator.calc_overnight_rate(AUDUSD_SIM, datetime.date(2018, 2, 1))
# Assert
self.assertEqual(-2.739726027397263e-07, rate)
def test_calc_overnight_fx_rate_with_audusd_on_unix_epoch_returns_correct_rate(self):
# Arrange
calculator = RolloverInterestCalculator(data=self.data)
# Act
rate = calculator.calc_overnight_rate(AUDUSD_SIM, UNIX_EPOCH)
# Assert
self.assertEqual(-8.52054794520548e-05, rate)
def test_calc_overnight_fx_rate_with_audusd_on_impossible_dates_returns_zero(self):
# Arrange
calculator = RolloverInterestCalculator(data=self.data)
# Act
# Assert
self.assertRaises(RuntimeError, calculator.calc_overnight_rate, AUDUSD_SIM, datetime.date(1900, 1, 1))
self.assertRaises(RuntimeError, calculator.calc_overnight_rate, AUDUSD_SIM, datetime.date(3000, 1, 1))