def test_balance_interpolate_edge_rate(self):
rates = [
Rate(self.base_date, 0.003),
Rate(self.base_date + timedelta(1), 0.004)
]
output = UserAccount.balance_interpolate(100, self.base_date,
self.base_date + timedelta(1),
rates)
self.assertEqual(output, 100 * 1.003)
def test_balance_interpolate_multiple_rates(self):
rates = [
Rate(self.base_date, 0.003),
Rate(self.base_date + timedelta(10), 0.004),
Rate(self.base_date + timedelta(15), 0.007),
Rate(self.base_date + timedelta(20), 0.001)
]
output = UserAccount.balance_interpolate(
200, self.base_date + timedelta(4), self.base_date + timedelta(24),
rates)
self.assertEqual(
output, 200 * (1 + 0.003)**6 * (1 + 0.004)**5 * (1 + 0.007)**5 *
(1 + 0.001)**4)
def setUp(self):
super().setUp()
self.base_datetime = datetime(
2015,
1,
1,
)
self.base_date = self.base_datetime.date()
self.day = timedelta(1)
self.cashflows = [
CashFlow(amount=am, datetime=self.base_datetime + td * self.day)
for am, td in [(-1000,
0), (200, 20), (300, 30), (250, 30), (-100,
40), (50,
40)]
]
self.rates = [
Rate(self.base_date + td * self.day, rate)
for rate, td in [(0.005, -5), (0.004, 0), (0., 50), (0.001, 100)]
]
def test_balance_interpolate_same_day(self):
rates = [Rate(self.base_date - timedelta(50), 0.003)]
output = UserAccount.balance_interpolate(100, self.base_date,
self.base_date, rates)
self.assertEqual(output, 100.)
def test_balance_interpolate_partial_rate(self):
rates = [Rate(self.base_date + timedelta(50), 0.003)]
output = UserAccount.balance_interpolate(
100, self.base_date, self.base_date + timedelta(60), rates)
self.assertEqual(output, 100 * (1 + 0.003)**10)
def test_balance_interpolate_future_rate(self):
rates = [Rate(self.base_date + timedelta(70), 0.003)]
output = UserAccount.balance_interpolate(
100, self.base_date, self.base_date + timedelta(60), rates)
self.assertEqual(output, 100)
def balance(as_of):
return UserAccount.balance_from_cashflows(
cashflows, [Rate(self.dt, interest_daily)], as_of)