def test_Calendar():
set_date_format(DateFormatTypes.US_LONGEST)
end_date = Date(31, 12, 2030)
for calendar_type in CalendarTypes:
testCases.banner("================================")
testCases.banner("================================")
testCases.header("CALENDAR", "HOLIDAY")
testCases.print("STARTING", calendar_type)
cal = Calendar(calendar_type)
next_date = Date(31, 12, 2020)
while next_date < end_date:
next_date = next_date.add_days(1)
if next_date._d == 1 and next_date._m == 1:
testCases.banner("================================")
# print("=========================")
is_holidayDay = cal.is_holiday(next_date)
if is_holidayDay is True:
testCases.print(cal, next_date)
# print(cal, next_date)
set_date_format(DateFormatTypes.US_LONG)
def test_add_business_day():
for calendar_type in CalendarTypes:
num_days = bus_days_in_decade[str(calendar_type)]
cal = Calendar(calendar_type)
start = Date(3, 1, 2020)
end = Date(3, 1, 2030)
assert cal.add_business_days(start, num_days) == end, \
f"Landed on incorrect business day using {calendar_type}"
def test_FinScheduleAlignment(eomFlag):
valuation_date = Date(29, 3, 2005)
effDate = valuation_date.add_tenor("2d")
freq_type = FrequencyTypes.SEMI_ANNUAL
bus_day_adjust_type = BusDayAdjustTypes.MODIFIED_FOLLOWING
date_gen_rule_type = DateGenRuleTypes.BACKWARD
calendar_type = CalendarTypes.UNITED_STATES
adjust_termination_date = False
matDate1 = effDate.add_tenor("4Y")
matDate2 = effDate.add_tenor("50Y")
# print(matDate1)
# print(matDate2)
myCal = Calendar(calendar_type)
adjustedMatDate1 = myCal.adjust(matDate1, bus_day_adjust_type)
adjustedMatDate2 = myCal.adjust(matDate2, bus_day_adjust_type)
# print(adjustedMatDate1)
# print(adjustedMatDate2)
sched1 = Schedule(effDate,
adjustedMatDate1,
freq_type,
calendar_type,
bus_day_adjust_type,
date_gen_rule_type,
adjust_termination_date,
eomFlag)
# print(sched1)
sched2 = Schedule(effDate,
adjustedMatDate2,
freq_type,
calendar_type,
bus_day_adjust_type,
date_gen_rule_type,
adjust_termination_date,
eomFlag)
compare = (
sched1._adjusted_dates[-1] == sched2._adjusted_dates[len(sched1._adjusted_dates)-1])
assert(compare == eomFlag)