def test_initialisation(self):
table = rolltables.Rolltable(
{
"CL": [
"G0", "H0", "J0", "K0", "M0", "N0", "Q0", "U0", "V0", "X0",
"Z0", "F1"
]
}, "roll-in")
self.assertIsInstance(table, rolltables.Rolltable)
self.assertIsInstance(rolltables.BCOM, rolltables.Rolltable)
self.assertIsInstance(rolltables.GSCI, rolltables.Rolltable)
with self.assertRaises(ValueError):
table = rolltables.Rolltable(
{
"CL": [
"G0", "H0", "J0", "K0", "M0", "N0", "Q0", "U0", "V0",
"X0", "Z0", "F1"
]
}, "roll")
with self.assertRaises(ValueError):
table = rolltables.Rolltable("undefined data", tabletype="roll-in")
with self.assertRaises(ValueError):
#small typo in the roll table in February
table = rolltables.Rolltable(
{
"CL": [
"G0", "P0", "J0", "K0", "M0", "N0", "Q0", "U0", "V0",
"X0", "Z0", "F1"
]
},
tabletype="roll-in")
with self.assertRaises(ValueError):
#11 contracts
rolltables.Rolltable(
{
"CL": [
"G0", "H0", "J0", "K0", "M0", "N0", "Q0", "U0", "V0",
"X0", "Z0"
]
}, "roll-in")
def test_reverse(self):
table = rolltables.Rolltable(
{
"CL": [
"H0", "H0", "K0", "K0", "N0", "N0", "U0", "U0", "X0", "X0",
"F1", "F1"
]
}, "roll-in")
self.assertEqual(table.reverse("CLF2020", 12, 2019), "F0")
self.assertEqual(table.reverse("CLH2020", 12, 2019), "F1")
self.assertEqual(table.reverse("CLK2020", 12, 2019), "F3")
self.assertEqual(table.reverse("CLX2019", 12, 2019), "F-2")
def test_contains(self):
table = rolltables.Rolltable(
{
"CL": [
"H0", "H0", "K0", "K0", "N0", "N0", "U0", "U0", "X0", "X0",
"F1", "F1"
]
}, "roll-in")
self.assertTrue("CLF2020" in table)
self.assertFalse("CLG2020" in table)
#must be a valid contract name
with self.assertRaises(ValueError):
"CLXXXXX" in table
def test_polyarg(self):
table = rolltables.Rolltable(
{
"CL": [
"H0", "H0", "K0", "K0", "N0", "N0", "U0", "U0", "X0", "X0",
"F1", "F1"
]
}, "roll-in")
self.assertEqual(table.resolve("CL", datetime.date(2020, 1, 1)),
"CLH2020")
self.assertEqual(table.resolve("CL", 2020, 1), "CLH2020")
self.assertEqual(table.resolve("F2", "CL", datetime.date(2020, 1, 1)),
"CLK2020")
self.assertEqual(
table.resolve("CL", datetime.date(2020, 1, 1), "roll-out"),
"CLF2020")
def test_shift(self):
table = rolltables.Rolltable(
{
"CL": [
"H0", "H0", "K0", "K0", "N0", "N0", "U0", "U0", "X0", "X0",
"F1", "F1"
]
}, "roll-in")
self.assertEqual(table.shift(1).table["CL"][0], "H0")
self.assertEqual(table.shift(1).table["CL"][-1], "H1")
self.assertEqual(
table.shift(1).resolve("CL", datetime.date(2020, 1, 1)), "CLH2020")
self.assertEqual(
table.shift(1).resolve("CL", "F1", datetime.date(2020, 1, 1)),
"CLK2020")
self.assertEqual(table.shift(-2).table["CL"][0], "F0")
self.assertEqual(table.shift(-2).table["CL"][1], "F0")
self.assertEqual(table.shift(-2).table["CL"][-1], "X0")
def test_resolver(self):
table = rolltables.Rolltable(
{
"CL": [
"H0", "H0", "K0", "K0", "N0", "N0", "U0", "U0", "X0", "X0",
"F1", "F1"
]
}, "roll-in")
self.assertEqual(table.resolve("CL", "F0", 12, 2019), "CLF2020")
self.assertEqual(table.resolve("CL", "F0", 12, 2019, "roll-in"),
"CLF2020")
self.assertEqual(table.resolve("CL", "F0", 12, 2019, "roll-out"),
"CLF2020")
#allow the arguments to be determined automatically
self.assertEqual(table.resolve("CL", datetime.date(2019, 12, 1)),
"CLF2020")
self.assertEqual(table.resolve(datetime.date(2019, 12, 1), "CL"),
"CLF2020")
self.assertEqual(
table.resolve("CL", datetime.date(2019, 12, 1), "roll-in"),
"CLF2020")
self.assertEqual(
table.resolve("CL", datetime.date(2019, 12, 1), "roll-out"),
"CLF2020")
#F contracts
self.assertEqual(table.resolve("CL", "F1", 12, 2019), "CLH2020")
self.assertEqual(table.resolve("CL", "F2", 12, 2019), "CLH2020")
self.assertEqual(table.resolve("CL", "F3", 12, 2019), "CLK2020")
self.assertEqual(table.resolve("CL", "F4", 12, 2019), "CLK2020")
self.assertEqual(table.resolve("CL", "F5", 12, 2019), "CLN2020")
self.assertEqual(table.resolve("CL", "F6", 12, 2019), "CLN2020")
#C contracts
self.assertEqual(table.resolve("CL", "C0", 12, 2019), "CLF2020")
self.assertEqual(table.resolve("CL", "C1", 12, 2019), "CLH2020")
self.assertEqual(table.resolve("CL", "C2", 12, 2019), "CLK2020")
self.assertEqual(table.resolve("CL", "C3", 12, 2019), "CLN2020")
#negative indices
self.assertEqual(table.resolve("CL", "F-1", 12, 2019), "CLF2020")
self.assertEqual(table.resolve("CL", "F-2", 12, 2019), "CLX2019")
self.assertEqual(table.resolve("CL", "C-1", 12, 2019), "CLX2019")
self.assertEqual(table.resolve("CL", "C-2", 12, 2019), "CLU2019")
#test roll-out table
table = rolltables.Rolltable(
{
"CL": [
"H0", "H0", "K0", "K0", "N0", "N0", "U0", "U0", "X0", "X0",
"F1", "F1"
]
}, "roll-out")
self.assertEqual(table.resolve("CL", "F0", 12, 2019), "CLF2020")
self.assertEqual(table.resolve("CL", "F0", 12, 2019, "roll-out"),
"CLF2020")
self.assertEqual(table.resolve("CL", "F0", 12, 2019, "roll-in"),
"CLH2020")
table = rolltables.Rolltable(
{
"CL": [
"H0", "H0", "K0", "K0", "N0", "N0", "U0", "U0", "X0", "X0",
"F1", "F1"
]
}, "roll-in")
self.assertEqual(table.resolve("CL", "F0", 12, 2019, "roll-out"),
"CLF2020")
self.assertEqual(table.resolve("CL", "F0", 12, 2019, "roll-in"),
"CLF2020")
table = rolltables.Rolltable(
{
"CL": [
"H0", "H0", "K0", "K0", "N0", "N0", "U0", "U0", "X0", "X0",
"F1", "F1"
]
}, "roll-out")
self.assertEqual(table.resolve("CL", "F0", 12, 2019, "roll-out"),
"CLF2020")
self.assertEqual(table.resolve("CL", "F0", 12, 2019, "roll-in"),
"CLH2020")
#test exceptions
with self.assertRaises(ValueError):
table.resolve("CL", "X0", 12, 2019)
with self.assertRaises(ValueError):
table.resolve("GC", "F0", 12, 2020)
with self.assertRaises(ValueError):
table.resolve("CL", "F0", 0, 2019)
with self.assertRaises(ValueError):
table.resolve("CL", "F0", 12, 2019, "roll out")