def create_from_dict(futuresContract, futures_contract_dict):
"""
:param futures_contract_dict: The result of running .as_dict on a futuresContract.
:return: futuresContract object
"""
contract_date_dict = futures_contract_dict["contract_date_dict"]
instrument_dict = futures_contract_dict["instrument_dict"]
contract_params_dict = futures_contract_dict["contract_params"]
contract_date_object = contractDate.create_from_dict(contract_date_dict)
instrument_object = futuresInstrument.create_from_dict(instrument_dict)
parameter_object = parametersForFuturesContract.from_dict(contract_params_dict)
return futuresContract(
instrument_object, contract_date_object, parameter_object=parameter_object
)
def test_contractDate(self):
contract_date201801 = contractDate("201801")
contract_date20180115 = contractDate("20180115")
contract_date20180100 = contractDate("20180100")
self.assertEqual(contract_date20180100.date_str, "20180100")
# dictionary
contract_date_dict_201801 = contract_date201801.as_dict()
self.assertEqual(
contract_date_dict_201801,
dict(expiry_date=(2018, 1, 1),
contract_date="201801",
approx_expiry_offset=0),
)
contract_date_dict_20180115 = contract_date20180115.as_dict()
self.assertEqual(
contract_date_dict_20180115,
dict(
expiry_date=(2018, 1, 15),
contract_date="20180115",
approx_expiry_offset=0,
),
)
new_contractdate20801 = contractDate.create_from_dict(
contract_date_dict_201801)
self.assertEqual(contract_date201801.date_str,
new_contractdate20801.date_str)
self.assertEqual(contract_date201801.expiry_date.year,
new_contractdate20801.expiry_date.year)
# basic functionality
self.assertEqual(contract_date201801.date_str, "20180100")
self.assertEqual(contract_date20180115.date_str, "20180115")
self.assertEqual(contract_date201801.year(), 2018)
self.assertEqual(contract_date201801.month(), 1)
self.assertEqual(contract_date201801.only_has_month, True)
self.assertEqual(contract_date20180115.day(), 15)
self.assertEqual(contract_date201801.letter_month(), "F")
self.assertEqual(contract_date201801._as_date(),
datetime.datetime(2018, 1, 1))
self.assertEqual(contract_date20180115._as_date(),
datetime.datetime(2018, 1, 15))
# check date comparision
self.assertEqual(
contract_date201801.check_if_expiry_after_date(
datetime.datetime(2018, 2, 1)),
False,
)
self.assertEqual(
contract_date201801.check_if_expiry_after_date(
datetime.datetime(2017, 12, 31)),
True,
)
# alternative method to define contracts
contract_date201801b = contractDate.contract_date_from_numbers(2018, 1)
contract_date20180115b = contractDate.contract_date_from_numbers(
2018, 1, 15)
self.assertEqual(contract_date201801b.date_str, "20180100")
self.assertEqual(contract_date20180115b.date_str, "20180115")
# check expiry dates
contract_date201803_withexpiry = contractDate("201803",
expiry_date=(2008, 3,
15))
contract_date201801b_withexpiry = contractDate.contract_date_from_numbers(
2018, 1, expiry_date=(2008, 1, 16))
self.assertEqual(contract_date201803_withexpiry.expiry_date,
datetime.datetime(2008, 3, 15))
self.assertEqual(contract_date201801b_withexpiry.expiry_date,
datetime.datetime(2008, 1, 16))
# check expiry dates with contract offset
contract_date201803_withexpiry_offset = contractDate(
"201803", approx_expiry_offset=40)
contract_date201801b_withexpiry_offset = (
contractDate.contract_date_from_numbers(2018,
1,
approx_expiry_offset=-20))
self.assertEqual(
contract_date201803_withexpiry_offset.expiry_date,
datetime.datetime(2018, 4, 10),
)
self.assertEqual(
contract_date201801b_withexpiry_offset.expiry_date,
datetime.datetime(2017, 12, 12),
)
