Esempio n. 1
0
    def test_list_market_names_and_fixing_dates(self):
        dependency_graph = Mock(spec=DependencyGraph, id=1)
        call_requirement_repo = MagicMock(
            spec=CallRequirementRepository,
            __getitem__=lambda self, x: {
                1:
                Mock(spec=CallRequirement,
                     dsl_source="Fixing('2011-01-01', Market('1'))",
                     effective_present_time=datetime.datetime(2011, 1, 1),
                     _dsl_expr=None),
                2:
                Mock(spec=CallRequirement,
                     dsl_source="Fixing('2012-02-02', Market('2'))",
                     effective_present_time=datetime.datetime(2011, 2, 2),
                     _dsl_expr=None),
                3:
                Mock(spec=CallRequirement,
                     dsl_source="Fixing('2013-03-03', Market('3'))",
                     effective_present_time=datetime.datetime(2011, 3, 3),
                     _dsl_expr=None),
            }[x])
        call_link_repo = MagicMock(spec=CallLinkRepository,
                                   __getitem__=lambda self, x: {
                                       1: Mock(spec=CallLink, call_id=2),
                                       2: Mock(spec=CallLink, call_id=3),
                                       3: Mock(spec=CallLink, call_id=1),
                                   }[x])
        call_dependencies_repo = MagicMock(
            spec=CallDependenciesRepo,
            __getitem__=lambda self, x: {
                1: Mock(spec=CallDependencies, dependencies=[]),
                2: Mock(spec=CallDependencies, dependencies=[]),
                3: Mock(spec=CallDependencies, dependencies=[]),
            }[x])
        market_dependencies_repo = MagicMock(spec=PerturbationDependenciesRepo)

        observation_date = datetime.datetime(2011, 1, 1)

        requirements = set()
        identify_simulation_requirements(dependency_graph.id,
                                         call_requirement_repo, call_link_repo,
                                         call_dependencies_repo,
                                         market_dependencies_repo,
                                         observation_date, requirements)

        self.assertEqual(
            requirements, {
                ('1', datetime.datetime(2011, 1,
                                        1), datetime.datetime(2011, 1, 1)),
                ('2', datetime.datetime(2012, 2,
                                        2), datetime.datetime(2012, 2, 2)),
                ('3', datetime.datetime(2013, 3,
                                        3), datetime.datetime(2013, 3, 3)),
            })
Esempio n. 2
0
 def identify_simulation_requirements(self, contract_specification,
                                      observation_date, requirements):
     assert isinstance(contract_specification,
                       ContractSpecification), contract_specification
     assert isinstance(requirements, set)
     return identify_simulation_requirements(
         contract_specification.id, self.call_requirement_repo,
         self.call_link_repo, self.call_dependencies_repo,
         self.perturbation_dependencies_repo, observation_date,
         requirements)
Esempio n. 3
0
 def identify_simulation_requirements(self, contract_specification, observation_date, requirements, periodisation):
     assert isinstance(contract_specification, ContractSpecification), type(contract_specification)
     assert isinstance(requirements, set)
     return identify_simulation_requirements(contract_specification.id,
                                             self.call_requirement_repo,
                                             self.call_link_repo,
                                             self.call_dependencies_repo,
                                             observation_date,
                                             requirements,
                                             periodisation)
    def test_list_market_names_and_fixing_dates(self):
        contract_specification = Mock(spec=ContractSpecification, id=1)
        call_requirement1 = Mock(spec=CallRequirement, dsl_source="Fixing('2011-01-01', Market('1'))",
                                 present_time=datetime.datetime(2011, 1, 1), _dsl_expr=None, id=1)
        call_requirement2 = Mock(spec=CallRequirement, dsl_source="Fixing('2012-02-02', Market('2'))",
                                 present_time=datetime.datetime(2011, 2, 2), _dsl_expr=None, id=2)
        call_requirement3 = Mock(spec=CallRequirement, dsl_source="Fixing('2013-03-03', Market('3'))",
                                 present_time=datetime.datetime(2011, 3, 3), _dsl_expr=None, id=3)
        call_requirement_repo = MagicMock(spec=CallRequirementRepository,
                                          __getitem__=lambda self, x: {
                                              1: call_requirement1,
                                              2: call_requirement2,
                                              3: call_requirement3,
                                          }[x])

        self.assertEqual(call_requirement1.id, 1)
        self.assertEqual(call_requirement2.id, 2)
        self.assertEqual(call_requirement3.id, 3)
        call_link_repo = MagicMock(spec=CallLinkRepository,
                                   __getitem__=lambda self, x: {
                                       1: Mock(spec=CallLink, call_id=2),
                                       2: Mock(spec=CallLink, call_id=3),
                                       3: Mock(spec=CallLink, call_id=1),
                                   }[x])
        call_dependencies_repo = MagicMock(spec=CallDependenciesRepo,
                                           __getitem__=lambda self, x: {
                                               1: Mock(spec=CallDependencies, dependencies=[]),
                                               2: Mock(spec=CallDependencies, dependencies=[]),
                                               3: Mock(spec=CallDependencies, dependencies=[]),
                                           }[x])

        observation_date = datetime.datetime(2011, 1, 1)

        requirements = set()
        identify_simulation_requirements(contract_specification.id, call_requirement_repo, call_link_repo,
                                         call_dependencies_repo, observation_date, requirements)

        self.assertEqual(requirements, {
            ('1', datetime.datetime(2011, 1, 1), datetime.datetime(2011, 1, 1)),
            ('2', datetime.datetime(2012, 2, 2), datetime.datetime(2012, 2, 2)),
            ('3', datetime.datetime(2013, 3, 3), datetime.datetime(2013, 3, 3)),
        })
Esempio n. 5
0
    def test_list_market_names_and_fixing_dates(self):
        contract_specification = Mock(spec=ContractSpecification, id=1)
        call_requirement1 = Mock(
            spec=CallRequirement,
            dsl_source="Fixing('2011-01-01', Market('1'))",
            present_time=datetime.datetime(2011, 1, 1),
            _dsl_expr=None,
            id=1)
        call_requirement2 = Mock(
            spec=CallRequirement,
            dsl_source="Fixing('2012-02-02', Market('2'))",
            present_time=datetime.datetime(2011, 2, 2),
            _dsl_expr=None,
            id=2)
        call_requirement3 = Mock(
            spec=CallRequirement,
            dsl_source="Fixing('2013-03-03', Market('3'))",
            present_time=datetime.datetime(2011, 3, 3),
            _dsl_expr=None,
            id=3)
        call_requirement_repo = MagicMock(spec=CallRequirementRepository,
                                          __getitem__=lambda self, x: {
                                              1: call_requirement1,
                                              2: call_requirement2,
                                              3: call_requirement3,
                                          }[x])

        self.assertEqual(call_requirement1.id, 1)
        self.assertEqual(call_requirement2.id, 2)
        self.assertEqual(call_requirement3.id, 3)
        call_link_repo = MagicMock(spec=CallLinkRepository,
                                   __getitem__=lambda self, x: {
                                       1: Mock(spec=CallLink, call_id=2),
                                       2: Mock(spec=CallLink, call_id=3),
                                       3: Mock(spec=CallLink, call_id=1),
                                   }[x])
        call_dependencies_repo = MagicMock(
            spec=CallDependenciesRepo,
            __getitem__=lambda self, x: {
                1: Mock(spec=CallDependencies, dependencies=[]),
                2: Mock(spec=CallDependencies, dependencies=[]),
                3: Mock(spec=CallDependencies, dependencies=[]),
            }[x])

        observation_date = datetime.datetime(2011, 1, 1)

        requirements = set()
        identify_simulation_requirements(contract_specification.id,
                                         call_requirement_repo, call_link_repo,
                                         call_dependencies_repo,
                                         observation_date, requirements)

        self.assertEqual(
            requirements, {
                ('1', datetime.datetime(2011, 1,
                                        1), datetime.datetime(2011, 1, 1)),
                ('2', datetime.datetime(2012, 2,
                                        2), datetime.datetime(2012, 2, 2)),
                ('3', datetime.datetime(2013, 3,
                                        3), datetime.datetime(2013, 3, 3)),
            })