class ForeignExchangeTest(unittest.TestCase):
def setUp(self):
self.longMessage = True # Print complete error message on failure
self.asset_manager_id = random.randint(1, 2**31 - 1)
self.fx_forward = generate_fx_forward(
asset_manager_id=self.asset_manager_id)
self.asset_id = self.fx_forward.asset_id
self.assets_interface = AssetsInterface(environment=ENVIRONMENT)
def tearDown(self):
pass
def test_ForeignExchange(self):
fx = generate_foreignexchange(asset_id='USDJPY')
self.assertEqual(type(fx), ForeignExchange)
self.assertEqual(self.fx_forward.pricing_method(), 'Derived')
def test_ForeignExchangeForward(self):
self.assertEqual(type(self.fx_forward), ForeignExchangeForward)
def test_ForeignExchangeSpot(self):
fx_spot = generate_fx_spot(asset_manager_id=self.asset_manager_id)
self.assertEqual(type(fx_spot), ForeignExchangeSpot)
def test_Persistence(self):
self.assets_interface.new(self.fx_forward)
fx_forward = self.assets_interface.retrieve(
asset_manager_id=self.asset_manager_id, asset_id=self.asset_id)
self.assertEqual(fx_forward, self.fx_forward)
class ForeignExchangeTest(unittest.TestCase):
def setUp(self):
self.longMessage = True # Print complete error message on failure
self.asset_manager_id = random.randint(1, 2**31-1)
self.fx_forward = generate_fx_forward(asset_manager_id=self.asset_manager_id)
self.asset_id = self.fx_forward.asset_id
self.assets_interface = AssetsInterface(environment=STAGE)
def tearDown(self):
pass
def test_ForeignExchange(self):
fx = generate_foreignexchange(asset_id='USDJPY')
self.assertEqual(type(fx), ForeignExchange)
self.assertEqual(self.fx_forward.pricing_method(), 'Derived')
def test_ForeignExchangeForward(self):
self.assertEqual(type(self.fx_forward), ForeignExchangeForward)
def test_ForeignExchangeSpot(self):
fx_spot = generate_fx_spot(asset_manager_id=self.asset_manager_id)
self.assertEqual(type(fx_spot), ForeignExchangeSpot)
def test_Persistence(self):
self.assets_interface.new(self.fx_forward)
fx_forward = self.assets_interface.retrieve(asset_manager_id=self.asset_manager_id, asset_id=self.asset_id)
self.assertEqual(fx_forward, self.fx_forward)
def test_rates(self):
examples = [
(('SGD', 'USD'),
{'forward_rate': Decimal('1.354'), 'spot_reference': Decimal('1.356')},
{'fwd_points': Decimal('-20')}),
(('SGD', 'USD'),
{'spot_reference': Decimal('1.356'), 'fwd_points': Decimal('-20')},
{'forward_rate': Decimal('1.354')}),
(('SGD', 'USD'),
{'forward_rate': Decimal('1.354'), 'fwd_points': Decimal('-20')},
{'spot_reference': Decimal('1.356')}),
]
for a, kw, expect in examples:
expect.update(kw)
result = calculate_rates(*a, **kw)
self.assertEqual(result, expect)
class BondTest(unittest.TestCase):
def setUp(self):
self.longMessage = True # Print complete error message on failure
self.asset_manager_id = random.randint(1, 2**31 - 1)
self.bond = generate_bond(asset_manager_id=self.asset_manager_id)
self.asset_id = self.bond.asset_id
self.assets_interface = AssetsInterface(environment=ENVIRONMENT)
def tearDown(self):
pass
def test_Bond(self):
self.assertEqual(type(self.bond), BondGovernment)
def test_Persistence(self):
self.assets_interface.new(self.bond)
bond = self.assets_interface.retrieve(
asset_manager_id=self.asset_manager_id, asset_id=self.asset_id)
self.assertEqual(bond, self.bond)
class ForeignExchangeTest(unittest.TestCase):
def setUp(self):
self.longMessage = True # Print complete error message on failure
self.asset_manager_id = random.randint(1, 2**31-1)
self.fx_forward = generate_fx_forward(asset_manager_id=self.asset_manager_id)
self.asset_id = self.fx_forward.asset_id
self.assets_interface = AssetsInterface()
def tearDown(self):
pass
def test_ForeignExchangeOption(self):
self.assertEqual(type(self.fx_forward), ForeignExchangeForward)
def test_Persistence(self):
self.assets_interface.new(self.fx_forward)
fx_forward = self.assets_interface.retrieve(asset_manager_id=self.asset_manager_id, asset_id=self.asset_id)
self.assertEqual(fx_forward, self.fx_forward)
class FutureTest(unittest.TestCase):
def setUp(self):
self.longMessage = True # Print complete error message on failure
self.maxDiff = None
self.asset_manager_id = random.randint(1, 2**31-1)
self.future = generate_future(asset_manager_id=self.asset_manager_id)
self.asset_id = self.future.asset_id
self.assets_interface = AssetsInterface()
def tearDown(self):
pass
def test_Future(self):
self.assertEqual(type(self.future), Future)
def test_Persistence(self):
self.assets_interface.new(self.future)
future = self.assets_interface.retrieve(asset_manager_id=self.asset_manager_id, asset_id=self.asset_id)
self.assertEqual(future, self.future)
class ForeignExchangeOptionTest(unittest.TestCase):
def setUp(self):
self.longMessage = True # Print complete error message on failure
self.asset_manager_id = random.randint(1, 2**31 - 1)
self.fx_option = generate_fx_option(
asset_manager_id=self.asset_manager_id)
self.asset_id = self.fx_option.asset_id
self.assets_interface = AssetsInterface(environment=STAGE)
def tearDown(self):
pass
def test_ForeignExchangeOption(self):
self.assertEqual(type(self.fx_option), ForeignExchangeOption)
def test_Optionality(self):
self.assertEqual(type(self.fx_option.strike), Decimal)
self.assertIn(self.fx_option.option_type, ['Put', 'Call'])
def test_Persistence(self):
self.assets_interface.new(self.fx_option)
fx_option = self.assets_interface.retrieve(
asset_manager_id=self.asset_manager_id, asset_id=self.asset_id)
self.assertEqual(fx_option, self.fx_option)