def test_tvm(self):
'''
Tests
-----
1. FV w/ PV, R, n, m and ret_list=False
2. PV w/ PV, R, n, m and ret_list=False
3. R w/ PV, FV, n, m
4. n w/ PV, FV, R, m
5. ear w/ R, m
'''
self_dir = os.path.dirname(os.path.abspath(inspect.getfile(inspect.currentframe())))
tests = ['Calculator_TVM_1.csv', 'Calculator_TVM_2.csv',
'Calculator_TVM_3.csv']
tests = [os.path.join(self_dir, 'docs',test) for test in tests]
for test_file in tests:
# Set up
solution = pd.read_csv(test_file)
for idx, row in solution.iterrows():
# Test 1
FV = Calculator.FV(PV=row['PV'], R=row['R'], n=row['n'], m=row['m'])
self.assertAlmostEqual(FV, row['FV'], 4)
# Test 2
PV = Calculator.PV(FV=row['FV'], R=row['R'], n=row['n'], m=row['m'])
self.assertAlmostEqual(PV, row['PV'], 4)
# Test 3
R = Calculator.R(PV=row['PV'], FV=row['FV'], n=row['n'], m=row['m'])
self.assertAlmostEqual(R, row['R'], 4)
# Test 4
n = Calculator.n(PV=row['PV'], FV=row['FV'], R=row['R'], m=row['m'])
self.assertAlmostEqual(n, row['n'], 4)
# Test 5
ear = Calculator.eff_ret(R=row['R'], m=row['m'])
self.assertAlmostEqual(ear, row['EAR'], 4, "R(%s),m(%s)" % (row['R'], row['m']))
def test_assets(self):
'''
Tests
-----
1. Calculator.returns w/ basedOn=1 cc=False
2. Calculator.returns w/ basedOn=1 cc=True
3. Calculator.returns w/ basedOn=2 cc=False
4. Calculator.returns w/ basedOn=2 cc=True
5. Calculator.FV w/ R=list ret_list=True
6. Calculator.PV w/ R=list ret_list=True
'''
# Load Data
self_dir = os.path.dirname(os.path.abspath(inspect.getfile(inspect.currentframe())))
tests = ['Calculator_Assets_1.csv']
tests = [os.path.join(self_dir, 'docs', test) for test in tests]
for test_file in tests:
# Set up
solution = pd.read_csv(test_file).set_index('Date').fillna(value=0)
data = solution['Adj. Close']
# Test 1
simple_returns = Calculator.returns(data)
self.assertEqual(solution['Adj. Close returns'], simple_returns)
# Test 2
cc_returns = Calculator.returns(data, cc=True)
self.assertEqual(solution['Adj. Close CC returns'], cc_returns)
# Test 3
simple_returns_2 = Calculator.returns(data, basedOn=2)
self.assertEqual(solution['Adj. Close returns (2)'], simple_returns_2)
# Test 4
cc_returns_2 = Calculator.returns(data, basedOn=2, cc=True)
self.assertEqual(solution['Adj. Close CC returns (2)'], cc_returns_2)
# Test 5
fv = Calculator.FV(PV=1, R=simple_returns, ret_list=True)
self.assertEqual(solution['Future value'], fv)
# Test 6
pv = Calculator.PV(FV=fv[-1], R=simple_returns, ret_list=True)
pv_sol = solution['Future value']
pv_sol.name = 'Present value'
self.assertEqual(solution['Future value'], pv)
