def test_valuation():
with api_cacher.CachingApi("valuation") as api:
d, v = valuation.get_valuation(api, 'JLH', 'FUND1',
api.models.ResourceId("JLH", "JLH"),
'2019-05-31', misc.now())
assert d == misc.as_date('2019-05-31')
assert v == 114288432.78
d, v = valuation.get_valuation(api, 'JLH', 'FUND1',
api.models.ResourceId("JLH", "JLH"),
'2019-09-04', misc.now())
assert d == misc.as_date('2019-09-04')
assert v == 120461267.95
def test_jun01():
assert start_date(DAY, jun01) == as_date('2020-05-31')
assert start_date(ROLL_WEEK, jun01) == as_date('2020-05-25')
assert start_date(ROLL_MONTH, jun01) == as_date('2020-05-01')
assert start_date(ROLL_YEAR, jun01) == as_date('2019-06-01')
assert start_date(ROLL_QTR, jun01) == as_date('2020-03-01')
assert start_date(WTD, jun01) == as_date('2020-05-29')
assert start_date(MTD, jun01) == as_date('2020-05-31')
assert start_date(YTD, jun01) == as_date('2019-12-31')
assert start_date(QTD, jun01) == as_date('2020-03-31')
def test_dec11():
assert start_date(DAY, dec11) == as_date('2020-12-10')
assert start_date(ROLL_WEEK, dec11) == as_date('2020-12-04')
assert start_date(ROLL_MONTH, dec11) == as_date('2020-11-11')
assert start_date(ROLL_YEAR, dec11) == as_date('2019-12-11')
assert start_date(ROLL_QTR, dec11) == as_date('2020-09-11')
assert start_date(WTD, dec11) == as_date('2020-12-04')
assert start_date(MTD, dec11) == as_date('2020-11-30')
assert start_date(YTD, dec11) == as_date('2019-12-31')
assert start_date(QTD, dec11) == as_date('2020-09-30')
def __init__(self, dataset: Any, **kwargs):
"""
:param Any dataset: The DataFrame or sheet name to use
"""
if type(dataset) is pd.DataFrame:
self.data = dataset
else:
filename = kwargs.get('filename', 'test-data.xlsx')
self.data = pd.read_excel(filename, sheet_name=dataset)
if len(self.data.columns) == 4:
self.data.columns = ['asat', 'date', 'mv.all', 'net.all']
self.data['date'] = as_date(self.data['date'])
self.data['asat'] = as_date(self.data['asat'])
def test_feb29():
assert start_date(DAY, feb29) == as_date('2020-02-28')
assert start_date(ROLL_WEEK, feb29) == as_date('2020-02-22')
assert start_date(ROLL_MONTH, feb29) == as_date('2020-01-29')
assert start_date(ROLL_YEAR, feb29) == as_date('2019-02-28')
assert start_date(ROLL_QTR, feb29) == as_date('2019-11-29')
assert start_date(WTD, feb29) == as_date('2020-02-28')
assert start_date(MTD, feb29) == as_date('2020-01-31')
assert start_date(YTD, feb29) == as_date('2019-12-31')
assert start_date(QTD, feb29) == as_date('2019-12-31')
# Volatility tests - these are all 'year' variants so
# We only need to test on one regular day, and leap year
# This is the leap year
assert start_date(VOL_1YR, feb29) == as_date('2019-02-28')
assert start_date(VOL_3YR, feb29) == as_date('2017-02-28')
assert start_date(VOL_5YR, feb29) == as_date('2015-02-28')
assert start_date(VOL_INC, feb29) == feb29
assert start_date(ANN_VOL_3YR, feb29) == as_date('2017-02-28')
assert start_date(ANN_VOL_5YR, feb29) == as_date('2015-02-28')
assert start_date(ANN_VOL_INC, feb29) == feb29
def test_mar05():
assert start_date(DAY, mar05) == as_date('2020-03-04')
assert start_date(ROLL_WEEK, mar05) == as_date('2020-02-27')
assert start_date(ROLL_MONTH, mar05) == as_date('2020-02-05')
assert start_date(ROLL_YEAR, mar05) == as_date('2019-03-05')
assert start_date(ROLL_QTR, mar05) == as_date('2019-12-05')
assert start_date(WTD, mar05) == as_date('2020-02-28')
assert start_date(MTD, mar05) == as_date('2020-02-29')
assert start_date(YTD, mar05) == as_date('2019-12-31')
assert start_date(QTD, mar05) == as_date('2019-12-31')
# Volatility tests - these are all 'year' variants so
# We only need to test on one regular day, and leap year
# This is the regular day
assert start_date(VOL_1YR, mar05) == as_date('2019-03-05')
assert start_date(VOL_3YR, mar05) == as_date('2017-03-05')
assert start_date(VOL_5YR, mar05) == as_date('2015-03-05')
assert start_date(VOL_INC, mar05) == mar05
assert start_date(ANN_VOL_3YR, mar05) == as_date('2017-03-05')
assert start_date(ANN_VOL_5YR, mar05) == as_date('2015-03-05')
assert start_date(ANN_VOL_INC, mar05) == mar05
def test_precedence():
# calculates and returns earlier date
assert start_date(DAY, mar05, jun01) == as_date('2020-03-04')
# calculates later date, and returns the earlier, given date
assert start_date(MTD, jun01, mar05) == mar05
from periods import *
import pytest
from misc import as_date
mar05 = as_date('2020-03-05') # Arbitrary date
dec11 = as_date('2020-12-11') # A Friday
jun01 = as_date('2020-06-01') # A Monday and 1st of month
feb29 = as_date('2020-02-29') # Leap day and Saturday
def test_precedence():
# calculates and returns earlier date
assert start_date(DAY, mar05, jun01) == as_date('2020-03-04')
# calculates later date, and returns the earlier, given date
assert start_date(MTD, jun01, mar05) == mar05
def test_exception():
# Should throw an exception when unrecognised code is given
with pytest.raises(Exception):
start_date("Sausage", mar05)
def test_mar05():
assert start_date(DAY, mar05) == as_date('2020-03-04')
assert start_date(ROLL_WEEK, mar05) == as_date('2020-02-27')
assert start_date(ROLL_MONTH, mar05) == as_date('2020-02-05')
assert start_date(ROLL_YEAR, mar05) == as_date('2019-03-05')
assert start_date(ROLL_QTR, mar05) == as_date('2019-12-05')
assert start_date(WTD, mar05) == as_date('2020-02-28')