def test_values_for_quantlib(self):
assert timedelta_to_string(timedelta(days=1),
for_quantlib=True) == "1D"
timedelta_string = timedelta_to_string(timedelta(days=1.5 *
DAYS_IN_A_YEAR),
for_quantlib=True)
assert timedelta_string == "1Y6M"
timedelta_string = timedelta_to_string(timedelta(days=18 *
DAYS_IN_A_MONTH),
for_quantlib=True)
assert timedelta_string == "1Y6M"
def test_returns_proper_label(self):
assert timedelta_to_string(timedelta(days=0)) == "0"
assert timedelta_to_string(timedelta(days=1)) == "O/N"
assert timedelta_to_string(timedelta(days=2 * DAYS_IN_A_WEEK)) == "2W"
assert timedelta_to_string(timedelta(days=6 * DAYS_IN_A_MONTH)) == "6M"
assert timedelta_to_string(timedelta(days=1 * DAYS_IN_A_YEAR)) == "1Y"
assert timedelta_to_string(timedelta(days=99 *
DAYS_IN_A_YEAR)) == "99Y"
assert timedelta_to_string(timedelta(days=54 *
DAYS_IN_A_MONTH)) == "4.5Y"
def test_non_initial_units_is_correct(self):
tenors_to_test = {
timedelta(days=0): "0",
timedelta(days=1): "Overnight",
timedelta(days=1 * DAYS_IN_A_WEEK): "1 Week",
timedelta(days=2 * DAYS_IN_A_WEEK): "2 Weeks",
timedelta(days=1 * DAYS_IN_A_MONTH): "1 Month",
timedelta(days=10 * DAYS_IN_A_MONTH): "10 Months",
timedelta(days=1 * DAYS_IN_A_YEAR): "1 Year",
timedelta(days=10 * DAYS_IN_A_YEAR): "10 Years",
}
for tenor, label in tenors_to_test.items():
assert timedelta_to_string(tenor, only_initial=False) == label
def test_works_with_tenors(self):
tenor = choice(list(TENORS))
assert timedelta_to_string(tenor) == tenor.label
def test_can_round_to_n_digits(self):
t = string_to_timedelta("10.234Y")
timedelta_string = timedelta_to_string(t,
round_ndigits=3,
only_quarter_years=False)
assert timedelta_string == "10.234Y"
def test_returns_none_unchanged(self):
assert timedelta_to_string(None) is None
def test_returns_string_unchanged(self):
assert timedelta_to_string("1 day") == "1 day"
def test_returns_months_for_time_between_1Y_to_18M_unless_quarter_year(
self):
assert timedelta_to_string(timedelta(days=13 *
DAYS_IN_A_MONTH)) == "13M"
assert timedelta_to_string(timedelta(days=14 *
DAYS_IN_A_MONTH)) == "14M"
assert timedelta_to_string(timedelta(days=15 *
DAYS_IN_A_MONTH)) == "1.25Y"
assert timedelta_to_string(timedelta(days=16 *
DAYS_IN_A_MONTH)) == "16M"
assert timedelta_to_string(timedelta(days=17 *
DAYS_IN_A_MONTH)) == "17M"
assert timedelta_to_string(timedelta(days=18 *
DAYS_IN_A_MONTH)) == "1.5Y"
assert timedelta_to_string(timedelta(days=19 *
DAYS_IN_A_MONTH)) == "19M"
assert timedelta_to_string(timedelta(days=20 *
DAYS_IN_A_MONTH)) == "20M"
assert timedelta_to_string(timedelta(days=21 *
DAYS_IN_A_MONTH)) == "1.75Y"
assert timedelta_to_string(timedelta(days=22 *
DAYS_IN_A_MONTH)) == "22M"
assert timedelta_to_string(timedelta(days=23 *
DAYS_IN_A_MONTH)) == "23M"
assert timedelta_to_string(timedelta(days=24 *
DAYS_IN_A_MONTH)) == "2Y"
