def test_add(self): s = BusinessDate('20011110') e = BusinessDate('20011112') self.assertEqual(BusinessDate.add_days(s, e.day), BusinessDate('20011122')) self.assertEqual(BusinessDate.add_months(s, 1), BusinessDate('20011210')) self.assertEqual(BusinessDate.add_years(s, 1), BusinessDate('20021110'))
class BusinessDateUnitTests(unittest.TestCase): def setUp(self): self.dec31 = BusinessDate(20151231) self.jan01 = BusinessDate(20160101) self.jan02 = BusinessDate(20160102) self.jan04 = BusinessDate(20160104) self.jan29 = BusinessDate(20160129) self.jan31 = BusinessDate(20160131) self.feb01 = BusinessDate(20160201) self.feb28 = BusinessDate(20160228) self.feb29 = BusinessDate(20160229) self.mar31 = BusinessDate(20160331) self.jun30 = BusinessDate(20160630) self.sep30 = BusinessDate(20160930) self.dates = [self.dec31, self.jan01, self.jan02, self.jan04, self.jan29, self.jan31, self.feb01, self.feb28, self.feb29, self.mar31, self.jun30, self.sep30] def test_constructors(self): self.assertEqual(BusinessDate(date.today()), BusinessDate()) self.assertEqual(self.jan02, BusinessDate('2016-01-02')) self.assertEqual(self.jan02, BusinessDate('01/02/2016')) self.assertEqual(self.jan02, BusinessDate('02.01.2016')) self.assertEqual(self.jan02, BusinessDate(42371)) self.assertEqual(self.jan02, BusinessDate(42371.0)) self.assertEqual(self.jan02, BusinessDate(735965)) self.assertEqual(self.jan02, BusinessDate(735965.0)) self.assertEqual([self.jan01, self.jan02], BusinessDate([20160101, 42371])) def test_to_string(self): self.assertEqual(self.jan02.to_string(), '20160102') self.assertEqual(BusinessDate(42371).to_string(), '20160102') def test_properties(self): self.assertEqual(self.jan01.day, 01) self.assertEqual(self.jan01.month, 01) self.assertEqual(self.jan01.year, 2016) def test_operators(self): self.assertEqual(self.jan01 + '2D', self.jan02 + '1D') self.assertEqual(self.jan01 - '1D', self.jan02 - '2D') self.assertEqual(self.jan02 - '1D' + '1M', self.feb01) self.assertRaises(TypeError, lambda: '1D' + self.jan02) self.assertEqual(self.jan01 - BusinessPeriod('1D'), self.jan02 - '2D') self.assertRaises(TypeError, lambda: BusinessPeriod('1D') + self.jan02) self.assertRaises(TypeError, lambda: BusinessPeriod('1D') - self.jan01) self.assertEqual(self.dec31.add_period(BusinessPeriod('2B', BusinessHolidays())), self.dec31.add_period(BusinessPeriod('2B'), BusinessHolidays([self.jan02]))) def test_validations(self): self.assertTrue(BusinessDate.is_businessdate(18991229)) self.assertTrue(BusinessDate.is_businessdate(20160131)) self.assertTrue(BusinessDate.is_businessdate(20160228)) self.assertTrue(BusinessDate.is_businessdate(20160229)) self.assertFalse(BusinessDate.is_businessdate(20160230)) self.assertFalse(BusinessDate.is_businessdate(20160231)) self.assertTrue(BusinessDate.is_businessdate(20150228)) self.assertFalse(BusinessDate.is_businessdate(20150229)) self.assertFalse(BusinessDate.is_businessdate('xyz')) self.assertFalse(BusinessDate.is_businessdate(-125)) self.assertFalse(BusinessDate.is_businessdate(-20150228)) def test_calculations(self): self.assertEqual(self.jan01.add_days(1), self.jan02) self.assertEqual(self.jan01.add_months(1), self.feb01) self.assertEqual(self.jan01.add_years(1).to_string(), '20170101') self.assertEqual(self.jan01.add_period('2D'), self.jan02 + BusinessPeriod('1D')) self.assertEqual(self.jan02.add_period('-2D'), self.jan01 - BusinessPeriod('1D')) self.assertEqual(self.jan02.add_period('-1b'), self.jan01 - BusinessPeriod('1b')) self.assertNotEqual(BusinessDate(20160630).add_period(BusinessPeriod('2B')), BusinessDate(20160630).add_period(BusinessPeriod('2B', BusinessHolidays(['20160704'])))) self.assertEqual(self.jan01 + '1b', self.jan02 + '1b') def test_cast_to(self): self.assertTrue(isinstance(self.jan01.to_date(), date)) self.assertTrue(isinstance(self.jan01.to_businessdate(), BusinessDate)) self.assertTrue(isinstance(self.jan01.to_businessperiod(), BusinessPeriod)) self.assertTrue(isinstance(self.jan01.to_excel(), int)) self.assertTrue(isinstance(self.jan01.to_ordinal(), int)) self.assertTrue(isinstance(self.jan01.to_string(), str)) self.assertTrue(isinstance(self.jan01.to_ymd(), tuple)) def test_cast_from(self): for d in self.dates: self.assertEqual(BusinessDate.from_date(d.to_date()), d) self.assertEqual(BusinessDate.from_businessdate(d), d) self.assertEqual(BusinessDate.from_excel(d.to_excel()), d) self.assertEqual(BusinessDate.from_ordinal(d.to_ordinal()), d) self.assertEqual(BusinessDate.from_string(d.to_string()), d) self.assertEqual(BusinessDate.from_ymd(*d.to_ymd()), d) def test_day_count(self): # The daycount methods are also tested separately delta = float((self.mar31.to_date() - self.jan01.to_date()).days) total = float(((self.jan01 + '1y').to_date() - self.jan01.to_date()).days) self.assertAlmostEqual(self.jan01.get_30_360(self.mar31), 90. / 360.) self.assertAlmostEqual(self.jan01.get_act_360(self.mar31), delta / 360.) self.assertAlmostEqual(self.jan01.get_act_365(self.mar31), delta / 365.) self.assertAlmostEqual(self.jan01.get_act_36525(self.mar31), delta / 365.25) self.assertAlmostEqual(self.jan01.get_act_act(self.mar31), delta / total) def test_business_day_adjustment(self): self.assertEqual(self.jan01.adjust_follow(), BusinessDate(20160104)) self.assertEqual(self.jan01.adjust_mod_follow(), BusinessDate(20160104)) self.assertEqual(self.jan01.adjust_previous(), BusinessDate(20151231)) self.assertEqual(self.jan01.adjust_mod_previous(), BusinessDate(20160104)) self.assertEqual(self.jan01.adjust_start_of_month(), BusinessDate(20160104)) self.assertEqual(self.jan01.adjust_end_of_month(), BusinessDate(20160129)) self.assertEqual(self.jan01.adjust_imm(), BusinessDate(20160115)) self.assertEqual(self.jan01.adjust_cds_imm(), BusinessDate(20160120)) def test_business_day_is(self): self.assertFalse(self.jan01.is_business_day()) self.assertTrue(BusinessDate.is_leap_year(2016)) self.assertTrue(BusinessDate.is_businessdate('20160101')) self.assertFalse(BusinessDate.is_businessdate('ABC')) self.assertFalse(BusinessDate.is_businessdate('20160230')) self.assertTrue(BusinessDate.is_businessdate('20160229')) self.assertFalse(BusinessDate.is_businessdate('20150229')) def test_is_business_date(self): d = self.dec31 holi = BusinessHolidays() bdate = BusinessDate.from_ymd(2016, 1, 1) is_bday_empty_calendar = bdate.is_business_day(holi) self.assertTrue(is_bday_empty_calendar) is_bday_default_calendar = bdate.is_business_day() self.assertFalse(is_bday_default_calendar) target_a= BusinessDate.from_ymd(2016, 1, 4) a = d.add_business_days(2, holi) self.assertEqual(target_a, a) target_b = BusinessDate.from_ymd(2016, 1, 5) b = d.add_business_days(2) # default holidays contains the target days, i.e. the 1.1.2016 self.assertEqual(target_b, b)
class BusinessDateUnitTests(unittest.TestCase): def setUp(self): self.dec31 = BusinessDate(20151231) self.jan01 = BusinessDate(20160101) self.jan02 = BusinessDate(20160102) self.jan04 = BusinessDate(20160104) self.jan29 = BusinessDate(20160129) self.jan31 = BusinessDate(20160131) self.feb01 = BusinessDate(20160201) self.feb28 = BusinessDate(20160228) self.feb29 = BusinessDate(20160229) self.mar31 = BusinessDate(20160331) self.jun30 = BusinessDate(20160630) self.sep30 = BusinessDate(20160930) self.dates = [ self.dec31, self.jan01, self.jan02, self.jan04, self.jan29, self.jan31, self.feb01, self.feb28, self.feb29, self.mar31, self.jun30, self.sep30 ] def test_constructors(self): self.assertEqual(BusinessDate(date.today()), BusinessDate()) self.assertEqual(self.jan02, BusinessDate('2016-01-02')) self.assertEqual(self.jan02, BusinessDate('01/02/2016')) self.assertEqual(self.jan02, BusinessDate('02.01.2016')) self.assertEqual(self.jan02, BusinessDate(42371)) self.assertEqual(self.jan02, BusinessDate(42371.0)) self.assertEqual(self.jan02, BusinessDate(735965)) self.assertEqual(self.jan02, BusinessDate(735965.0)) self.assertEqual([self.jan01, self.jan02], BusinessDate([20160101, 42371])) def test_to_string(self): self.assertEqual(self.jan02.to_string(), '20160102') self.assertEqual(BusinessDate(42371).to_string(), '20160102') def test_properties(self): self.assertEqual(self.jan01.day, 1) self.assertEqual(self.jan01.month, 1) self.assertEqual(self.jan01.year, 2016) def test_operators(self): self.assertEqual(self.jan01 + '2D', self.jan02 + '1D') self.assertEqual(self.jan01 - '1D', self.jan02 - '2D') self.assertEqual(self.jan02 - '1D' + '1M', self.feb01) self.assertRaises(TypeError, lambda: '1D' + self.jan02) self.assertEqual(self.jan01 - BusinessPeriod('1D'), self.jan02 - '2D') self.assertRaises(TypeError, lambda: BusinessPeriod('1D') + self.jan02) self.assertRaises(TypeError, lambda: BusinessPeriod('1D') - self.jan01) self.assertEqual( self.dec31.add_period(BusinessPeriod('2B', BusinessHolidays())), self.dec31.add_period(BusinessPeriod('2B'), BusinessHolidays([self.jan02]))) def test_validations(self): self.assertTrue(BusinessDate.is_businessdate(18991229)) self.assertTrue(BusinessDate.is_businessdate(20160131)) self.assertTrue(BusinessDate.is_businessdate(20160228)) self.assertTrue(BusinessDate.is_businessdate(20160229)) self.assertFalse(BusinessDate.is_businessdate(20160230)) self.assertFalse(BusinessDate.is_businessdate(20160231)) self.assertTrue(BusinessDate.is_businessdate(20150228)) self.assertFalse(BusinessDate.is_businessdate(20150229)) self.assertFalse(BusinessDate.is_businessdate('xyz')) self.assertFalse(BusinessDate.is_businessdate(-125)) self.assertFalse(BusinessDate.is_businessdate(-20150228)) def test_calculations(self): self.assertEqual(self.jan01.add_days(1), self.jan02) self.assertEqual(self.jan01.add_months(1), self.feb01) self.assertEqual(self.jan01.add_years(1).to_string(), '20170101') self.assertEqual(self.jan01.add_period('2D'), self.jan02 + BusinessPeriod('1D')) self.assertEqual(self.jan02.add_period('-2D'), self.jan01 - BusinessPeriod('1D')) self.assertEqual(self.jan02.add_period('-1b'), self.jan01 - BusinessPeriod('1b')) self.assertNotEqual( BusinessDate(20160630).add_period(BusinessPeriod('2B')), BusinessDate(20160630).add_period( BusinessPeriod('2B', BusinessHolidays(['20160704'])))) self.assertEqual(self.jan01 + '1b', self.jan02 + '1b') rng = list(range(1, 10)) periods = list() for y in rng: for m in rng: for d in rng: periods.append( BusinessPeriod( str(y) + 'y' + str(m) + 'm' + str(d) + 'd')) for d in self.dates: for p in periods: c = d + p self.assertEqual((c - d), BusinessPeriod(p), (c, d, c - d, p)) d = BusinessDate(20160229) self.assertEqual(d + '1y' + '1m', BusinessDate(20170328)) self.assertEqual(d + '1m' + '1y', BusinessDate(20170329)) self.assertEqual(d + '1y1m', BusinessDate(20170329)) def test_cast_to(self): self.assertTrue(isinstance(self.jan01.to_date(), date)) self.assertTrue(isinstance(self.jan01.to_businessdate(), BusinessDate)) self.assertTrue( isinstance(self.jan01.to_businessperiod(), BusinessPeriod)) self.assertTrue(isinstance(self.jan01.to_excel(), int)) self.assertTrue(isinstance(self.jan01.to_ordinal(), int)) self.assertTrue(isinstance(self.jan01.to_string(), str)) self.assertTrue(isinstance(self.jan01.to_ymd(), tuple)) def test_cast_from(self): for d in self.dates: self.assertEqual(BusinessDate.from_date(d.to_date()), d) self.assertEqual(BusinessDate.from_businessdate(d), d) self.assertEqual(BusinessDate.from_excel(d.to_excel()), d) self.assertEqual(BusinessDate.from_ordinal(d.to_ordinal()), d) self.assertEqual(BusinessDate.from_string(d.to_string()), d) self.assertEqual(BusinessDate.from_ymd(*d.to_ymd()), d) def test_day_count( self): # The daycount methods are also tested separately delta = float((self.mar31.to_date() - self.jan01.to_date()).days) total = float( ((self.jan01 + '1y').to_date() - self.jan01.to_date()).days) self.assertAlmostEqual(self.jan01.get_30_360(self.mar31), 90. / 360.) self.assertAlmostEqual(self.jan01.get_act_360(self.mar31), delta / 360.) self.assertAlmostEqual(self.jan01.get_act_365(self.mar31), delta / 365.) self.assertAlmostEqual(self.jan01.get_act_36525(self.mar31), delta / 365.25) self.assertAlmostEqual(self.jan01.get_act_act(self.mar31), delta / total) def test_business_day_adjustment(self): self.assertEqual(self.jan01.adjust_follow(), BusinessDate(20160104)) self.assertEqual(self.jan01.adjust_mod_follow(), BusinessDate(20160104)) self.assertEqual(self.jan01.adjust_previous(), BusinessDate(20151231)) self.assertEqual(self.jan01.adjust_mod_previous(), BusinessDate(20160104)) self.assertEqual(self.jan01.adjust_start_of_month(), BusinessDate(20160104)) self.assertEqual(self.jan01.adjust_end_of_month(), BusinessDate(20160129)) self.assertEqual(self.jan01.adjust_imm(), BusinessDate(20160115)) self.assertEqual(self.jan01.adjust_cds_imm(), BusinessDate(20160120)) def test_business_day_is(self): self.assertFalse(self.jan01.is_business_day()) self.assertTrue(BusinessDate.is_leap_year(2016)) self.assertTrue(BusinessDate.is_businessdate('20160101')) self.assertFalse(BusinessDate.is_businessdate('ABC')) self.assertFalse(BusinessDate.is_businessdate('20160230')) self.assertTrue(BusinessDate.is_businessdate('20160229')) self.assertFalse(BusinessDate.is_businessdate('20150229')) def test_is_business_date(self): d = self.dec31 holi = BusinessHolidays() bdate = BusinessDate.from_ymd(2016, 1, 1) is_bday_empty_calendar = bdate.is_business_day(holi) self.assertTrue(is_bday_empty_calendar) is_bday_default_calendar = bdate.is_business_day() self.assertFalse(is_bday_default_calendar) target_a = BusinessDate.from_ymd(2016, 1, 4) a = d.add_business_days(2, holi) self.assertEqual(target_a, a) target_b = BusinessDate.from_ymd(2016, 1, 5) b = d.add_business_days( 2) # default holidays contains the target days, i.e. the 1.1.2016 self.assertEqual(target_b, b)