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_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 _rebuild_object(self):
if self._is_modified_property(
'_calendar_') and not self._is_modified_property('_spot_'):
self._spot_ = BusinessPeriod(businessdays=self._spot_.businessdays,
holiday=self._calendar_)
x_list = list()
# carefully cast x_list/curve dates
for x in self._curve_.row_keys():
if BusinessDate.is_businessdate(x):
x = BusinessDate(x)
elif BusinessPeriod.is_businessperiod(x):
x = BusinessPeriod(x).to_businessdate(self.origin)
else:
s = repr(x), type(
x), BusinessDate.__name__, self.__class__.__name__
raise ValueError(
'Cannot cast value %s of type %s to %s in %s construction.'
% s)
x_list.append(x)
y_list = list(map(float, self._curve_.col('Rate')))
y_inter = Constant(), self._interpolation_, self._extrapolation_
if self._rate_type_ == "Zero":
self._inner_curve = ZeroRateCurve(x_list,
y_list,
y_inter,
self.origin,
day_count=self._day_count_)
else:
msg = "_curve_ " + self.object_name + ": RateType " + self._rate_type_ + " not implemented, yet."
raise NotImplementedError(msg)
self._curve_df_dict = dict()
return self
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_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_validations(self):
# self.assertTrue(BusinessDate.is_businessdate(18991229))
self.assertTrue(BusinessDate.is_businessdate(19000102))
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))
self.assertEqual(365, BusinessDate(20150101).days_in_year())
self.assertEqual(366, BusinessDate(20160101).days_in_year())
self.assertEqual(366, BusinessDate(20000101).days_in_year())
self.assertEqual(31, BusinessDate(20150101).days_in_month())
self.assertEqual(31, BusinessDate(20160101).days_in_month())
self.assertEqual(31, BusinessDate(20000101).days_in_month())
self.assertEqual(28, BusinessDate(20150201).days_in_month())
self.assertEqual(29, BusinessDate(20160201).days_in_month())
self.assertEqual(29, BusinessDate(20000201).days_in_month())
self.assertEqual(BusinessDate(20150131),
BusinessDate(20150101).end_of_month())
self.assertEqual(BusinessDate(20160229),
BusinessDate(20160201).end_of_month())
self.assertEqual(BusinessDate(20000331),
BusinessDate(20000311).end_of_month())
self.assertEqual(BusinessDate(20150331),
BusinessDate(20150101).end_of_quarter())
self.assertEqual(BusinessDate(20160331),
BusinessDate(20160201).end_of_quarter())
self.assertEqual(BusinessDate(20000331),
BusinessDate(20000311).end_of_quarter())
self.assertTrue(BusinessDate(19000102).is_business_day())
self.assertFalse(BusinessDate(20160101).is_business_day())
self.assertFalse(BusinessDate(20160131).is_business_day())
self.assertFalse(BusinessDate(20160228).is_business_day())
self.assertTrue(BusinessDate(20160324).is_business_day())
self.assertFalse(BusinessDate(20160325).is_business_day())
self.assertFalse(BusinessDate(20160326).is_business_day())
self.assertFalse(BusinessDate(20160327).is_business_day())
self.assertFalse(BusinessDate(20160328).is_business_day())
self.assertTrue(BusinessDate(20160329).is_business_day())
self.assertTrue(BusinessDate(20160330).is_business_day())
self.assertFalse(BusinessDate(20160501).is_business_day())
