def test_forward_date(self):
ref_date = '2017-12-04'
tenor = ['1b', '2d', '3w', '4m', '5y']
expected = [
'2017-12-04', '2017-12-05', '2017-11-14', '2017-08-07',
'2012-12-05'
]
calculated = [
WindDataProvider.forward_date(ref_date, tenor[i])
for i in range(len(tenor))
]
self.assertEqual(calculated, expected)
ref_date = '20170101'
tenor = ['1b', '2d', '3w', '4m', '5y']
expected = [
'2017-01-03', '2017-01-03', '2016-12-13', '2016-09-02',
'2012-01-05'
]
calculated = [
WindDataProvider.forward_date(ref_date,
tenor[i],
date_format='%Y%m%d')
for i in range(len(tenor))
]
self.assertEqual(calculated, expected)
def test_forward_date(self):
# WIND_DATA_PROVIDER = WindDataProvider()
ref_date = '2017-12-04'
tenor = ['1b', '2d', '3w', '4m', '5y']
expected = [
'2017-12-04', '2017-12-05', '2017-11-14', '2017-08-07',
'2012-12-05'
]
# WindDataProvider.forward_date = mock.Mock(return_value=ret_value)
# result = WindDataProvider.forward_date(ref_date, tenor)
calculated = [
WindDataProvider.forward_date(ref_date, tenor[i])
for i in range(len(tenor))
]
self.assertEqual(calculated, expected)
ref_date = '20170101'
tenor = ['1b', '2d', '3w', '4m', '5y']
expected = [
'2017-01-03', '2017-01-03', '2016-12-13', '2016-09-02',
'2012-01-05'
]
calculated = [
WindDataProvider.forward_date(ref_date,
tenor[i],
date_format='%Y%m%d')
for i in range(len(tenor))
]
self.assertEqual(calculated, expected)
