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())