def test_interpolate(self):
testBond = bondAnalysis.Bond("test", bondAnalysis.BondType.corporate, 2.0, 3.0)
lowerBond = bondAnalysis.Bond("test", bondAnalysis.BondType.government, 1.0, 1.0)
upperBond = bondAnalysis.Bond("test", bondAnalysis.BondType.government, 3.0, 3.0)
expected = 2.0
actual = testBond._interpolate(lowerBond, upperBond)
self.assertEqual(expected, actual)
def testInitInvalidArgs(self): validName = "C1" validType = bondAnalysis.BondType.corporate validTerm = 1.0 validYld = 1.0 with self.assertRaises(AssertionError): bond = bondAnalysis.Bond(1, validType, validTerm, validYld) with self.assertRaises(AssertionError): bond = bondAnalysis.Bond(validName, "invalid", validTerm, validYld) with self.assertRaises(AssertionError): bond = bondAnalysis.Bond(validName, validType, "invalid", validYld) with self.assertRaises(AssertionError): bond = bondAnalysis.Bond(validName, validType, validTerm, "invalid")
def testFindClosestNeighbours(self):
bonds = [bondAnalysis.Bond('G1', bondAnalysis.BondType.government, 1.0, 1.0),
bondAnalysis.Bond('G2', bondAnalysis.BondType.government, 4.0, 4.0),
bondAnalysis.Bond('G3', bondAnalysis.BondType.government, 5.0, 5.0),
bondAnalysis.Bond('G4', bondAnalysis.BondType.government, 10.0, 10.0)]
#standard case
test = bondAnalysis.Bond('C1', bondAnalysis.BondType.corporate, 7.0, 8.0)
expectedLower, expectedHigher = bonds[2], bonds[3]
actualLower, actualHigher = test._findClosestNeighbours(bonds)
self.assertEqual(expectedLower, actualLower)
self.assertEqual(expectedHigher, actualHigher)
# only a lower neighbour exists
test = bondAnalysis.Bond('C1', bondAnalysis.BondType.corporate, 11.0, 8.0)
expectedLower, _ = bonds[3], None
actualLower, actualHigher = test._findClosestNeighbours(bonds)
self.assertEqual(expectedLower, actualLower)
self.assertIsNone(actualHigher)
# only a higher neighbour exists
test = bondAnalysis.Bond('C1', bondAnalysis.BondType.corporate, 0.5, 8.0)
_, expectedHigher = None, bonds[0]
actualLower, actualHigher = test._findClosestNeighbours(bonds)
self.assertIsNone(actualLower)
self.assertEqual(expectedHigher, actualHigher)
def testWithFile(self):
gov, corp = bondAnalysis.processInput('testFiles/test.csv')
expectedGov = [bondAnalysis.Bond('G1', bondAnalysis.BondType.government, 1.0, 1.0),
bondAnalysis.Bond('G2', bondAnalysis.BondType.government, 4.0, 4.0),
bondAnalysis.Bond('G3', bondAnalysis.BondType.government, 5.0, 5.0),
bondAnalysis.Bond('G4', bondAnalysis.BondType.government, 10.0, 10.0)]
expectedCorp = [bondAnalysis.Bond('C1', bondAnalysis.BondType.corporate, 3.0, 5.0),
bondAnalysis.Bond('C2', bondAnalysis.BondType.corporate, 4.0, 7.0),
bondAnalysis.Bond('C3', bondAnalysis.BondType.corporate, 7.0, 12.0)]
self.assertEqual(gov, expectedGov)
self.assertEqual(corp, expectedCorp)
def testEq(self):
name = "C1"
term = 1.0
yld = 1.0
bondA = bondAnalysis.Bond(name, bondAnalysis.BondType.corporate, term, yld)
bondB = bondAnalysis.Bond(name, bondAnalysis.BondType.corporate, term, yld)
bondC = bondAnalysis.Bond(name, bondAnalysis.BondType.government, term, yld)
bondD = bondAnalysis.Bond("G1", bondAnalysis.BondType.corporate, term, yld)
bondE = bondAnalysis.Bond(name, bondAnalysis.BondType.corporate, 2.0, yld)
bondF = bondAnalysis.Bond(name, bondAnalysis.BondType.corporate, term, 2.0)
self.assertTrue(bondA == bondB)
self.assertFalse(bondA == bondC)
self.assertFalse(bondA == bondD)
self.assertFalse(bondA == bondE)
self.assertFalse(bondA == bondF)
def testFindClosest(self):
bonds = [bondAnalysis.Bond('G1', bondAnalysis.BondType.government, 1.0, 1.0),
bondAnalysis.Bond('G2', bondAnalysis.BondType.government, 4.0, 4.0),
bondAnalysis.Bond('G3', bondAnalysis.BondType.government, 5.0, 5.0),
bondAnalysis.Bond('G4', bondAnalysis.BondType.government, 10.0, 10.0)]
#standard case
test = bondAnalysis.Bond('C1', bondAnalysis.BondType.corporate, 7.0, 8.0)
expected = bonds[2]
actual = test._findClosest(bonds)
self.assertEqual(expected, actual)
# only a lower neighbour exists
test = bondAnalysis.Bond('C1', bondAnalysis.BondType.corporate, 11.0, 8.0)
expected = bonds[3]
actual = test._findClosest(bonds)
self.assertEqual(expected, actual)
# only a higher neighbour exists
test = bondAnalysis.Bond('C1', bondAnalysis.BondType.corporate, 0.5, 8.0)
expected = bonds[0]
actual = test._findClosest(bonds)
self.assertEqual(expected, actual)