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#!/usr/bin/python
"""
Copyright (C) 2000, 2001, 2002 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
"""
__version__ = "$Revision: 1.12 $"
# $Id: date.py,v 1.12 2002/01/16 15:11:51 nando Exp $
import QuantLib
import unittest
# check su Day, Month, etc in debug: adesso il check e' solo su Month in SWIG
# ci vorrebbe un general offset su cos'e' il serial number zero
class DateTest(unittest.TestCase):
def runTest(self):
"Testing dates"
mindate = QuantLib.Date_minDate().serialNumber()
maxdate = QuantLib.Date_maxDate().serialNumber() + 1 #excluded
dyold = QuantLib.DateFromSerialNumber(mindate-1).dayOfYear()
dold = QuantLib.DateFromSerialNumber(mindate-1).dayOfMonth()
mold = QuantLib.DateFromSerialNumber(mindate-1).monthNumber()
yold = QuantLib.DateFromSerialNumber(mindate-1).year()
wdnold = QuantLib.DateFromSerialNumber(mindate-1).weekdayNumber()
for i in range(mindate,maxdate):
t = QuantLib.DateFromSerialNumber(i)
serial = t.serialNumber()
# check serial number consistency
if not (serial == i):
self.fail("""
inconsistent serial number:
original: %(i)d
date: %(t)s
serial number: %(serial)d
""" % locals())
dy = t.dayOfYear()
d = t.dayOfMonth()
m = t.monthNumber()
y = t.year()
mm = t.month()
wd = t.weekday()
wdn = t.weekdayNumber()
# check if skipping any date
if not ((dy==dyold+1) or
(dy==1 and dyold==365
and not QuantLib.Date_isLeap(yold)) or
(dy==1 and dyold==366 and QuantLib.Date_isLeap(yold))):
self.fail("""
wrong day of year increment:
date: %(t)s
day of year: %(dy)d
previous: %(dyold)d
""" % locals())
dyold = dy
# check if skipping any date
if not ((d==dold+1 and m==mold and y==yold ) or
(d==1 and m==mold+1 and y==yold ) or
(d==1 and m==1 and y==yold+1)):
self.fail("""
wrong day, month, year increment
date: %(t)s
day, month, year: %(d)d, %(m)d, %(y)d
previous: %(dold)d, %(mold)d, %(yold)d
""" % locals())
dold = d
mold = m
yold = y
# check month definition
if not (m>=1 and m<=12):
self.fail("""
invalid month
date: %(t)s
month: %(m)d
""" % locals())
# check day definition
if not (d >= 1):
self.fail("""
invalid day of month
date: %(t)s
day: %(d)d
""" % locals())
# check day definition
if not ((m==1 and d<=31) or
(m==2 and d<=28) or
(m==2 and d==29 and QuantLib.Date_isLeap(y)) or
(m==3 and d<=31) or
(m==4 and d<=30) or
(m==5 and d<=31) or
(m==6 and d<=30) or
(m==7 and d<=31) or
(m==8 and d<=31) or
(m==9 and d<=30) or
(m==10 and d<=31) or
(m==11 and d<=30) or
(m==12 and d<=31)):
self.fail("""
invalid day of month
date: %(t)s
day: %(d)d
month: %(mm)s
""" % locals())
# check weekdayNumber definition
if not (wdn==wdnold+1 or (wdn==1 and wdnold==7)):
self.fail("""
wrong weekday number increment
date: %(t)s
weekday number: %(wdn)d
previous: %(wdnold)d
""" % locals())
wdnold=wdn
# create the same date with a different constructor
s = QuantLib.Date(d,m,y)
# check serial number consistency
serial = s.serialNumber()
if not (serial==i):
self.fail("""
inconsistent serial number
date: %(t)s
serial number: %(i)d
cloned date: %(s)s
serial number: %(serial)d
""" % locals())
# create the same date with a different constructor
s = QuantLib.Date(d,mm,y)
# check serial number consistency
serial = s.serialNumber()
if not (serial==i):
self.fail("""
inconsistent serial number
date: %(t)s
serial number: %(i)d
cloned date: %(s)s
serial number: %(serial)d
""" % locals())
if __name__ == '__main__':
print 'testing QuantLib', QuantLib.__version__, QuantLib.QuantLibc.__file__, QuantLib.__file__
import sys
suite = unittest.TestSuite()
suite.addTest(DateTest())
if sys.hexversion >= 0x020100f0:
unittest.TextTestRunner(verbosity=2).run(suite)
else:
unittest.TextTestRunner().run(suite)
raw_input('press any key to continue')
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