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=begin
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.
=end
# $Id: dates.rb,v 1.5 2002/01/16 15:17:06 nando Exp $
require 'QuantLib'
require 'runit/testcase'
require 'runit/cui/testrunner'
class DateTest < RUNIT::TestCase
def name
"Testing dates..."
end
def test
minDate = QuantLib::Date.minDate.serialNumber
maxDate = QuantLib::Date.maxDate.serialNumber
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
minDate.upto(maxDate) { |i|
t = QuantLib.DateFromSerialNumber(i)
# check serial number consistency
unless t.serialNumber == i
assert_fail(<<-MESSAGE
inconsistent serial number:
original: #{i}
date: #{t}
serial number: #{t.serialNumber}
MESSAGE
)
end
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
unless 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))
assert_fail(<<-MESSAGE
wrong day of year increment:
date: #{t}
day of year: #{dy}
previous: #{dyold}
MESSAGE
)
end
dyold = dy
# check if skipping any date
unless (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)
assert_fail(<<-MESSAGE
wrong day, month, year increment
date: #{t}
day, month, year: #{d}, #{m}, #{y}
previous: #{dold}, #{mold}, #yold}
MESSAGE
)
end
dold = d
mold = m
yold = y
# check month definition
unless m>=1 and m<=12
assert_fail(<<-MESSAGE
invalid month
date: #{t}
month: #{m}
MESSAGE
)
end
# check day definition
unless d >= 1
assert_fail(<<-MESSAGE
invalid day of month
date: #{t}
day: #{d}
MESSAGE
)
end
unless (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)
assert_fail(<<-MESSAGE
invalid day of month
date: #{t}
day: #{d}
month: #{mm}
MESSAGE
)
end
# check weekdayNumber definition
unless wdn==wdnold+1 or (wdn==1 and wdnold==7)
assert_fail(<<-MESSAGE
wrong weekday number increment
date: #{t}
weekday number: #{wdn}
previous: #{wdnold}
MESSAGE
)
end
wdnold=wdn
# create the same date with a different constructor
s = QuantLib::Date.new(d,m,y)
# check serial number consistency
unless s.serialNumber == i
assert_fail(<<-MESSAGE
inconsistent serial number
date: #{t}
serial number: #{i}
cloned date: #{s}
serial number: #{s.serialNumber}
MESSAGE
)
end
# create the same date with yet another constructor
s = QuantLib::Date.new(d,mm,y)
# check serial number consistency
unless s.serialNumber == i
assert_fail(<<-MESSAGE
inconsistent serial number
date: #{t}
serial number: #{i}
cloned date: #{s}
serial number: #{s.serialNumber}
MESSAGE
)
end
}
end
end
if $0 == __FILE__
RUNIT::CUI::TestRunner.run(DateTest.suite)
end
|
