File: instruments.py

package info (click to toggle)
quantlib-swig 0.3.13-3
  • links: PTS
  • area: main
  • in suites: etch, etch-m68k
  • size: 43,120 kB
  • ctags: 74,378
  • sloc: cpp: 795,926; ansic: 103,715; ml: 39,516; cs: 24,631; java: 17,063; perl: 12,601; python: 6,752; lisp: 2,223; ruby: 1,103; sh: 458; makefile: 319
file content (61 lines) | stat: -rw-r--r-- 2,004 bytes parent folder | download | duplicates (2)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
"""
 Copyright (C) 2000, 2001, 2002, 2003 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 quantlib-dev@lists.sf.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.
"""

import QuantLib
import unittest

flag = None
def raiseFlag():
    global flag
    flag = 1

class InstrumentTest(unittest.TestCase):
    def testObservable(self):
        "Testing observability of stocks"
        global flag
        flag = None
        me1 = QuantLib.SimpleQuote(0.0)
        h = QuantLib.QuoteHandle(me1)
        s = QuantLib.Stock(h)

        obs = QuantLib.Observer(raiseFlag)
        obs.registerWith(s)

        me1.setValue(3.14)
        if not flag:
            self.fail("Observer was not notified of instrument change")

        flag = None
        me2 = QuantLib.SimpleQuote(0.0)
        h.linkTo(me2)
        if not flag:
            self.fail("Observer was not notified of instrument change")

        flag = None
        s.freeze()
        me2.setValue(2.71)
        if flag:
            self.fail("Observer was notified of frozen instrument change")
        s.unfreeze()
        if not flag:
            self.fail("Observer was not notified of instrument change")
        
if __name__ == '__main__':
    print 'testing QuantLib', QuantLib.__version__
    suite = unittest.TestSuite()
    suite.addTest(unittest.makeSuite(InstrumentTest,'test'))
    unittest.TextTestRunner(verbosity=2).run(suite)
    raw_input('press return to continue')