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"""
Copyright (C) 2023 Skandinaviska Enskilda Banken AB (publ)
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
<https://www.quantlib.org/license.shtml>.
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 itertools
import unittest
import QuantLib as ql
class JointCalendarTest(unittest.TestCase):
def test_joint_calendar_holidays(self):
base_calendars = [ql.Sweden(), ql.Denmark(), ql.Finland(), ql.Norway(), ql.Iceland()]
joint_nordics = ql.JointCalendar(base_calendars)
start_date = ql.Date(1, ql.January, 2023)
end_date = ql.Date(31, ql.December, 2023)
joint_holidays = set(joint_nordics.holidayList(start_date, end_date))
base_holidays = set(itertools.chain.from_iterable(
calendar.holidayList(start_date, end_date) for calendar in base_calendars
))
self.assertEqual(joint_holidays, base_holidays)
class BespokeCalendarTest(unittest.TestCase):
def test_hash(self):
empty1, empty2 = ql.CalendarVector(2)
for cal1 in (ql.BespokeCalendar("one"), ql.BespokeCalendar("two"), empty1):
for cal2 in (ql.BespokeCalendar("one"), ql.BespokeCalendar("two"), empty2):
if cal1.empty() or cal2.empty():
expected = cal1.empty() == cal2.empty()
else:
expected = cal1.name() == cal2.name()
self.assertEqual(cal1 == cal2, expected)
self.assertEqual(cal1 != cal2, not expected)
self.assertEqual(hash(cal1) == hash(cal2), expected)
def test_reset_added_holidays(self):
calendar = ql.BespokeCalendar("bespoke thing")
test_date = ql.Date(1, ql.January, 2024)
self.assertFalse(calendar.isHoliday(test_date))
calendar.addHoliday(test_date)
self.assertTrue(calendar.isHoliday(test_date))
# TODO: Can extend test with this, if exposed:
# self.assertEqual(len(calendar.addedHolidays()), 1)
calendar.resetAddedAndRemovedHolidays()
self.assertFalse(calendar.isHoliday(test_date))
if __name__ == "__main__":
print("testing QuantLib", ql.__version__)
unittest.main(verbosity=2)
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