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"""
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
<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 datetime
import operator
import QuantLib as ql
import unittest
class DateTest(unittest.TestCase):
def testArithmetics(self):
"Testing date arithmetics"
today = ql.Date.todaysDate()
date = today - ql.Period(30, ql.Years)
end_date = today + ql.Period(30, ql.Years)
dold = date.dayOfMonth()
mold = date.month()
yold = date.year()
while date < end_date:
date += 1
d = date.dayOfMonth()
m = date.month()
y = date.year()
# 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
def test_hash(self):
for date1 in (ql.Date(1, 2, 2020), ql.Date(3, 4, 2022), ql.Date()):
for date2 in (ql.Date(1, 2, 2020), ql.Date(3, 4, 2022), ql.Date()):
expected = str(date1) == str(date2)
self.assertEqual(date1 == date2, expected)
self.assertEqual(date1 != date2, not expected)
self.assertEqual(hash(date1) == hash(date2), expected)
def test_order(self):
ops = [operator.eq, operator.ne, operator.lt, operator.le, operator.gt, operator.ge]
for date1 in (ql.Date(1, 2, 2020), ql.Date(3, 4, 2022), ql.Date()):
for date2 in (ql.Date(1, 2, 2020), ql.Date(3, 4, 2022), ql.Date()):
for op in ops:
self.assertEqual(op(date1, date2),
op(date1.serialNumber(), date2.serialNumber()))
def testHolidayList(self):
""" Testing Calendar testHolidayList() method. """
holidayLstFunction = ql.Calendar.holidayList(ql.Poland(), ql.Date(31, 12, 2014), ql.Date(3, 4, 2015), False)
holidayLstManual = (ql.Date(1, 1, 2015), ql.Date(6, 1, 2015))
# check if dates both from function and from manual input are the same
self.assertTrue(all([(a == b) for a, b in zip(holidayLstFunction, holidayLstManual)]))
def testConversion(self):
for m in range(1, 13):
ql_date = ql.Date(m * 2, m, 2020)
py_date = datetime.date(2020, m, m * 2)
self.assertEqual(ql_date.to_date(), py_date)
self.assertEqual(ql.Date.from_date(py_date), ql_date)
# datetime works as well
py_dt = datetime.datetime(2020, m, m * 2)
self.assertEqual(ql.Date.from_date(py_dt), ql_date)
with self.assertRaisesRegex(RuntimeError, "from_date requires a date"):
ql.Date.from_date("2020-01-02")
class PeriodTest(unittest.TestCase):
def test_hash(self):
for per1 in (ql.Period("1D"), ql.Period("1W"), ql.Period("12M"), ql.Period()):
for per2 in (ql.Period("1D"), ql.Period("1Y"), ql.Period()):
expected = str(per1.normalized()) == str(per2.normalized())
self.assertEqual(per1 == per2, expected)
self.assertEqual(per1 != per2, not expected)
self.assertEqual(hash(per1) == hash(per2), expected)
def test_order(self):
ops = [operator.eq, operator.ne, operator.lt, operator.le, operator.gt, operator.ge]
for per1 in (ql.Period("1D"), ql.Period("1W"), ql.Period("12M")):
for per2 in (ql.Period("1D"), ql.Period("1Y")):
for op in ops:
self.assertEqual(op(per1, per2), op(per2.frequency(), per1.frequency()))
if __name__ == "__main__":
print("testing QuantLib", ql.__version__)
unittest.main(verbosity=2)
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